Analysis of the banking system of Russia by the DEA method

In this paper, a DEA analysis of the Russian banking sector is implemented. The degree of connection between the obtained efficiency and profitability indicators is analyzed. As a result of the analysis, it was found that performance evaluations are not related to profitability indicators, so the bank's profitability does not mean its efficiency. Also, the dynamics of the average efficiency of the banking sector in the context of different sizes of banks for the period 2012-2020 was analyzed and conclusions were drawn about its gradual reduction in the groups under consideration. It was possible to determine the efficiency of the banking system as a whole by analyzing the share of assets of the most and least efficient banks.