Efficiency factors in OECD banks: A ten-year analysis

作者:

Highlights:

• This paper assesses performance of 128 OECD banks from 2004 to 2013.

• An analytical approach that emulates the CAMELS rating system is used.

• Results reveal that contextual variables have a prominent impact on efficiency levels.

摘要

•This paper assesses performance of 128 OECD banks from 2004 to 2013.•An analytical approach that emulates the CAMELS rating system is used.•Results reveal that contextual variables have a prominent impact on efficiency levels.

论文关键词:Banks,OECD,Factor extraction,TOPSIS,Censored quantile regression

论文评审过程:Received 25 January 2016, Revised 13 June 2016, Accepted 14 July 2016, Available online 20 July 2016, Version of Record 3 August 2016.

论文官网地址:https://doi.org/10.1016/j.eswa.2016.07.020