Banks that choose credit rating models for capital calculations depending solely on an accuracy criterion may overlook the effect of their selection on the rating migration that could lead to higher capital requirements. Although most of the recognised factors affecting migration such as...

This paper investigates the relevance of non-traditional activities in the estimation of bank efficiency els using a sample of 752 publicly quoted commercial banks from 87 countries around the world, allowing comparison of the impact of such activities under different levels of economic...

This study uses a sample of 715 banks from 95 countries and two-stage data envelopment analysis (DEA) to provide international evidence on the impact of regulations and supervision approaches on banks' efficiency. We first use DEA to estimate technical and scale efficiency. We then use Tobit...