This paper examines the relationship between the regulatory and supervision framework, and the productivity of banks in 22 countries over the period 1999ndash;2009. We follow a semiparametric two-step approach that combines Malmquist index estimates with bootstrap regressions. The results...

This paper uses stochastic frontier analysis to provide international evidence on the impact of the regulatory and supervision framework on bank efficiency. Our dataset consists of 2,853 observations from 615 publicly quoted commercial banks operating in 74 countries during the period 2000-2004....

We investigate the association between the regulatory and supervision framework and the likelihood of being involved in acquisitions either as acquirer or target in the Asian banking industry over the period 1998-2004. The sample consists of 473 commercial banks operating in 9 markets, a total...

This paper uses stochastic frontier analysis and Tobit regressions to provide international evidence on the impact of regulatory, supervision and environmental factors on bank efficiency. Our contribution is twofold. First, we use a newly constructed database of 3,086 observations from 677...

We investigate the association between the regulatory and supervision framework and the acquisition likelihood in the Asian banking industry. The sample consists of 472 commercial banks operating in 9 South and Southeastern Asian countries, from which 52 were acquired between 1998 and 2004,...

There exists a lively debate as for the appropriate architecture of the financial supervision regime, with a long list of theoretical advantages and disadvantages associated with each one of its key dimensions. The present study investigates whether and how bank profit efficiency is influenced...

We treat the banking system as a traded credit portfolio and calculate systemic risk capital as the amount of capital that insures the portfolio's value against unexpected losses. Using data from the largest global financial institutions, we find evidence of extreme event dependence between...

We use a sample of 4,960 observations from 752 publicly quoted commercial banks operating in 87 countries between 1999 and 2006 and estimate cost efficiency and alternative profit efficiency using a global best-practice frontier while controlling for cross-country differences in regulations,...

The present study investigates the efficiency of four classification techniques, namely discriminant analysis, logit analysis, UTADIS multicriteria decision aid, and nearest neighbours, in the development of classification models that could assist auditors during the examination of Asian...

In this paper we use a sample of 894 banks from 79 countries to develop a multicriteria decision aid model, for the classification of banks in three groups on the basis of their soundness. The model is developed with the UTADIS method, through a ten-fold cross-validation procedure using six...