Abstract
This paper presents aggregated cost efficiency scores for a balanced panel of British and Irish credit institutions and relates these scores to loan loss reserves as a first step in investigating their usefulness as possible indicators of financial fragility. The efficiency scores are obtained using the two most popular methods of efficiency measurement - data envelopment analysis (DEA) and the stochastic frontiers approach.
| Original language | English |
|---|---|
| Pages (from-to) | 45-66 |
| Number of pages | 22 |
| Journal | Economic and Social Review |
| Volume | 36 |
| Issue number | 1 |
| Publication status | Published - Mar 2005 |
| Externally published | Yes |