Košík

  Odznačiť vybrané:   0

  1.  

    NázovThe management efficiency under market risk: an application to the banking production process
    Aut.údajeEmília Zimková
    Autor Zimková Emília 1964- (100%) UMBEF04 - Katedra financií a účtovníctva
    Zdroj.dok. Managing and modelling of financial risks : 8th international scientific conference, Ostrava 5th-6th September 2016, Part 3. Pp. 1093-1100. - Ostrava : VŠB - Technical university of Ostrava, 2016 / Čulík Miroslav ; Managing and modelling of financial risks medzinárodná vedecká konferencia
    Kľúč.slová technical efficiency   analýza obalu dát - data envelopment analysis - DEA   hodnotenie rizík - risk assessment   value at risk  
    Jazyk dok.angličtina
    KrajinaČeská republika
    Systematika 336.7
    AnotáciaIn the paper, an assessment of management efficiency under the market risk is carried out by applying two different modeling approaches to the bank's branches operating in Slovakia. The input and output variables respect a production approach of the banking production theory and they are researched by means of the slack-based measurement of the data envelopment analysis as proposed by Tone (2001). While first model estimates technical efficiency without considering the market risk, the second one includes the VaR of participation certificates sold by individual branches and therefore its technical efficiency scores reflect the management efficiency under market risk. The results bring enhanced information for managerial decision making as they moderate the conflict between a sales-driven front-office culture and a risk focused culture in banks.
    URLhttps://www.ekf.vsb.cz/rmfr/en/year-2016/Conference_proceedings/
    Kategória publikačnej činnosti AFC
    Číslo archívnej kópie42478
    Katal.org.BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici
    Báza dátxpca - PUBLIKAČNÁ ČINNOSŤ
    nerozpoznaný

    nerozpoznaný

      Z košíka

  Tieto stránky využívajú súbory cookies, ktoré uľahčujú ich prezeranie. Ďalšie informácie o tom ako používame cookies.

Prijať všetkoNastavenieOdmietnuť všetko