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This paper reconsiders the formal estimation of bank risk using the variability of the profit function. In our model, point estimates of the variability of profits are derived from a model where this variability is endogenous to other bank characteristics, such as capital and liquidity. We...
Persistent link: https://www.econbiz.de/10012148224
Use of variability of profits and other accounting-based ratios in order to estimate a firm's risk of insolvency is a well-established concept in management and economics. This paper argues that these measures fail to approximate the true level of risk accurately because managers consider other...
Persistent link: https://www.econbiz.de/10012148255
This paper reconsiders the formal estimation of bank risk using the variability of the profit function. In our model, point estimates of the variability of profits are derived from a model where this variability is endogenous to other bank characteristics, such as capital and liquidity. We...
Persistent link: https://www.econbiz.de/10010785402
This paper reconsiders the formal estimation of bank risk using the variability of the profit function. In our model, point estimates of the variability of profits are derived from a model where this variability is endogenous to other bank characteristics, such as capital and liquidity. We...
Persistent link: https://www.econbiz.de/10010945115
Persistent link: https://www.econbiz.de/10010387969
Persistent link: https://www.econbiz.de/10010409997
Persistent link: https://www.econbiz.de/10011441022
Persistent link: https://www.econbiz.de/10011327638
Use of variability of profits and other accounting-based ratios in order to estimate a firm's risk of insolvency is a well-established concept in management and economics. This paper argues that these measures fail to approximate the true level of risk accurately because managers consider other...
Persistent link: https://www.econbiz.de/10013016777
The aim of this study is to provide a methodology for the joint estimation of efficiency and market power of individual banks. The proposed method utilizes the separate implications of the new empirical industrial organization and the stochastic frontier literatures and suggests identification...
Persistent link: https://www.econbiz.de/10005006310