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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 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

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

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

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

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

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

Risk, Competition and Efficiency in the Chinese Banking Industry : Evidence from Stochastic Frontier Analysis and Three-Stage Least Square Estimator

Tan, Yong - 2020

risk, competition and efficiency in the Chinese banking industry under a three-stage least square estimator. The paper is … efficiencies and there is a significant and positive impact of credit risk on bank competition. The results provide policy … the first study comprehensively examining different types of risk-taking behaviours of Chinese commercial banks. The …

Persistent link: https://www.econbiz.de/10012853519

The Impacts of Competition and Profitability on Stability : Evidence from the Chinese Banking Industry

Tan, Yong - 2020

The current study contributes to the banking literature by testing the joint impacts of competition and profitability … on different types of risk (credit risk, liquidity risk, capital risk and insolvency risk) of a sample of Chinese … checked in different ways. The results show that a higher level of competition leads to financial fragility in the Chinese …

Persistent link: https://www.econbiz.de/10012853529

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