Assessing the Adverse Effects of Interbank Funds on Bank Efficiency Through Using Semiparametric and Nonparametric Methods

October 19, 2017

 

This chapter investigates the relationship between interbank funds and efficiencies for the commercial banks operating in Turkey between 2001 and 2006. Data Envelopment Analysis (DEA) is executed to find the efficiency scores of the banks for each year, and fixed effects panel data regression is carried out, with the efficiency scores being the response variable. It is observed that interbank funds (ratio) has negative effects on bank efficiency, while bank capitalization and loan ratio have positive, and profitability has insignificant effects. This chapter serves as novel evidence that interbank funds can have adverse effects in an emerging market.

Aysan, A. F., Ertek, G., Öztürk, S. (2011) “Assessing the Adverse Effects of Interbank Funds on Bank Efficiency Through Using Semiparametric and Nonparametric Methods” in , Financial Services: Efficiency and Risk Management (Studies in Financial Optimization and Risk Management). Eds: Meryem Duygun Fethi, Chrysovalantis Gaganis, Fotios Pasiouras, Constantin Zopounidis. Nova Science Pub Inc.

Note: This is the final draft version of this paper. Please cite this paper (or this final draft) as above.

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ASSESSING THE ADVERSE EFFECTS OF INTERBANK FUNDS ON BANK EFFICIENCY THROUGH USING SEMIPARAMETRIC AND NONPARAMETRIC METHODS

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