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 …

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 …

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 …

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 …

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 …

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 …

; 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 …

Employing the one-step stochastic frontier analysis (SFA) approach, this paper examines bank efficiency in China …. Bank efficiency has improved over the data period 1995-2008. The estimated average cost and profit efficiencies are 74% and … negative effect on profit efficiency in the long-term while initial public offerings (IPOs) improve bank profitability in the …