The influence of risk-taking on bank efficiency : evidence from Colombia
Borradores de Economía; No. 894
Date published
2015-07-09Date of last update
2015-07-09Document language
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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.
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
JEL Codes
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; GoodwillC11 - Bayesian Analysis: GeneralC23 - Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal ModelsC51 - Model Construction and EstimationD24 - Production; Cost; Capital, Total Factor, and Multifactor Productivity; CapacityG21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Keywords
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/6183https://hdl.handle.net/20.500.12134/6183
https://doi.org/10.32468/be.894
https://ideas.repec.org/p/bdr/borrec/894.html
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