Efficiency and risk in Japanese banking

By Yener Altunbaş, Ming-Hua Liu, Phil Molyneux, R. Seth. 2000

523 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/738b9db16a7bfbac0b72b9649efff12ff755c8e8

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Citations in the corpus

The impact of non-traditional activities on the estimation of bank efficiency: International evidence (2010, background): “…specification8, Equation (1) in the case of Model A2 becomes9: 6 As suggested in Mester (1996), and consistent with Berger and Mester (1997), Altunbas et al. (2000), Rime and Stiroh (2003), Lozano-Vivas et al. (2007) among others, we use the level of equity rather than the equity to assets…”
Operating Performance of Banks among Asian Economies: An International and Time Series Comparison (2003, background): “Altunbas et al. (2000) study the efficiency and risk in Japanese banking. Okuda (2000) estimates the cost function of Philippine domestic banks for the pre-Asian crisis period. Leightner (1999) uses linear programming techniques to evaluate the performance of Thailand s finance and securities compan”
Are Private Banks More Efficient than Public Banks? Evidence from Russia (2008, unknown): “The input prices are the price of physical capital, measured by the ratio of other operating expenses to fixed assets, and the price of labor, measured by the ratio of personnel expenses to total assets,11 as data on the number of employees is not available (Altunbas et al. 2000, Weill, 2003).”
Determinants of bank efficiency: evidence from a semi‐parametric methodology (2009, result): “However, the results of the existing literature are better described as mixed, with studies like Altunbas et al. (2000) suggesting that efficiency is not very sensitive to credit risk, and others like Hughes and Mester (1993) reporting an opposite result[9].”
Cost X-Efficiency in China's Banking Sector (2007, methodology): “21 For example, the volume of non-performing loans (NPLs- Clark and Siems, 2002); provisions for loan losses (Drake and Hall, 2002); the ratio of non-performing loans to total loans (Altunbas et al. 2000); or risk-weighted assets (DeYoung and Nolle, 1996). deposits, and long-term savings deposits.”
The Impact of Macroeconomic and Regulatory Factors on Bank Efficiency: A Non-Parametric Analysis of Hong Kong's Banking System (2006, background): “Altunbas et al (2000) and Drake and Hall (2003) also find that the failure to adequately account for risk can have a significant impact on relative efficiency scores.”
Monitoring bank performance in the presence of risk (2014, unknown): “In consonance with Berger and DeYoung (1997), Altunbas et al. (2000) and Van Hoose (2010), this variable is considered endogenous, and can be modelled as a function of management effort.”
First Financial Restructuring and operating efficiency: Evidence from Taiwanese commercial banks. (2010, background): “Overall, the effects of these regulatory efforts have been mixed (e.g., Kumbhakar and Sarkar, 2003; Altunbas et al., 2000; Yildirim and Philippatos, 2007).”
Scale economies and input price elasticities in microfinance institutions (2013, unknown): “6 Altunbas et al. (2000) also argue that when the overall economic conditions are not included in the model, the time trend will capture the time dimension and other dynamics.”