Borradores de Economia
Number:
894
Published:
Jorge E. Galán Classification JEL:
C11, C23, C51, D24, G21, G32
The most recent
Rocío Clara Alexandra Mora-Quiñones, Antonio José Orozco-Gallo, Dora Alicia Mora-Pérez
Constanza Martínez-Ventura, Ligia Alba Melo-Becerra
Leonardo Fabio Morales, Leonardo Bonilla-Mejía, Didier Hermida-Giraldo, Francisco Javier Lasso-Valderrama, José Pulido
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