文章基本信息

标题：Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators
本地全文：下载
作者：Cláudio Ruiz ; Benjamin Miranda Tabak ; Daniel Oliveira Cajueiro 等
期刊名称：Brazilian Review of Finance
印刷版ISSN：1984-5146
出版年度：2008
卷号：6
期号：3
页码：413-438
语种：Portuguese
出版社：Link to the Brazilian Society of Finance
摘要：The measure of bank efficiency has been object of many studies in the past years, in several parts of the world. The variables that are frequently used to measure bank efficiency are relative to the administration of institutions and are extracted from accounting data. Differently, this study focuses on Brazilian bank efficiency, using data from 1995 to 2005, applying a stochastic frontier methodology and including macro-prudential indicators. The results of the paper suggest that macro-prudential indicators contribute to the estimation of the cost frontier and to the measurement of bank efficiency.
其他摘要：The measure of bank efficiency has been object of many studies in the past years, in several parts of the world. The variables that are frequently used to measure bank efficiency are relative to the administration of institutions and are extracted from accounting data. Differently, this study focuses on Brazilian bank efficiency, using data from 1995 to 2005, applying a stochastic frontier methodology and including macro-prudential indicators. The results of the paper suggest that macro-prudential indicators contribute to the estimation of the cost frontier and to the measurement of bank efficiency.
关键词：macro-prudential indicators;bank efficiency;stochastic frontier.;indicadores macroprudenciais;eficiência bancária;fronteira estocástica.
其他关键词：Economics; Business;macro-prudential indicators; bank efficiency; stochastic frontier.;G21