Showing 1 - 10 of 2,042
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
level of cost efficiency. While, we have proposed an assessment of the cost efficiency of Tunisian banks during the period … affect the cost efficiency scores of banks or not. Overall, our results demonstrate that environmental variables contribute … significantly and positively to the difference cost-efficiency scores between Tunisian banks. Also, our results show that private …
Persistent link: https://www.econbiz.de/10009671879
the inter-temporal relationships among bank efficiency, capital and bank risk-taking in the EU-26 commercial banking …, our paper provides evidence that higher performance (enhanced efficiency) has been not related to higher managerial skills …
Persistent link: https://www.econbiz.de/10013136814
Using a translog cost function, we firstly estimate economies of scale and then calculate the bank-specific scale elasticities for Korean banks over the period 2007Q2 to 2011Q2. We find that all National banks operate with significant economies of scale, with bank-specific scale elasticities...
Persistent link: https://www.econbiz.de/10013106486
can be concrete in time of crises. We analyze the contribution of efficiency to cooperative bank probability of default …. We estimate several measures of bank efficiency (focusing on costs, revenues, net profits, operating income … role. By using a discrete-time survival model, we show that efficiency has a positive and statistically significant link …
Persistent link: https://www.econbiz.de/10013093780
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
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
bank profitability. The results show that cost efficiency, profit efficiency and liquidity risk are significantly related …
Persistent link: https://www.econbiz.de/10012854454
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
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