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 …

bank profitability. The results show that cost efficiency, profit efficiency and liquidity risk are significantly related …

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 …

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 …

; Thick Frontier Approach ; X-efficiency …

efficiency of individual banks, are also of great importance to profitability (proxied by ROA and ROE ratios) of banking sectors …. Our results suggest that banking sector specific determinants affect the efficiency of banks in anticipated way …. Macroeconomic variables have statistically significant impact on both ROA and ROE. The sensitivity of efficiency to both groups of …

omission leads to over (under) estimate cost (profit) efficiency. Risk-taking is also found to have different effects on … efficiency of banks with different size and affiliation, and those involved in mergers and acquisitions. In particular, greater … exposures to credit and market risk are found to be key profit efficiency drivers. Likewise, lower liquidity risk and capital …

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 …

The present paper investigates efficiency levels of commercial domestic versus foreign banks in France between 2000 and … 2007. Using Stochastic Frontier Analysis, we also shed light on the determinants of cost efficiency of 62 domestic and 40 … foreign banks. Our results indicate that foreign banks exhibit higher cost efficiency than domestic banks. This finding …