EVALUATION OF UKRAINIAN BANKS EFFICIENCY ON THE BASE OF DEA MODELS

Abstract

The article analyzes the performance of Ukrainian banks on the basis of five DEA models, which were offered in the article and represent an intermediation approach and three DEA-models on the base of a profitable approach. Usage of CCR and BCC models allowed to calculate in the article. two types of efficiency - technical and scale. Scale efficiency was determined as the ratio of CRS efficiency to VRS efficiency. Since the Ukrainian banking system includes banks that differ significantly in size of assets, it is emphasized that it is expedient to evaluate the relative efficiency on the basis of the VRS model. On the one hand, there is a clear tendency for state banks to dominate in VRS effectiveness. This is due to the significant preferences that state banks received from the NBU in comparison with others, namely, a full guarantee for all deposits, access to unlimited refinancing, etc. On the other hand, it has been shown that large state banks have demonstrated the lowest level of scale efficiency SE, which clearly confirms the inefficient use of available resources.