Эффективность российских банков с точки зрения минимизации издержек, с учетом факторов риска

Cost efficiency of Russian banks. Models with risk factors

Sergei Golovan, Alexandr Karminsky and Anatoly Peresetsky

MPRA Paper from University Library of Munich, Germany

Abstract: The paper analyses cost efficiency of Russian banks. Models of banks' production function are developed using stochastic production function approach. We consider several models, and the models of particular interest are models, which include asset quality and risk-preferences as factors. Analyzing the estimations, we reveal factors (bank's size, region, participation in deposit insurance system etc.) which influence efficiency.

Keywords: cost efficiency; risk factors; Russian banks (search for similar items in EconPapers)
JEL-codes: C50 G21 G29 (search for similar items in EconPapers)
Date: 2008
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Published in Экономика и математические методы 4.44(2008): pp. 28-38

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Journal Article: Эффективность российских банков с точки зрения минимизации издержек с учетом факторов риска (2008)
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