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

Veronika Belousova (), Alexandr Karminsky () and Ilya Kozyr ()
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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
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