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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Year of publication:	2008
Authors:	Golovan, Sergei ; Karminsky, Alexandr ; Peresetsky, Anatoly

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Type of publication:	Book / Working Paper
Language:	English ; Russian
Notes:	Golovan, Sergei and Karminsky, Alexandr and Peresetsky, Anatoly (2008): Эффективность российских банков с точки зрения минимизации издержек, с учетом факторов риска. Published in: Экономика и математические методы , Vol. 44, No. 4 (2008): pp. 28-38.
Classification:	C50 - Econometric Modeling. General ; G21 - Banks; Other Depository Institutions; Mortgages ; G29 - Financial Institutions and Services. Other
Source:	BASE

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