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Comparing Efficiency in European Banking: a Meta Frontier Approach

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Author Info
J.W.B. Bos
H. Schmiedel

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Abstract

A persistent paradox in stochastic frontier efficiency research is that we cannot compare the X-efficiency of firms without assuming these firms to operate under a common frontier. In this paper, we address this imbalance by constructing so-called metafrontiers. Specifically, we build on recent advances by Battese et al. (2002) in enveloping regional frontiers. First, we estimate country-specific and common cost and profit frontiers. Second, we apply a type of envelope that provides a good fit for a meta-frontier. Using a data set of more than 5000 large commercial banks from all major European banking markets over the period 1993-2000, the application of meta-frontiers enables us to assess the existence of a single European banking market. Empirical evidence supports the view that traditional efficiency techniques based on pooled frontier efficiency scores tend to underestimate cost and profit efficiency levels resulting in biased cross-country comparisons.

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Paper provided by Netherlands Central Bank, Directorate Supervision in its series Research Series Supervision (discontinued) with number 57.

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Date of creation: May 2003
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Handle: RePEc:dnb:ressup:57

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Related research
Keywords: x-efficiency; stochastic frontiers; banking; meta-frontiers;

Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
L11 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Production, Pricing, and Market Structure; Size Distribution of Firms
L22 - Industrial Organization - - Firm Objectives, Organization, and Behavior - - - Firm Organization and Market Structure
L23 - Industrial Organization - - Firm Objectives, Organization, and Behavior - - - Organization of Production

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  1. Jacob Bikker & Jaap Bos, 2004. "Trends in Competition and Profitability in the Banking Industry: A Basic Framework," DNB Working Papers 018, Netherlands Central Bank, Research Department. [Downloadable!]
    Other versions:
  2. J.W.B. Bos & C.J.M. Kool, 2004. "Bank Efficiency the Role of Bank Strategy and Local Market Conditions," DNB Working Papers 002, Netherlands Central Bank, Research Department. [Downloadable!]
    Other versions:
  3. Julien Reynaud & Rofikoh Rokhim, 2005. "Do banking crises enhance efficiency ? A case study of 1994 Turkish and 1997 Indonesian crises," Cahiers de la Maison des Sciences Economiques bla05007, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
    Other versions:
  4. Bos, Jaap W. B. & Heid, Frank & Koetter, Michael & Kolari, James W. & Kool, Clemens J. M., 2005. "Inefficient or just different? Effects of heterogeneity on bank efficiency scores," Discussion Paper Series 2: Banking and Financial Studies 2005,15, Deutsche Bundesbank, Research Centre. [Downloadable!]
  5. Luiz Chabalgoity & Emerson Marinho & Mauricio Benegas & Paulo de M. Jorge Neto, 2005. "The Impact Of De-Regulamentation On The Brazilian Banking Industry: A Production Metafrontier Approach," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 093, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
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