{"title":"Profit efficiency of banks in Colombia with undesirable output: a directional distance function approach","authors":"C. Almanza, Jhon James Mora Rodríguez","doi":"10.5018/economics-ejournal.ja.2018-30","DOIUrl":null,"url":null,"abstract":"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 noninclusion 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.","PeriodicalId":53338,"journal":{"name":"Economics-The Open Access Open-Assessment E-Journal","volume":null,"pages":null},"PeriodicalIF":0.8000,"publicationDate":"2018-05-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.5018/economics-ejournal.ja.2018-30","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Economics-The Open Access Open-Assessment E-Journal","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.5018/economics-ejournal.ja.2018-30","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}
引用次数: 1
Abstract
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 noninclusion 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.
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