Efficience et prise de risque dans les banques en France
[fre] Cet article présente des estimations des inefficiences-X et des inefficiences d'échelle dans les banques et caisses d'épargne en France durant la période 1988-1992. Utilisant la méthode d'estimation « à distribution libre », on montre que l'efficience-X moyenne est de l'ordre de 70 à 80 %. Les résultats montrent aussi l'existence d'économies d'échelle dans l'industrie bancaire française. Ces résultats sont en conformité avec l'hypothèse de surcapacité dans l'industrie bancaire en France. Enfin, une relation positive est démontrée entre inefficiences-X et prise de risque. [eng] The paper presents estimates of X-Efficiencies and Scale-Efficiencies in the French banking industry for the 1988-1992 period. By using the « distribution free » method of efficiency estimation, we show that average X-efficiencies are in the range of 70 % to 80 %. These results show also the existence of scale economies in French banking industry. These results are also in conformity with the hypothesis that some excess capacity could exist in French banking industry. Finally, a positive relationship between cost-inefficiency and risk-taking is verified.
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Volume (Year): 47 (1996)
Issue (Month): 3 ()
Pages: 745-754
| Handle: | RePEc:prs:reveco:reco_0035-2764_1996_num_47_3_409812 |
| Note: | DOI:10.3406/reco.1996.409812 |
| Contact details of provider: | Web page: http://www.persee.fr/collection/reco
|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Berger, Allen N. & Humphrey, David B., 1991.
"The dominance of inefficiencies over scale and product mix economies in banking,"
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- Berger, Allen N. & Hancock, Diana & Humphrey, David B., 1993. "Bank efficiency derived from the profit function," Journal of Banking & Finance, Elsevier, vol. 17(2-3), pages 317-347, April.
- Michel Dietsch, 1993. "Economies of scale and scope in French commercial banking industry," Journal of Productivity Analysis, Springer, vol. 4(1), pages 35-50, June. Full references (including those not matched with items on IDEAS)