competing risks model applied to whole credit risk cycle into a bank loans portfolio. We estimated competing causes related to …

This paper investigates the causal effects of voluntary information disclosures on a bank's expected default … probability, enterprise risk, and value. I measure disclosure via a self-constructed index for the largest 80 U.S. bank holding … companies for the period 1998-2011. I provide evidence that a bank's management responds to a plausibly exogenous deterioration …

Numerous bank productivity studies indicate rapid changes in the structure of the financial services industry and … background of two concepts of performance evaluation – the terms efficiency and productivity, and empirically, the performance … financial institutions. The measurement of bank productivity is of vital importance from both a microeconomic and a …

input and output orientation, for measuring efficiency. Further, the Tobit regression model is used in the second stage to … check the significant determinants from a list of bank-specific factors for various efficiencies. The study finds that the … average efficiency scores of public sector banks (PSBs) are higher than private banks. The Z-score indicates that both PSBs …

This study investigates the inter-relationship between audit committee effectiveness, bank efficiency and risk … relation. Our results show that audit committee effectiveness reduces bank risk-taking through increasing bank efficiency. This … literature the relationship between audit committee effectiveness and bank risk-taking by examining the mechanism behind this …

not only of the technology but also of firm-level heterogeneity in technical and allocative efficiency levels. The …

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 …

In this chapter, the extent of inefficiency of bank branches in different dimensions is evaluated with slack based … model of data envelopment analysis. Each efficiency dimension reveals the strengths, weaknesses, and improvement … the improvement strategies accordingly. An extensive literature analysis of bank branches and future research directions …