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Bank performance and the financial crisis: evidence from Kazakhstan
During the first phase of the financial crisis in 2008/09, after Iceland and Belgium, Kazakhstan experienced the most significant bank failures as a share of bank system assets. Using rich monthly data for virtually the entire Kazakh banking industry for the period March 2007 - December 2010, Stocha...
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| Main Authors: | , , |
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| Format: | Default Article |
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2013
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| Online Access: | https://hdl.handle.net/2134/13939 |
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| _version_ | 1818173747509592064 |
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| author | Anthony Glass Karligash Glass Tom Weyman-Jones |
| author_facet | Anthony Glass Karligash Glass Tom Weyman-Jones |
| author_sort | Anthony Glass (1250598) |
| collection | Figshare |
| description | During the first phase of the financial crisis in 2008/09, after Iceland and Belgium, Kazakhstan experienced the most significant bank failures as a share of bank system assets. Using rich monthly data for virtually the entire Kazakh banking industry for the period March 2007 - December 2010, Stochastic Frontier Analysis (SFA) is used to fit several functions (cost, revenue, standard profit, alternative profit and input distance). Among other things, we estimate the effects of two measures of the quality and risk of the loan portfolio on the industry best practice frontiers and bank inefficiencies. We find that an increase in the volume of bad loans as a ratio of total lending has a desirable effect on the cost, input-distance and alternative profit frontiers, all of which is consistent with the ‘skimping’ hypothesis. |
| format | Default Article |
| id | rr-article-9493706 |
| institution | Loughborough University |
| publishDate | 2013 |
| record_format | Figshare |
| spelling | rr-article-94937062013-01-01T00:00:00Z Bank performance and the financial crisis: evidence from Kazakhstan Anthony Glass (1250598) Karligash Glass (1251084) Tom Weyman-Jones (1250730) Other economics not elsewhere classified Banking performance Bad loans Stochastic Frontier Analysis Economics not elsewhere classified During the first phase of the financial crisis in 2008/09, after Iceland and Belgium, Kazakhstan experienced the most significant bank failures as a share of bank system assets. Using rich monthly data for virtually the entire Kazakh banking industry for the period March 2007 - December 2010, Stochastic Frontier Analysis (SFA) is used to fit several functions (cost, revenue, standard profit, alternative profit and input distance). Among other things, we estimate the effects of two measures of the quality and risk of the loan portfolio on the industry best practice frontiers and bank inefficiencies. We find that an increase in the volume of bad loans as a ratio of total lending has a desirable effect on the cost, input-distance and alternative profit frontiers, all of which is consistent with the ‘skimping’ hypothesis. 2013-01-01T00:00:00Z Text Journal contribution 2134/13939 https://figshare.com/articles/journal_contribution/Bank_performance_and_the_financial_crisis_evidence_from_Kazakhstan/9493706 CC BY-NC-ND 4.0 |
| spellingShingle | Other economics not elsewhere classified Banking performance Bad loans Stochastic Frontier Analysis Economics not elsewhere classified Anthony Glass Karligash Glass Tom Weyman-Jones Bank performance and the financial crisis: evidence from Kazakhstan |
| title | Bank performance and the financial crisis: evidence from Kazakhstan |
| title_full | Bank performance and the financial crisis: evidence from Kazakhstan |
| title_fullStr | Bank performance and the financial crisis: evidence from Kazakhstan |
| title_full_unstemmed | Bank performance and the financial crisis: evidence from Kazakhstan |
| title_short | Bank performance and the financial crisis: evidence from Kazakhstan |
| title_sort | bank performance and the financial crisis: evidence from kazakhstan |
| topic | Other economics not elsewhere classified Banking performance Bad loans Stochastic Frontier Analysis Economics not elsewhere classified |
| url | https://hdl.handle.net/2134/13939 |