Showing 1 - 10 of 2,159
This paper shows evidence on the influence of risk-taking on bank efficiency in emerging markets and identifies … inefficiency parameters to a sample of Colombian banks. The model provides accurate cost and profit efficiency estimates. The … effects of risk-taking on efficiency vary with size and affiliation. Large and foreign banks benefit more from higher exposure …
Persistent link: https://www.econbiz.de/10012856150
risk-taking on bank efficiency and distinguishes the effects among banks with different characteristics. The model is … fitted to a 10-year sample of Colombian banks. Cost and profit efficiency are found to be over and underestimated … risk affect bank efficiency vary with size and affiliation. In particular, domestic and small Colombian banks benefit more …
Persistent link: https://www.econbiz.de/10013010639
We develop a novel unified econometric methodology for the formal examination of the market power -- cost efficiency … nexus. Our approach can meaningfully accommodate a mutually dependent relationship between the firm's cost efficiency and …'s market power and efficiency as well as allows for different hierarchical orderings between the two, enabling us to …
Persistent link: https://www.econbiz.de/10012922132
This paper investigates the productivity and efficiency of large bank holding companies (BHCs) in the United States …
Persistent link: https://www.econbiz.de/10012952449
We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this … relationship. We model the inter-temporal relationships among efficiency, capital and risk for a large sample of commercial banks … supporting the bad management and efficiency version of the moral hazard hypotheses. In contrast, bank efficiency improvements …
Persistent link: https://www.econbiz.de/10011605257
determinants of the best efficiency levels achieved by the Euro Area banking groups. Referring to the period 2009–2018 a stochastic … frontier model, based on the proxy coming from the inter-mediation approach, is employed to quantify the efficiency levels of … the banking groups for each single year. Then, with a cluster analysis, we identify the most relevant efficiency …
Persistent link: https://www.econbiz.de/10012830972
Considering the evidence that China's five largest state-owned banks (the Big Five) suffer from low cost efficiency …, this paper decomposes overall efficiency of Chinese banks into: persistent efficiency and transient efficiency components …. Low persistent efficiency reflects structural problems, while low transient efficiency is associated with short …
Persistent link: https://www.econbiz.de/10012913953
Considering the evidence that China's five largest state-owned banks (the Big Five) suffer from low cost efficiency …, this paper decomposes overall efficiency of Chinese banks into: persistent efficiency and transient efficiency components …. Low persistent efficiency reflects structural problems, while low transient efficiency is associated with short …
Persistent link: https://www.econbiz.de/10012914082
the inter-temporal relationships among bank efficiency, capital and bank risk-taking in the EU-26 commercial banking …. Overall, our paper provides evidence that higher performance (enhanced efficiency) attained by banks prior to the current …
Persistent link: https://www.econbiz.de/10013153674
significant supervisory and regulatory reforms affecting banks efficiency performance. We offer new insights investigating overall … that persistent efficiency seems to be more important for both specifications, as it accounts for 32\% (for the production …
Persistent link: https://www.econbiz.de/10013219779