Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/178691 
Year of Publication: 
2018
Citation: 
[Journal:] Economics: The Open-Access, Open-Assessment E-Journal [ISSN:] 1864-6042 [Volume:] 12 [Issue:] 2018-30 [Publisher:] Kiel Institute for the World Economy (IfW) [Place:] Kiel [Year:] 2018 [Pages:] 1-18
Publisher: 
Kiel Institute for the World Economy (IfW), Kiel
Abstract: 
This article analyzes the sources of bank efficiency in Colombia over the period 2000-2011. To perform this research, the authors propose a score of bank efficiency using the directional distance function, which was estimated using data envelopment analysis. Additionally, they use an ordered probit panel regression to explore the effects of some market-related and bank-specific factors on efficiency. The results show that the non-inclusion of non-performing loans (NPLs) leads to higher bank inefficiency indicators, which are significantly different from those obtained when NPLs are included. Further, they find that economic growth, capital risk, foreign and national banks, and account liquidity risk explain, in part, the efficiency of Colombian banks.
Subjects: 
data envelopment analysis
Colombia
directional distance function
non-per-forming loans
ordered probit panel models
JEL: 
D22
G21
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article

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