The influence of risk-taking on bank efficiency : evidence from Colombia

Borradores de Economia
Number: 
894
Published: 
Authors:
Jorge E. Galán
Classification JEL: 
C11, C23, C51, D24, G21, G32

The most recent

Jhorland Ayala-García, Jaime Bonet-Morón, Eduardo A. Haddad, Inácio F. Araújo
Clark Granger, Jhorland Ayala-García, Fabio Montenegro Aparicio
Hans-Erik Edsand, Andrés Aleán-Romero, Jhorland Ayala-García, Tania Jiménez Castilla, Sandra C. Valencia

We present a stochastic frontier model with random ineficiency parameters which is able to capture the influence of risk-taking on bank eficiency and that distingues those effects among banks with different characteristics. Cost and profit efficiency are