Inside the black box: what explains differences in the efficiencies of financial institutions?

Article Abstract:

The efficiency concepts of cost, standard profit, and alternative profit efficiencies are applied as an effective measurement of efficiency in some 6000 US financial institutions from the period of 1990 to 1995. The empirical approach is an improvement over previous attempts at measuring efficiency which had no uniformity with regards to the sources of variations in measured efficiency. Results reveal that differences in variables such as measurement method and functional form have no significant effects on industry average efficiency or ranking capital in the firms surveyed.

author: Berger, Allen N.
Economics, Research and Development in the Social Sciences and Humanities, Research, Management, Profit, Profits, Econometrics

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Do consumers pay for one-stop banking? Evidence from an alternative revenue function

Article Abstract:

An investigation of revenue economies of scope, or revenue increases from complementarities in consumption, for one-stop banking revealed that these were insignificant from 1978-1990 for both small and large banks and for those which are or are not revenue-efficient. Cost reductions due to complementarities in production, or cost economies of scope, between bank deposits and loans have been found to be small. These results suggest that banks wield market power in the pricing of their output and that consumers value the joint consumption of banking outputs.

author: Berger, Allen N., Humphrey, David B., Pulley, Lawrence B.
Debt Management-Bank Loans, Economic aspects, Finance, Bank deposits, Bank loans, Loan servicing

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Assessing the FDIC's premium and examination policies using 'Soviet' put options

Article Abstract:

The Federal Deposits Insurance Corp.'s net liability under present policies is determined by developing a way to price a similar contingent claim, a kind of extendable put option. The put option is termed 'Soviet' because of its obligatory nature. Assuming the FDIC collects contingent fees every six months, the calculations of its total and net liability are demonstrated for a sample of 77 large banks.

author: Humphrey, David B., Pulley, Lawrence B., Epps, T.W.
Options (Finance), United States. Federal Deposit Insurance Corp.

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subjects list: Models, Banking industry, Banks (Finance)
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