The European integration process has had a great impact on the macroeconomicenvironment of the new member states, some effects being more visible thanother. In this context it becomes interesting to analyse if the EU ascension hastriggered an increase of the banks efficiency from a series of CEE countries(twofrom the first wave and one from the second wave of EU expansion). Theanalysed period is between 2003 and 2010, covering the first years after the EUascension of these countries. In order to estimate the efficiency of the banks fromour samplewe have used a non-parametric technique, namely the DataEnvelopment Analysis. The overall results are suggesting thatthere is a slightincreaseof thebanks operating in these countries estimated efficiencybetween2007 and 2010