Showing 1 - 10 of 2,508
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
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
refuses access to the data), I show its assumption of homogeneous technology cannot be maintained. Quantile regressions (QR … efficiency scores derived from stochastic frontier analysis. To correct for this heterogeneity in coefficients, I propose a …. This estimation has better goodness of fit, reduced variance of all coefficients, and higher efficiency scores for nearly …
Persistent link: https://www.econbiz.de/10011448121
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
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
Persistent link: https://www.econbiz.de/10013174960
This paper evaluates the efficiency of the twenty-one largest Syndicates of Lloyd's of London. Members of Lloyd's of … 2004 and 2011. Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA) are used to estimate the efficiency …, that the average annual efficiency estimates for all Syndicates are plausible and they follow three-year cycles. Secondly …
Persistent link: https://www.econbiz.de/10011300255
background of two concepts of performance evaluation – the terms efficiency and productivity, and empirically, the performance …
Persistent link: https://www.econbiz.de/10012178843
envelopment analysis method. It emphasizes the importance of this nonparametric approach to macroeconomic efficiency analysis and …
Persistent link: https://www.econbiz.de/10011841918
This study explains the differences and variances in the efficiency scores of the Vietnamese banking sector retrieved … mainly based on frontier efficiency measurements, which essentially are Data Envelopment Analysis (DEA) and Stochastic … efficiency, whilst the opposite is true for the data type, and sample size. …
Persistent link: https://www.econbiz.de/10012607555