Showing 1 - 4 of 4
changes in banks' profits coming from sudden changes in the banks' activities. This methodology is based on the efficiency … profitfunction. Using the distance function to compute banks' profitability, we take the distance to the frontier of best practices … efficiency frontier induced by adverse shocks to banks' volumes serve as a measure of business risk. This measure of profit …
Persistent link: https://www.econbiz.de/10010324124
Using a unique and comprehensive data set on the two largest economies of the Eurozone - France and Germany - this paper first proceeds to a computation of the Gordy formula relaxing the ad hoc sizedependent constraints of the Basel formulas. Our study contributes to Article 501 of the Capital...
Persistent link: https://www.econbiz.de/10011565216
Using a unique and comprehensive data set on the two largest economies of the Eurozone - France and Germany - this paper first proceeds to a computation of the Gordy formula relaxing the ad hoc sizedependent constraints of the Basel formulas. Our study contributes to Article 501 of the Capital...
Persistent link: https://www.econbiz.de/10012977507
changes in banks' profits coming from sudden changes in the banks' activities. This methodology is based on the efficiency … profitfunction. Using the distance function to compute banks' profitability, we take the distance to the frontier of best practices … efficiency frontier induced by adverse shocks to banks' volumes serve as a measure of business risk. This measure of profit …
Persistent link: https://www.econbiz.de/10012988763