Bank efficiency and non-performing loans: Evidence from Malaysia and Singapore
作者： Mohd Zaini Abd Karim , Sok-Gee Chan , Sallahudin Hassan
DOI: 10.18267/J.PEP.367
关键词: Tobit model 、 Econometrics 、 Simultaneous equations 、 Average cost 、 Quality (business) 、 Non-performing loan 、 Financial economics 、 Cost efficiency 、 Economics 、 Loan 、 Cost of funds index
摘要: The objective of this paper is to investigate the relationship between non-performing loans and bank efficiency in Malaysia Singapore. To achieve objective, cost was estimated using stochastic frontier approach assuming normal-gamma distribution model proposed by Greene (1990). scores were then used second stage Tobit simultaneous equation regression determine effect on efficiency. results indicate that there no significant difference banks Singapore although exhibit a higher average score. clearly loan reduces Likewise, lower increases loans. result also support hypothesis bad management Berger DeYoung (1992) poor banking institutions quality loans, therefore, escalates level
vse.cz
uum.edu.my
core.ac.uk
sci-hub.st 参考文章(25)
Stephen H Hymer, The International Operations of National Firms: A Study of Direct Foreign Investment ,(1976)
Mohd Zaini Abd Karim, Comparative Bank Efficiency across Select ASEAN Countries Journal of Southeast Asian Economies. ,vol. 18, pp. 289- 304 ,(2001) , 10.1355/AE18-3D
George E. Battese, Greg S. Corra, ESTIMATION OF A PRODUCTION FRONTIER MODEL: WITH APPLICATION TO THE PASTORAL ZONE OF EASTERN AUSTRALIA Australian Journal of Agricultural and Resource Economics. ,vol. 21, pp. 169- 179 ,(1977) , 10.1111/J.1467-8489.1977.TB00204.X
Wim Meeusen, Julien van Den Broeck, Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error International Economic Review. ,vol. 18, pp. 435- 444 ,(1977) , 10.2307/2525757
William H. Greene, A Gamma-distributed stochastic frontier model Journal of Econometrics. ,vol. 46, pp. 141- 163 ,(1990) , 10.1016/0304-4076(90)90052-U
Ernst R. Berndt, Laurits R. Christensen, The translog function and the substitution of equipment, structures, and labor in U.S. manufacturing 1929-68 Journal of Econometrics. ,vol. 1, pp. 81- 113 ,(1973) , 10.1016/0304-4076(73)90007-9
Loretta J. Mester, A study of bank efficiency taking into account risk-preferences Journal of Banking and Finance. ,vol. 20, pp. 1025- 1045 ,(1996) , 10.1016/0378-4266(95)00047-X
Arunava Bhattacharyya, C.A.K. Lovell, Pankaj Sahay, The impact of liberalization on the productive efficiency of Indian commercial banks European Journal of Operational Research. ,vol. 98, pp. 332- 345 ,(1997) , 10.1016/S0377-2217(96)00351-7
Joseph P. Hughes, Loretta J. Mester, A quality and risk-adjusted cost function for banks: Evidence on the ?too-big-to-fail? doctrine Journal of Productivity Analysis. ,vol. 4, pp. 293- 315 ,(1993) , 10.1007/BF01073414
Dennis Aigner, C.A.Knox Lovell, Peter Schmidt, Formulation and estimation of stochastic frontier production function models Journal of Econometrics. ,vol. 6, pp. 21- 37 ,(1977) , 10.1016/0304-4076(77)90052-5