Risk Based Efficiency of Asian Banks -A Stochastic Approach of Cross Country Studies
Using stochastic cost frontier approach, this dissertation investigate the efficiency of 11 Asian region in the period of 1999-2013 in order to provide the general review of the efficiency in Asian banks. To estimate the stochastic cost frontier, a one-stage model has been adopted to estimate bank-...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2014
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| Online Access: | https://eprints.nottingham.ac.uk/27563/ |
| Summary: | Using stochastic cost frontier approach, this dissertation investigate the efficiency of 11 Asian region in the period of 1999-2013 in order to provide the general review of the efficiency in Asian banks.
To estimate the stochastic cost frontier, a one-stage model has been adopted to estimate bank-specific variable, macro-economic variables and risk control variables in the cost frontier.
The empirical result of the cost frontier summarized as below:1) the mean efficiency score of Asian banks is 0.83 ; 2)the most efficient banks is Japanese banks ;3) macroeconomic factors influence the cost efficiency of Asian banks
Key Works: Asian Bank efficiency; Stochastic Frontier Analysis |
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