Nonparametric estimates of technical efficiency of Russian banks and crisis impact

Vladimir Nazin ()
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Vladimir Nazin: CEMI RAS; MDM Bank, Moscow, Russia

Applied Econometrics, 2010, vol. 20, issue 4, 28-52

Abstract: The topic of the research is the impact of the financial crisis on Russian banking system. The subject is nonparametric technical efficiency estimates obtained by Date Envelopment Analysis (DEA). Efficiency estimates are compared across different groups of banks: banks with foreign shareholders vs. domestic banks, and Moscow-based banks vs. regional banks. The statistical significance of the estimates is tested through a semi-parametric approach employing bootstrap. The results of the research shed light on the efficiency of Russian banks and their susceptibility to external shocks. Specifically, foreign-owned banks are shown to be generally more efficient than domestic ones, while the difference between Moscow-based and regional banks is indistinct. The research also shows further increased separation of the groups during crisis.

Keywords: banks; technical efficiency; DEA (search for similar items in EconPapers)
JEL-codes: C14 D24 G21 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (3)

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