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The influence of risk-taking on bank efficiency : evidence from Colombia
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Borradores de Economía; No. 894
Date published
2015-07-09
Date
2015-07-09
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spa
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Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.
Abstract
We present a stochastic frontier model with random ineficiency parameters which is able to capture the influence of risk-taking on bank eficiency and that distingues those effects among banks with different characteristics. Cost and profit efficiency are
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JEL Codes
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
C11 - Bayesian Analysis: General
C23 - Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
C51 - Model Construction and Estimation
D24 - Production; Cost; Capital, Total Factor, and Multifactor Productivity; Capacity
G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
C11 - Bayesian Analysis: General
C23 - Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
C51 - Model Construction and Estimation
D24 - Production; Cost; Capital, Total Factor, and Multifactor Productivity; Capacity
G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
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Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.
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