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Hokkaido University Collection of Scholarly and Academic Papers >
Graduate School of Economics and Business / Faculty of Economics and Business >
Economic Journal of Hokkaido University >
Vol. 33 >
The Impact of the Russian Financial Crisis on the Efficiency of Russian Banks
| Title: | The Impact of the Russian Financial Crisis on the Efficiency of Russian Banks |
| Authors: | Ono, Shigeki Browse this author |
| Keywords: | Financial Crisis, Russian Banking, Efficiency Measurement, Data Envelopment Analysis（DEA） |
| Issue Date: | Jul-2004 |
| Publisher: | Faculty of Economics, Hokkaido University |
| Journal Title: | Economic journal of Hokkaido University |
| Volume: | 33 |
| Start Page: | 151 |
| End Page: | 176 |
| Abstract: | 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) |
| Type: | bulletin (article) |
| URI: | http://hdl.handle.net/2115/5393 |
| Appears in Collections: | Economic Journal of Hokkaido University > Vol. 33
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