The Vpliv COVID-19 na učinkovitost bank na Zahodnem Balkanu: pristop z metodo analize ovojnice podatkov
Povzetek
Namen tega prispevka je oceniti in primerjati relativno učinkovitost poslovnih bank v šestih državah v razvoju na Zahodnem Balkanu - Severni Makedoniji, Srbiji, Črni gori, Bosni in Hercegovini (B&H), Kosovu in Albaniji - z uporabo vodilne neparametrične metodologije Data Envelopment Analysis (DEA) za obdobje 2016-2020 ter preučiti vpliv pandemije COVID-19 na uspešnost njihovih bančnih sistemov. Implementiran je bil izhodno usmerjen model DEA z obrestnimi in neobrestnimi odhodki kot vhodnimi podatki ter obrestnimi in neobrestnimi prihodki kot izhodnimi podatki. Naše ugotovitve kažejo, da se povprečna učinkovitost šestih bančnih sistemov Zahodnega Balkana razlikuje, pri čemer je bila v celotnem opazovanem obdobju (2016-2020) ugotovljena najvišja povprečna učinkovitost bančnega sistema Kosova, medtem ko je bila najnižja povprečna učinkovitost ugotovljena pri bančnem sistemu Bosne in Hercegovine. Pandemija COVID-19 je zmanjšala relativno učinkovitost bančnih sektorjev v vseh šestih opazovanih državah Zahodnega Balkana, razen na Kosovu. Vendar je za oceno vpliva pandemije COVID-19 na bančne sisteme na Zahodnem Balkanu priporočljiva dodatna raziskava, ki bi vključevala vsa leta pandemije. Ta študija zagotavlja neprecenljiva spoznanja za akademike, bančne upravne in regulativne organe, vlade ter zainteresirano javnost. Gre za prvo empirično študijo, ki vključuje vpogled v prvi vpliv pandemije COVID-19 na bančne sisteme v državah v razvoju na Zahodnem Balkanu.
Prenosi
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