Size‐conditioned mandatory capital adequacy disclosure and bank intermediation

Zelenyuk, Natalya; Faff, Robert W.; Pathan, Shams

doi:10.1111/acfi.12536

Cited by 5 publications

(4 citation statements)

References 58 publications

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“…Recent applications of these methods in banking include Laeven and Levine (2009), Aiyar et al (2014), Duchin and Sosyura (2014), Nanda and Nicholas (2014), Schepens (2016), Anginer et al (2018), Buchak et al (2018), Neuhann and Saidi (2018), Zelenyuk et al (2019), Zelenyuk et al (2020), to mention a few.…”

Section: Other Econometric Approachesmentioning

confidence: 99%

“…Investigation of the effects of the policy enhancements with the research methods involves identification of the banks that were impacted by the policy (Zelenyuk et al (2019)), the counterfactual (not impacted), and identification of the impact-related parameters. The impact of an event could vary among banks because of a different assignment to the policy rules and the differential response of banks to the rules.…”

Section: Importance Of Causal Inference In Analysis Of Banking Performancementioning

confidence: 99%

“…Formally, let Y it be the outcome variable of interest, lending for bank i in period t, then the model can be specified, similarly to Zelenyuk et al (2019), as follows…”

Section: The Role Of Dd In Causal Inference On Bank Performancementioning

confidence: 99%

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Review of Modern Approaches for Assessing the Effectiveness of Banking

Леонов¹

2021

JAER

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In the current circumstances of digital transformation of the economy, the study of the efficiency of commercial banks is widely demanded and provides an opportunity for identifying the prerequisites for the formation of a sustainable financial system. Despite the large number of scientific publications in this field, there are no systematic studies that summarize the existing methodological framework for the study of the effectiveness of banking activities. The purpose of the article is to critically analyze the approaches to assessing the efficiency of banking activities and prospects for its improvement in the digital economy. The complexity of assessing the effectiveness of commercial banks consists in the multiplicity of forms of output and resources used for this process. In this study, the author puts forward a hypothesis that the implementation of modern approaches and methods to assess the effectiveness of banking activities can improve the accuracy of the assessment itself, and help identify factors that increase the effectiveness of such activities. The article is based on English-language scientific papers published in between 2016 and 2020 and indexed in the international scientometric database «Web of Science». The author applies the method of systematic bibliographic study of the set of publications, highlights the main discussion issues of the recent years, namely, research methodology, internal efficiency factors, country specifics of banking activities. The article reveals the content, certain issues, and the limits of the applicability of the nonparametric method of data envelopment analysis and the parametric method of stochastic frontier analysis in assessing the effectiveness of activities. Particular attention is paid to the generalization of research results in terms of identifying factors that have a significant impact on the effectiveness of commercial banks: ownership structure, returns to scale, regulation. The author highlights the increasing role of information technology as a key production factor, highlights the phenomenon of breaking the value chain in banking activities, the formation of new business models and the functioning of banking ecosystems. The scientific and practical significance of the article lies in the gain of knowledge, which might provide the basis for the development of measures to improve banking regulation, as well as serve as the framework for the identification of the most effective forms of banking intermediation.

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Section: Other Econometric Approachesmentioning

confidence: 99%

Section: Importance Of Causal Inference In Analysis Of Banking Performancementioning

confidence: 99%

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Review of Modern Approaches for Assessing the Effectiveness of Banking

Леонов¹

2021

JAER

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Section: Other Econometric Approachesmentioning

confidence: 99%

Bank performance analysis

Zelenyuk¹,

Zelenyuk²

2021

Handbook of Research Methods and Applications in Empirical Microeconomics

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The goal of this chapter is to overview the current state of the art analysis of banking performance. For this, we navigate through the literature that has been prospering during the recent decades. In particular, we start with a brief discussion of the ratio analysis for measuring bank performance, which is still very popular in practice.Then we consider such popular productivity and efficiency analysis methods as data envelopment analysis (DEA) and stochastic frontier analysis (SFA). Then, we provide a brief review of other econometric methods that became leading in the recent finance literature that involve techniques of casual inference, including difference-in-differences (DD) and regression discontinuity design (RDD).

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