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

Ono, Shigeki

Economic journal of Hokkaido University, 2004, 33, 151-176

Permalink : https://hdl.handle.net/2115/5393

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アクセス権	open access
URI	https://hdl.handle.net/2115/5393
タイトル	The Impact of the Russian Financial Crisis on the Efficiency of Russian Banks
著者	著者名 Ono, Shigeki
言語	英語
キーワード	Financial Crisis, Russian Banking, Efficiency Measurement, Data Envelopment Analysis（DEA）
発行日	2004-07
出版者	Faculty of Economics, Hokkaido University
収録物名	Economic journal of Hokkaido University
巻(号)	33
ページ	151-176
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)
資源タイプ	紀要論文
出版タイプ	Version of Record
PISSN	0916-4650
NCID	AA10772967