ISBN 13 : 978-1-119-96752-1

Contents : Contributors: Philip Molyneux, Jonathan Williams, Joseph P. Hughes, Loretta J. Mester, Robert DeYoung, Jaap W.B. Bos, James W. Kolari, Claudia Curi, Ana Lozano-Vivas, Franco Fiordelisi, Francesco Saverio Stentella Lopes, Olivier Brandouy, Kristiaan Kerstens, Ignace Van de Woestyne, Necmi K. Avkiran, Hirofumi Fukuyama, William L. Weber, Michael Koetter, Aljar Meesters, Anastasia Koutsomanoli-Filippaki, Emmanuel Mamatzakis, Fotios Pasiouras, Michael Doumpos, Constantin Zopounidis

Preface
1 Bank efficiency in Latin America
1.1 Introduction
1.2 Privatization and foreign banks in Latin America
1.3 Methodology
1.4 Model specification and data
1.5 Estimated parameters and cost efficiency
1.6 Conclusion
References

2 A primer on market discipline and governance of financial institutions for those in a state of shocked disbelief
2.1 Introduction
2.2 Assessing the performance of financial institutions
2.3 Market discipline, public regulation, and the federal safety net
2.4 Sources of market discipline
2.5 Conclusions
Appendix 2.A: Measuring performance based on the highest potential market value of assets
References

3 Modeling economies of scale in banking: Simple versus complex models

3.1 Introduction
3.2 The increasing size of banks
3.3 What has allowed banks to grow larger?
3.4 Why do banks choose to be large?
3.5 Econometric modeling of bank scale economies
3.6 Weaknesses in econometric modeling of bank scale economies
3.7 Other evidence on bank scale economies
3.8 Conclusions
References

4 Optimal size in banking: The role of off-balance sheet operations
4.1 Literature review
4.2 Off-balance sheet activities of European banks
4.3 Methodology
4.4 Data
4.5 Results
4.6 Conclusion
References

5 Productivity of foreign banks: Evidence from a financial center
5.1 Introduction
5.2 Literature overview
5.3 Methodology
5.4 Data and sources

5.5 Empirical results
5.6 Conclusions
Acknowledgments
References

6 The impact of merger and acquisition on efficiency and market power
6.1 Introduction
6.2 Literature review
6.3 Empirical design
6.4 Results
6.5 Conclusions
References

7 Backtesting superfund portfolio strategies based on frontier-based mutual fund ratings
7.1 Introduction
7.2 Frontier-based mutual funds rating models
7.3 Backtesting setup, data description, and frontier-based portfolio models
7.4 Empirical analysis
7.5 Conclusions
Acknowledgments
References

8 Bank efficiency measurement and network DEA: A discussion of key issues and illustration of recent developments in the field

8.1 Introduction
8.2 Global financial crisis and the importance of DEA in bank performance analysis
8.3 The wider contribution of DEA to bank efficiency analysis and potential improvements
8.4 Principal advantages and disadvantages of DEA
8.5 DEA versus stochastic frontier analysis
8.6 Drilling deeper with network DEA in search of inefficiencies
8.7 Moving forward with DEA
8.8 Conclusions
Appendix 8.A: Jackknifing
References

9 A dynamic network DEA model with an application to Japanese Shinkin banks
9.1 Introduction
9.2 Literature review of productivity analysis in credit banks in Japan
9.3 Dynamic network production
9.4 Cooperative Shinkin banks: An empirical illustration
9.5 Estimates
9.6 Summary and conclusions
References

10 Effects of specification choices on efficiency in DEA and SFA
10.1 Introduction
10.2 Bank benchmarking background
10.3 Methodologies
10.4 Data
10.5 Results
10.6 Conclusion
References

11 Efficiency and performance evaluation of European cooperative banks
11.1 Introduction
11.2 Methodology
11.3 Empirical results
11.4 Conclusions
References

12 A quantile regression approach to bank efficiency measurement
12.1 Introduction
12.2 Methodology and data
12.3 Empirical results
12.4 Conclusions
Appendix 12.A: Information on variables
References
Index

Language : English

Series : STATISTICS IN PRACTICE

Place of publishing : TORONTO

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque