The Impact of Risk Exposure and Environmental Conditions on European Banking Efficiency
Gargallo, Pilar (Universidad de Zaragoza) ; Moreno, Jordi ; Salvador, Manuel (Universidad de Zaragoza)
Resumen: This study investigates the determinants of bank cost efficiency in Europe by applying a dynamic Bayesian stochastic frontier approach. We distinguish between two conceptually and empirically separate components of efficiency: (1) an intrinsic component, driven by internal bank features such as size and risk exposure, and (2) an extrThis study investigates the determinantsnsic component, shaped by broader sectoral and macroeconomic conditions. The results confirm that cost efficiency is significantly influenced by intrinsic factors, as well as by environmental conditions. The relative influence of intrinsic and extrinsic factors varies across countries and over time, highlighting the importance of context-specific and adaptive policy and managerial responses.
Idioma: Inglés
DOI: 10.1111/eufm.70017
Año: 2025
Publicado en: European Financial Management (2025), [22 pp.]
ISSN: 1354-7798
Financiación: info:eu-repo/grantAgreement/ES/DGA/S41-23R
Tipo y forma: Article (Published version)
Área (Departamento): Área Métodos Cuant.Econ.Empres (Dpto. Economía Aplicada)
You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use. You may not use the material for commercial purposes. If you remix, transform, or build upon the material, you may not distribute the modified material.
Exportado de SIDERAL (2025-10-17-14:07:33)
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Idioma: Inglés
DOI: 10.1111/eufm.70017
Año: 2025
Publicado en: European Financial Management (2025), [22 pp.]
ISSN: 1354-7798
Financiación: info:eu-repo/grantAgreement/ES/DGA/S41-23R
Tipo y forma: Article (Published version)
Área (Departamento): Área Métodos Cuant.Econ.Empres (Dpto. Economía Aplicada)
You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use. You may not use the material for commercial purposes. If you remix, transform, or build upon the material, you may not distribute the modified material. Exportado de SIDERAL (2025-10-17-14:07:33)
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Record created 2025-10-17, last modified 2025-10-17