Economics at your fingertips  

The macroeconomic and institutional determinants of the profit efficiency frontier for Russian banks

Veronika Belousova (), Alexandr Karminsky () and Ilya Kozyr ()
Additional contact information
Veronika Belousova: National Research University Higher School of Economics, Moscow
Ilya Kozyr: Fraud Investigations and Dispute Services, EY Russia, Moscow

Applied Econometrics, 2018, vol. 49, 91-114

Abstract: This paper investigates how institutional and macroeconomic factors influence the profit efficiency frontier of Russian banks. We demonstrate that the macroeconomic environment is crucial for constructing the profit frontier. The cargo transportation index, exchange rate, and intermediation ratio have a positive relationship with this efficiency frontier while the share of loan loss provision in the loan portfolio is negatively associated with it. In addition, we find that such institutional determinants as a bank’s location, branch network diversity, and ownership type matter for constructing this frontier.

Keywords: bank; profit efficiency frontier; macroeconomic factors; institutional factors; Russia (search for similar items in EconPapers)
JEL-codes: G21 L16 L25 P34 (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link) Full text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this article

Applied Econometrics is currently edited by Anatoly Peresetsky

More articles in Applied Econometrics from Publishing House "SINERGIA PRESS"
Bibliographic data for series maintained by Anatoly Peresetsky ().

Page updated 2019-09-23
Handle: RePEc:ris:apltrx:0339