IDEAS home Printed from https://ideas.repec.org/a/brf/journl/v6y2008i3p413-438.html
   My bibliography  Save this article

Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators

Author

Listed:
  • Cláudio Ruiz

    (Banco Central do Brasil)

  • Benjamin Miranda Tabak

    (Universidade Católica de Brasília e Banco Central do Brasil)

  • Daniel Oliveira Cajueiro

    (Universidade de Brasília)

Abstract

The measure of bank efficiency has been object of many studies in the past years, in several parts of the world. The variables that are frequently used to measure bank efficiency are relative to the administration of institutions and are extracted from accounting data. Differently, this study focuses on Brazilian bank efficiency, using data from 1995 to 2005, applying a stochastic frontier methodology and including macro-prudential indicators. The results of the paper suggest that macro-prudential indicators contribute to the estimation of the cost frontier and to the measurement of bank efficiency.

Suggested Citation

  • Cláudio Ruiz & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro, 2008. "Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators," Brazilian Review of Finance, Brazilian Society of Finance, vol. 6(3), pages 413-438.
    • Handle: RePEc:brf:journl:v:6:y:2008:i:3:p:413-438
    as

    Download full text from publisher

    File URL: http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/download/1346/690
    Download Restriction: no
    File URL: http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/1346
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    macro-prudential indicators; bank efficiency; stochastic frontier.;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:brf:journl:v:6:y:2008:i:3:p:413-438. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Marcio Laurini (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.