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Regional and Ownership Drivers of Bank Efficiency

Zelenyuk, Natalya - 2017

analyse how various bank-specific factors (e.g., type of ownership, regional aspects, level of risk as per Basel Accords …

Persistent link: https://www.econbiz.de/10012972842

The Evolution of Scale Economies in U.S. Banking

Wheelock, David C. - 2019

Continued consolidation of the U.S. banking industry and a general increase in the size of banks has prompted some policymakers to consider policies that discourage banks from getting larger, including explicit caps on bank size. However, limits on the size of banks could entail economic costs...

Persistent link: https://www.econbiz.de/10012904022

Off-balance sheet activities, inefficiency and market power of U.S. banks

Wheelock, David C.; Wilson, Paul W. - 2019

The Lerner index is widely used to assess firms' market power. However, estimation and interpretation present several challenges, especially for banks, which tend to produce multiple outputs and operate with considerable inefficiency. We estimate Lerner indices for U.S. banks for 2001-18 using...

Persistent link: https://www.econbiz.de/10011998070

Do Large Banks have Lower Costs? New Estimates of Returns to Scale for U.S. Banks

Wheelock, David C. - 2011

about the effects of consolidation and increasing bank size on market competition and on the number of banks that regulators …

Persistent link: https://www.econbiz.de/10013134261

Application of the Maximum Score/Maximum Profit Bi-Objective Estimator to Stocks of the Banking Sector in the Athens Stock Exchange

Florios, Kostas - 2011

We are familiar with the maximum score estimator of (Manski, C.F., 1975, Journal of Econometrics 3, 205-228). A generalization of the maximum score estimator is the maximum profit estimator of (Skouras, S., 2003, Computational Statistics and Data Analysis 42, 349-361). The general case is the...

Persistent link: https://www.econbiz.de/10013131449

Robust Non-Parametric Quantile Estimation of Efficiency and Productivity Change in U.S. Commercial Banking, 1985-2004

Wheelock, David C.; Wilson, Paul W. - 2007

This paper describes a non-parametric, unconditional, hyperbolic quantile estimator that unlike traditional non-parametric frontier estimators is both robust to data outliers and has a root-n convergence rate. We use this estimator to examine changes in the efficiency and productivity of U.S....

Persistent link: https://www.econbiz.de/10014057323

The Informativeness of Stochastic Frontier and Programming Frontier Efficiency Scores : Cost Efficiency and Other Measures of Bank Holding Company Performance

Eisenbeis, Robert A. - 2015

frontier scores are more closely related to risk-taking behavior, managerial competence, and bank stock returns. Based on these …

Persistent link: https://www.econbiz.de/10013032677

Does Competition Only Impact on Insolvency Risk? New Evidence from the Chinese Banking Industry

Tan, Yong - 2017

Purpose - This paper investigates the impact of competition on credit risk, liquidity risk, capital risk and insolvency … Generalized Method of Moments (GMM) system estimator to examine the impact of competition on risk. In particular, translog … specifications are used to measure the competition and insolvency risk. Findings - The results show that greater competition within …

Persistent link: https://www.econbiz.de/10012972849

Risk, Competition and Cost Efficiency in the Chinese Banking Industry

Tan, Yong - 2017

credit risk, competition and cost efficiency in the Chinese banking industry under a three-stage least square estimator. The … findings suggest that a higher level of competition leads to higher credit risk of Chinese commercial banks and a higher level … level of competition in the Chinese banking industry and higher levels of credit risk precede an increase in the level of …

Persistent link: https://www.econbiz.de/10012950807

Risk, Competition and Efficiency in Banking : Evidence from China

Tan, Yong - 2017

This paper tests the interrelationships between risk, competition and efficiency in the Chinese banking industry over … Efficiency-adjusted Lerner index and stability inefficiency as the indicators of competition and insolvency risk and more … have higher credit risk and insolvency risk, but lower liquidity risk and capital risk. Higher competition leads to lower …

Persistent link: https://www.econbiz.de/10012950881