Estimation of banking technology under credit uncertainty

Credit risk is crucial to understanding banks’ production technology and should be explicitly accounted for when modeling the latter. The banking literature has largely accounted for risk usingex-post realizations of banks’ uncertain outputs and the variables intended to capture risk. This is equiva...

Full description

Autores:
Malikov, Emir
Restrepo-Tobón, Diego
Kumbhakar, Subal C.
Tipo de recurso:
Fecha de publicación:
2014
Institución:
Universidad EAFIT
Repositorio:
Repositorio EAFIT
Idioma:
eng
OAI Identifier:
oai:repository.eafit.edu.co:10784/7619
Acceso en línea:
http://hdl.handle.net/10784/7619
Palabra clave:
Ex-ante cost function
Production uncertainty
Productivity
Returns to scale
Risk
Rights
License
restrictedAccess