The impact of non-bank lending on bank efficiency: data envelopment analysis of european banks
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Autor:innen
Autor:in (Körperschaft)
Publikationsdatum
2019
Typ der Arbeit
Studiengang
Typ
06 - Präsentation
Herausgeber:innen
Herausgeber:in (Körperschaft)
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Übergeordnetes Werk
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Lyon
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Zusammenfassung
This paper applies a data envelopment analysis (DEA) to study the effect of non-bank financial intermediation on bank efficiency in the eight EU jurisdictions individually monitored under the Financial Stability Board (FSB) Global Shadow Banking Monitoring Report in the period 2014-2016. The efficiency analysis is conducted by applying a profit-based input-oriented DEA variable returns-to-scale model in a two-stage procedure. In the first stage, the average DEA efficiency scores are calculated. We find evidence that the average aggregate technical efficiency increased on average from 2014 to 2016. In the second stage, the impact of environmental factors like the Financial Stability Board’s (FSB) narrow measure on non-bank financial intermediation as well as macroeconomic factors is analyzed by conducting a Tobit regression. The results provide evidence of a negative relationship between non-bank financial intermediation and average bank efficiency and a positive impact of GDP on average bank efficiency.
Schlagwörter
Fachgebiet (DDC)
Veranstaltung
8th International Conference on Economics and Finance Research (ICEFR)
Startdatum der Ausstellung
Enddatum der Ausstellung
Startdatum der Konferenz
18.06.2019
Enddatum der Konferenz
21.06.2019
Datum der letzten Prüfung
ISBN
ISSN
Sprache
Englisch
Während FHNW Zugehörigkeit erstellt
Ja
Zukunftsfelder FHNW
Publikationsstatus
Begutachtung
Peer-Review des Abstracts
Open Access-Status
Lizenz
Zitation
Kondova, G., & Bandyopadhyay, T. (2019). The impact of non-bank lending on bank efficiency: data envelopment analysis of european banks. 8th International Conference on Economics and Finance Research (ICEFR). https://irf.fhnw.ch/handle/11654/42502