analysis indicates heterogeneity not only among the level of profit and cost efficiency, but also regarding the response of … efficiency evolution over the period. Moreover, we document the existence of banks that are more predisposed to be efficient in … sheet for improving the efficiency, albeit some of these strategies have opposite effects on the profit and cost efficiency. …

input and output orientation, for measuring efficiency. Further, the Tobit regression model is used in the second stage to … average efficiency scores of public sector banks (PSBs) are higher than private banks. The Z-score indicates that both PSBs … levels are significantly related to all types of efficiencies for private banks. On the other hand, the efficiency of PSBs is …

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. …

This paper examines the impact of regulatory policies on banking market efficiency using a sample of 678 commercial … Squares method. Focus is on two alternative measures of banking market efficiency: net interest margin and overhead costs … (operating expenses to assets). Elevated levels of these two ratios should indicate a low level of banking efficiency. The …

We analyze the stability of efficiency rankings of German universal banks between 1993 and 2004. First, we estimate … traditional efficiency scores with stochastic cost and alternative profit frontier analysis. Then, we explicitly allow for … different risk preferences and measure efficiency with a structural model based on utility maximization. Using the almost ideal …

Efficiency is considered a key factor when evaluating a bank's performance. Moreover, efficiency enhancement is an … explicit policy objective in the Single Market Directive of the European Commission. But efficiency improvements may come at … of performance in response to efficiency improvements remain often unclear on both theoretical and empirical grounds. We …

efficiency comparisons across different samples. We use a latent class stochastic frontier model to estimate simultaneously …

Most previous research on efficiency in banking takes a regulatory perspective. In contrast, this paper investigates … the empirical relation between efficiency and profitability in five large economies of the European Union during the … literature is expanded by the use of DEA super-efficiency values to regress profitability, the incorporation of risk by …

This article provides an empirical insight on the heterogeneity in the estimates of banking efficiency produced by the … efficiency score and the efficiency ranking to a change in the design of the frontier. We found that the average scores are … significantly smaller when the transcendental logarithmic functional form is used in the profit efficiency measurement and when the …

This paper examines the relationship between financial market regulation, country governance and efficiency of …, we employ a non-parametric approach-Data Envelopment Analysis (DEA)-to estimate the banks' cost and profit efficiency … efficiency. The results suggest that commercial banks in East Asia are relatively profit efficient rather than cost efficient …