The macroeconomic and institutional determinants of the profit efficiency frontier for Russian banks. Veronika Belousova

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Название: The macroeconomic and institutional determinants of the profit efficiency frontier for Russian banks

Автор: Veronika Belousova

Издательство: Синергия

Жанр: Банковское дело

Серия: Прикладная эконометрика. Научные статьи

isbn:

isbn: 2018

Аннотация:

This paper investigates how institutional and macroeconomic factors influence the profit efficiency frontier of Russian banks. We demonstrate that the macroeconomic environment is crucial for constructing the profit frontier. The cargo transportation index, exchange rate, and intermediation ratio have a positive relationship with this efficiency frontier while the share of loan loss provision in the loan portfolio is negatively associated with it. In addition, we find that such institutional determinants as a bank’s location, branch network diversity, and ownership type matter for constructing this frontier.