衡量智利银行业的效率及其驱动因素
Adriana Cobas1, Alexandros Maziotis2,3, Andres Villegas4
1Department of Macrofinancial Modeling, Financial Policy Division, Central Bank of Chile, Santiago de Chile, Chile.
PloS one
|May 20, 2024
概括
智利银行使用先进的方法表现出高效率,所有权和规模提高了业绩. 合并和收购也提高了银行业的整体效率.
科学领域:
- 金融经济学 金融经济学
- 运营研究 运营研究
背景情况:
- 银行系统的效率对于经济稳定至关重要.
- 之前关于智利银行效率的研究存在局限性.
研究的目的:
- 估计智利银行系统 (2000-2019年) 的效率措施.
- 探索影响智利银行业效率的因素.
主要方法:
- 使用了输入距离函数和非参数松模型 (SBM).
- 采用中间输入方法来定义银行输入和输出.
主要成果:
- 智利银行系统表现出高效率水平,变化最小.
- 银行所有权 (政府,外国,公共) 和规模与效率有积极的相关性.
- 合并和收购似乎针对高效的银行,提高控制机构的效率.
结论:
- 智利银行业的效率强,受所有权和规模等结构因素的影响.
- 战略合并和收购可以在短期内提高效率.
- 深化衍生品市场可能会减少开支和资本持有量,进一步提高效率.
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