between the risk-incentives literature in banking that ignores the microeconomics of production and the production literature … that ignores the relationship between production decisions and risk. …We argue for a shift in the focus of modeling production from the traditional assumptions of profit maximization and …

This paper explores how to incorporate banks' capital structure and risk-taking into models of production. In doing so …, the paper bridges the gulf between (1) the banking literature that studies moral hazard effects of bank regulation without … considering the underlying microeconomics of production and (2) the literature that uses dual profit and cost functions to study …

achieving risk-return efficiency. We first estimate the expected returns, risks, and financial distress risk proxy (the inverse … z-score), then apply the stochastic frontier analysis (SFA) to obtain the risk-return efficiency score for each bank …, and finally conduct ordered logit regressions of bank ratings on estimated risks, risk-return efficiency, and the inverse …

achieving risk-return efficiency. We first estimate the expected returns, risks, and financial distress risk proxy (the inverse … z-score), then apply the stochastic frontier analysis (SFA) to obtain the risk-return efficiency score for each bank …, and finally conduct ordered logit regressions of bank ratings on estimated risks, risk-return efficiency, and the inverse …

the inter-temporal relationships among bank efficiency, capital and bank risk-taking in the EU-26 commercial banking …The recent period of crisis in credit markets has highlighted the crucial role of bank risk taking. Our paper assesses …, our paper provides evidence that higher performance (enhanced efficiency) has been not related to higher managerial skills …

composition (equity vs. bail-in debt) is driven by the relative importance of two incentive problems: risk shifting (mitigated by … costs of risk-shifting relatively less important at the margin. …

Motivated by the variety of bank risk proxies, our analysis reveals that nonperforming assets are a well …-suited complement to the Z-score in studies of bank risk. …

of bank risk and returns to the pandemic. Design/methodology/approach - The author employs weighted least squares (WLS … unaddressed area of research. By focusing on a large sample of banks across countries with both Islamic and conventional banking …

the inter-temporal relationships among bank efficiency, capital and bank risk-taking in the EU-26 commercial banking …The recent period of crisis in credit markets has highlighted the crucial role of bank risk taking. Our paper assesses …. Overall, our paper provides evidence that higher performance (enhanced efficiency) attained by banks prior to the current …

risk-taking on bank efficiency and distinguishes the effects among banks with different characteristics. The model is … risk affect bank efficiency vary with size and affiliation. In particular, domestic and small Colombian banks benefit more … fitted to a 10-year sample of Colombian banks. Cost and profit efficiency are found to be over and underestimated …