Self-efficacy refers to beliefs that individuals hold about their capability to carry out an action in a way that will influence the events that affect their lives.
Albert Bandura defines it as a personal judgment of "how well one can execute courses of action required to deal with prospective situations"
See a simple video presentation on Bandura’s self-efficacy - the role and sources:
WHO (2006) WP7 on Mental Health and Schools: Glossary: Retrieved 10 december 2018, from https://academic.oup.com/heapro/article/21/4/340/688495