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The Impact of Non-bank Lending on Bank Efficiency : Data Envelopment Analysis of European Banks

Kondova, Galia - 2020

This paper applies a data envelopment analysis (DEA) to study the effect of non-bank financial intermediation on bank … Monitoring Report in the period 2014-2016.The efficiency analysis is conducted by applying a profit-based input-oriented DEA … variable returns-to-scale model in a two-stage procedure. In the first stage, the average DEA efficiency scores are calculated …

Persistent link: https://www.econbiz.de/10012844652

EBA's capital exercise and technical efficiency of the banks

Rathore, Adhiraj Singh - In: Review of Economic Analysis : REA 12 (2020) 2, pp. 1-35

This study uses a sample of 194 banks from 15 EU countries and two-stage data envelopment analysis (DEA) to provide … the analysis, we measure the efficiency by employing DEA. We then use Tobit regression to investigate the impact of the …

Persistent link: https://www.econbiz.de/10012269300

EBA's capital exercise and technical efficiency of the banks

Rathore, Adhiraj Singh - In: Review of Economic Analysis : REA 12 (2020) 4, pp. 371-402

Persistent link: https://www.econbiz.de/10012406122

Multiplex Interbank Networks and Systemic Importance - An Application to European Data

Aldasoro, Iñaki - 2017

Research on interbank networks and systemic importance is starting to recognise that the web of exposures linking banks' balance sheets is more complex than the single-layer-of-exposure approach suggests. We use data on exposures between large European banks, broken down by both maturity and...

Persistent link: https://www.econbiz.de/10012965828

Multiplex Interbank Networks and Systemic Importance : An Application to European Data

Aldasoro, Iñaki - 2016

Research on interbank networks and systemic importance is starting to recognise that the web of exposures linking banks balance sheets is more complex than the single-layer-of-exposure approach. We use data on exposures between large European banks broken down by both maturity and instrument...

Persistent link: https://www.econbiz.de/10012983080

Corporate Governance Productivity Index in Banking Industry : Evidence from the European Banking Industry

Hachicha, Nizar - 2019

Practitioners and regulators increasingly rely on economic theory to measure bank efficiency and liken institutes with each other. These studies lean first on several methods that could be either stochastic or deterministic and second the input-output definition is based on a production or...

Persistent link: https://www.econbiz.de/10012905586

Efficiency and Stock Performance of EU Banks : Is There a Relationship?

Liadaki, Aggeliki - 2010

The purpose of this paper is to examine whether the stock performance of EU listed banks is related to their efficiency. Our sample consists of 171 banks operating in 15 EU markets over the period 2002-2006. First, we use stochastic frontier analysis to estimate the cost and profit efficiency of...

Persistent link: https://www.econbiz.de/10013147796

Multiplex Interbank Networks and Systemic Importance – an Application to European Data

Aldasoro, Iñaki; Alves, Iván - 2021

Persistent link: https://www.econbiz.de/10013248836

Multiplex interbank networks and systemic importance : an application to European data

Aldasoro, Iñaki; Alves, Iván - 2015 - Last revised: 6 Aug 2015

Persistent link: https://www.econbiz.de/10011539902

Multiplex interbank networks and systemic importance : an application to European data

Aldasoro, Iñaki; Alves, Iván - 2015

Research on interbank networks and systemic importance is starting to recognise that the web of exposures linking banks balance sheets is more complex than the single-layer-of-exposure paradigm. We use data on exposures between large European banks broken down by both maturity and instrument...

Persistent link: https://www.econbiz.de/10010527050