Showing 1 - 10 of 6,334
Persistent link: https://www.econbiz.de/10011921944
Efficiency is considered a key factor when evaluating a bank's performance. Moreover, efficiency enhancement is an … explicit policy objective in the Single Market Directive of the European Commission. But efficiency improvements may come at … the expense of deteriorating bank profits and excessive risk-taking. Both the quantitative effects and dynamic reactions …
Persistent link: https://www.econbiz.de/10012989300
the inter-temporal relationships among bank efficiency, capital and bank risk-taking in the EU-26 commercial banking …The recent period of crisis in credit markets has highlighted the crucial role of bank risk taking. Our paper assesses …, our paper provides evidence that higher performance (enhanced efficiency) has been not related to higher managerial skills …
Persistent link: https://www.econbiz.de/10013136814
reasonably priced. Comparing a bank's risk efficiency with its competitors may provide additional insights to regulatory and … supervisory authorities together with bank management. The results indicate that profitability of banks is not necessarily … parallel with their risk-taking preferences. Banks with low risk efficiency should revise their business style for potential …
Persistent link: https://www.econbiz.de/10013084855
role of bank risk-taking on driving cost and profit inefficiency, but also to recognize heterogeneous effects of risk …, liquidity, capital and market risk, as well as bank-specific characteristics of size and affiliation. The model is estimated for … omission leads to over (under) estimate cost (profit) efficiency. Risk-taking is also found to have different effects on …
Persistent link: https://www.econbiz.de/10013049535
. This paper is the first to incorporate banks' overall risk, endogenously into bank's production process as undesirable by …-product for the estimation of banks' total factor efficiency (TFE) as well as TFE of each production factor. A unique data sample … of 171 Chinese commercial banks, which is the largest data sample concerning with Chinese banking efficiency issues until …
Persistent link: https://www.econbiz.de/10010436522
This paper shows evidence on the influence of risk-taking on bank efficiency in emerging markets and identifies … inefficiency parameters to a sample of Colombian banks. The model provides accurate cost and profit efficiency estimates. The … effects of risk-taking on efficiency vary with size and affiliation. Large and foreign banks benefit more from higher exposure …
Persistent link: https://www.econbiz.de/10012856150
bank profitability. The results show that cost efficiency, profit efficiency and liquidity risk are significantly related …The current paper contributes to the empirical literature in bank profitability by being the first piece of research … to bank profitability in China. Finally, the results show that higher competitive deposit market increases the Net …
Persistent link: https://www.econbiz.de/10012854454
risk-taking on bank efficiency and distinguishes the effects among banks with different characteristics. The model is … risk affect bank efficiency vary with size and affiliation. In particular, domestic and small Colombian banks benefit more … fitted to a 10-year sample of Colombian banks. Cost and profit efficiency are found to be over and underestimated …
Persistent link: https://www.econbiz.de/10013010639
conditional distribution of bank welfare performance rather than just the conditional mean effect of cost efficiency … banks) and cost efficiency using data covering the period 2009 to 2017 from the Ghanaian banking industry. The study adopts …. The results indicate a positive relationship between banks' welfare performance and cost efficiency, which suggests that …
Persistent link: https://www.econbiz.de/10012898472