Measuring bank performance solely on the basis of profitability conveys significant information about past performance, but may provide little information about expectations for future performance. Therefore, this paper relies on a much broader definition of performance and introduces a...

This study is based on the results of the non-monetary poverty estimation of the beneficiaries of microfinance in Mali (Koloma, 2011). Its aim is to examine the determinants of the "gap" of poverty by gender. The regression model according to the approach of decomposition of Blinder-Oaxaca...

El objetivo de este trabajo es analizar los elementos básicos del nuevo enfoque de las entidades financieras españolas para su negocio de tarjetas bancarias, así como el nuevo papel que podría tener el comerciante para su desarrollo. Para ello se envió un cuestionario a 60 responsables de...

All over the world, banks have been undergoing crisis, but the Nigerian experience has been hazardous to the country’s financial sector stability. Against this scenery, this paper investigates some cost efficiency correlates of a set of fifteen deposit money banks in Nigeria over the period...

Bank’s major approach in her internal rating system is credit scoring valuation which focused on corporates’ idiosyncratic risks and based on their financial indexes. Hence, an influence on corporates’ credit risks by business variation is not considered in her system. We model the effect...

Due to its known weaknesses Value at Risk (VaR) has been modified to have a better market risk measurement model. 2007-2008 global financial crisis has increased the necessity to incorporate market liquidity into widely used models. This is to raise the required regulatory capital for trading...

This paper introduces a new parametric measure of productivity change using the hyperbolic distance function. More specifically, the paper first estimates a stochastic translog hyperbolic distance function, which satisfies regularity conditions, using the Bayesian approach. Then it derives an...

This research employs the Data Envelopment Analysis (DEA) and Malmquist index approaches to evaluate the efficiency and Total Factor Productivity (TFP) changes of Thai banking system in the period of 2007-2010 using panel data of 27 major banks in Thailand. This paper shows that the global...

In this paper, we tried to see if the Tunisian banks are ready to confront the different and main challenges of financial liberalization. The main objective of this paper is defined in this context. We investigate the cost efficiency of Tunisian universal banks over the period 1997–2006. We...

We use a unique, new, database to examine micro depositor level data for a bank that faced a run. We use minute-by-minute depositor withdrawal data to understand the effectiveness of deposit insurance, the role of social networks, and the importance of bank-depositor relationships in influencing...