Статья "The macroeconomic and institutional determinants o..."
Наименование статьи | The macroeconomic and institutional determinants of the profit efficiency frontier for Russian banks |
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Страницы | 91 |
Аннотация | This paper investigates how institutional and macroeconomic factors influence the profit efficiency frontier of Russian banks. We demonstrate that the macroeconomic environment is crucial for constructing the profit frontier. The cargo transportation index, exchange rate, and intermediation ratio have a positive relationship with this eficiency frontier while the share of loan loss provision in the loan portfolio is negatively associated with it. |
Ключевые слова | bank, profit efficiency frontier, macroeconomic factors, institutional factors, Russia |
Журнал | Прикладная эконометрика |
Номер выпуска | 1 |
Автор(ы) | Белоусова В., Карминский А., Козырь И. |