Эффективность российских банков с точки зрения минимизации издержек, с учетом факторов риска

The paper analyses cost efficiency of Russian banks. Models of banks' production function are developed using stochastic production function approach. We consider several models, and the models of particular interest are models, which include asset quality and risk-preferences as factors. Analyzing the estimations, we reveal factors (bank's size, region, participation in deposit insurance system etc.) which influence efficiency.

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Alternative title:	Cost efficiency of Russian banks. Models with risk factors
Year of publication:	2008
Authors:	Golovan, Sergei ; Karminsky, Alexandr ; Peresetsky, Anatoly
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	cost efficiency \| risk factors \| Russian banks

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Notes:	Published in Экономика и математические методы 4.44(2008): pp. 28-38
Classification:	C50 - Econometric Modeling. General ; G21 - Banks; Other Depository Institutions; Mortgages ; G29 - Financial Institutions and Services. Other
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011110298