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Nonparametric estimates of technical efficiency of Russian banks and crisis impact

Author

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  • Nazin, Vladimir

    (CEMI RAS; MDM Bank, Moscow, Russia)

Abstract

The topic of the research is the impact of the financial crisis on Russian banking system. The subject is nonparametric technical efficiency estimates obtained by Date Envelopment Analysis (DEA). Efficiency estimates are compared across different groups of banks: banks with foreign shareholders vs. domestic banks, and Moscow-based banks vs. regional banks. The statistical significance of the estimates is tested through a semi-parametric approach employing bootstrap. The results of the research shed light on the efficiency of Russian banks and their susceptibility to external shocks. Specifically, foreign-owned banks are shown to be generally more efficient than domestic ones, while the difference between Moscow-based and regional banks is indistinct. The research also shows further increased separation of the groups during crisis.

Suggested Citation

  • Nazin, Vladimir, 2010. "Nonparametric estimates of technical efficiency of Russian banks and crisis impact," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 20(4), pages 28-52.
    • Handle: RePEc:ris:apltrx:0096
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    References listed on IDEAS

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    Cited by:

    1. Kryklii, Olena & Pavlenko, Ludmila & Podvihin, Sergei, 2013. "Cost-effectiveness analysis of Ukrainian banks using the DEA method," MPRA Paper 60481, University Library of Munich, Germany.
    2. Mamonov, Mikhail, 2012. "The impact of market power of Russian banks on their credit risk tolerance: A panel study," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 28(4), pages 85-112.
    3. Adnan Kasman & Kamila Mekenbayeva, 2016. "Technical Efficiency and Total Factor Productivity in the Kazakh Banking Industry," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 66(4), pages 685-709, December.

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    More about this item

    Keywords

    banks; technical efficiency; DEA;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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