The influence of risk-taking on bank efficiency : evidence from Colombia

We present a stochastic frontier model with random ineficiency parameters which is able to capture the influence of risk-taking on bank eficiency and that distingues those effects among banks with different characteristics. Cost and profit efficiency are

Detalles Bibliográficos
Autores Principales: Sarmiento, Miguel, Galán-Camacho, Jorge E.
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2015