The influence of risk-taking on bank efficiency : evidence from Colombia

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dc.coverage.sucursalBogotáspa
dc.creatorSarmiento, Miguel
dc.creatorGalán-Camacho, Jorge E.
dc.date.accessioned2015-07-09T08:30:10Zeng
dc.date.available2015-07-09T08:30:10Zspa
dc.date.created2015-07-09spa
dc.date.issued2015-07-09eng
dc.description.abstractWe 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 areeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6183spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6183spa
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.894spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 894spa
dc.relation.numberBorrador 894spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/894.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas 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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:894spa
dc.subject.jelG32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwilleng
dc.subject.jelC11 - Bayesian Analysis: Generaleng
dc.subject.jelC23 - Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Modelseng
dc.subject.jelC51 - Model Construction and Estimationeng
dc.subject.jelD24 - Production; Cost; Capital, Total Factor, and Multifactor Productivity; Capacityeng
dc.subject.jelG21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgageseng
dc.subject.jelspaG21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecasspa
dc.subject.jelspaG32 - Política de financiación; riesgo financiero y gestión de riesgos; Estructura del capital y de la propiedad; Valor de empresa; fondo de comerciospa
dc.subject.jelspaC51 - Construcción de modelos y estimaciónspa
dc.subject.jelspaC23 - Modelos uniecuacionales; variables simples: Modelos con datos de panel; Modelos espacio-temporalesspa
dc.subject.jelspaC11 - Análisis bayesiano: generalidadesspa
dc.subject.jelspaD24 - Producción; Coste; Productividad del capital; Productividad total de los factores; (PTF) Productividad factorial; Capacidadspa
dc.subject.keywordBank efficiencyeng
dc.subject.keywordBayesian inferenceeng
dc.subject.keywordHeterogeneityeng
dc.subject.keywordRandom parameterseng
dc.subject.keywordRisk-takingeng
dc.subject.keywordstochastic frontier modelseng
dc.subject.lembRiesgo bancario -- Colombiaspa
dc.subject.lembEficiencia bancaria -- Costos -- Colombiaspa
dc.subject.lembLiquidez bancaria -- Colombiaspa
dc.subject.lembInferencia bayesianaspa
dc.subject.lembModelos estocásticosspa
dc.titleThe influence of risk-taking on bank efficiency : evidence from Colombiaeng
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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