Showing 1 - 10 of 16
The recent literature on measuring bank performance indicates a preference for sophisticated techniques over simple accounting ratios. We explore the results and relationships between bank efficiency estimates using accounting ratios and Data Envelope Analysis (DEA) with bootstrap among Jamaican...
Persistent link: https://www.econbiz.de/10008527215
This paper examines the convergence properties of cost efficiency for Indonesian banks for the period 1992-2007. It employs the Simar and Wilson's (2007) two stage semi-parametric double bootstrap DEA procedure to estimate cost efficiency. Using panel data estimation, the paper examines...
Persistent link: https://www.econbiz.de/10009004316
Deregulation, re-regulation and continuing globalisation embody an imperative that banks increase efficiency in order to survive. We employ the Simar-Wilson (2007) two-step double bootstrap Data Envelopment Analysis method to measure whether cost efficiency among Jamaican banks has improved...
Persistent link: https://www.econbiz.de/10009367467
This paper presents an empirical assessment of the degree of competition within the Jamaican banking sector during the period 1998 to 2009. We employ a dynamic version of the Panzar-Rosse Model to estimate market power among the sample of banks that constitute over 90 percent of the banking...
Persistent link: https://www.econbiz.de/10009367469
We model banks as profit-cum-utility maximizing firms and study, inter alia, bankers’ incentives (optimal effort) and incentive driven productivity following deregulations. Our model puts to test a panel of Nepalese commercial banks which went through deep financial reforms in the recent past....
Persistent link: https://www.econbiz.de/10010903795
Deregulation, re-regulation and continuing globalisation embody an imperative that banks increase efficiency to survive. We employ non-parametric bootstrap DEA to measure technical efficiency among Jamaican banks between 1998 and 2007. In addition, we test for conditional convergence to identify...
Persistent link: https://www.econbiz.de/10008558909
The study examines the changes to total factor productivity of Jamaican banks between 1998 and 2007. Using Data Envelopment Analysis with bootstrap to construct a Malmquist index, bank productivity is measured and decomposed into technical progress and efficiency. The results suggest an...
Persistent link: https://www.econbiz.de/10008558910
This paper presents an empirical assessment of the degree of competition within the Jamaican banking sector during the period 1998 to 2007. The popular H-statistic by Panzar and Rosse is utilised to estimate market power among the sample of banks. Using usual statistical tests, we are unable to...
Persistent link: https://www.econbiz.de/10008558911
The positive relationship between bank CEO compensation and risk taking is a well established empirical fact. The global banking crisis has resulted in a chorus of demands to control banker's bonuses and thereby curtail their risk taking activities in the hope that the world can avoid a repeat...
Persistent link: https://www.econbiz.de/10008541282
Risk Management in Chinese banks has traditionally been the Cinderella of its internal functions. Political stricture and developmental imperative have often overridden standard practice of risk management resulting in large non-performing loan (NPL) ratios. One of the stated aims of opening up...
Persistent link: https://www.econbiz.de/10008552681