Mamonov, Mikhail; Vernikov, Andrei - 2021
with several unusual features. We perform stochastic frontier anal-ysis (SFA) of Russian bank-level quarterly data over the …-tion of foreign currency items in bank balance sheets. Public banks are split into core and other state-controlled banks … SFA scores of banks and bank clusters (heterogeneity in risk preference and asset structure) to explain changes in bank …