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Vol. 33 >

The Impact of the Russian Financial Crisis on the Efficiency of Russian Banks

EJHU_v33_p151-176.pdf210.21 kBPDF見る/開く

タイトル: The Impact of the Russian Financial Crisis on the Efficiency of Russian Banks
著者: Ono, Shigeki 著作を一覧する
キーワード: Financial Crisis, Russian Banking, Efficiency Measurement, Data Envelopment Analysis(DEA)
発行日: 2004年 7月
出版者: Faculty of Economics, Hokkaido University
誌名: Economic journal of Hokkaido University
巻: 33
開始ページ: 151
終了ページ: 176
抄録: This article looks into the efficiency of large Russian banks. In this analysis we employ data envelopment analysis. The characteristics of this approach enable us to investigate the efficiency without specifying assumptions on the form of the production function and to easily implement the analysis using multiple outputs. We measure technical and scale efficiency scores, and analyze reasons of inefficiency for each bank. Furthermore, we classify banks into six categories and discuss the characteristics of each category. Finally, using regression analysis, we discuss the correlation of technical efficiency scores with the ratio of income and expense items to the total income, and analyze the influence of the Russian financial crisis on the efficiency of banks. (JEL C14, G21, P29)
資料タイプ: bulletin
出現コレクション:Vol. 33


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