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 impact of strong emotions or mood on decision making and risk taking is well recognized in behavioral economics and … 2009. Bank loan inefficiency is derived using both a standard stochastic frontier production approach for bank loans and a … explaining the variation of gross loans. -- bank loan inefficiency ; weather conditions ; panel VAR ; causality ; US banking …

An issue that has not been dealt in the literature refers to the relationship between bank loan efficiency and weather … between weather and bank loan efficiency, using a panel data set that includes 69 banks operating in the US spanning the … period 1999 to 2009. Bank loan inefficiency is derived using a stochastic frontier production approach. We also estimate …

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 …

integration has taken place on the banking markets, by investigating the convergence in banking efficiency for European Union … provide gains in growth by favoring competition and efficiency on financial markets. Our paper aims to check whether financial … countries. We measure cost efficiency of banks from 10 EU countries between 1994 and 2005 with the stochastic frontier approach …

financial intermediation and the supremacy of banks' efficiency. This study examines the concurrent effects of bank risk … risk-taking negatively affects the return. Cost-efficient banks are taking more credit risk; however, more efficiency gains …-taking (efficiency) behaviour of banks. Market competition enhances the risk and efficiency and reduces banks' interest spread. Finally …

to consider the association of their size with systemic risk. An equally important question examines whether their size … advantages that improve the efficiency of their capital allocation and liquidity and enhance their international competitiveness …-related changes in risk-taking, which can obscure technological cost advantages, such as those due to better diversification. It …