Диссертация (1137684), страница 34

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Вспомогательные расчеты для альтернативных оценок конкуренции и рыночной властиП1.1 Оценка эмпирического уравнения операционных издержекроссийских банков: подход стохастической границы эффективностиДля оценки предельных издержек российских банков по кредитам иSFA-индексов эффективности издержек было специфицировано уравнение:3ln OCit   0    j  ln Y j ,it j 13   m  ln Pm,it m 131 3 3  kl  ln Yk ,it  ln Yl ,it 2 k 1 j 11 3 3  rq  ln Pr ,it  ln Pq,it 2 r 1 q 13   su  ln Ys ,it  ln Pu ,it s 1 u 133  j  ln Y j ,it  TREND   m  ln Pp ,it  TREND j 1m 1 1  TREND   2  TREND 2 184(П1.1)2 EQit EQit  1  ln  2   lnTAitTAit 33EQitEQit   m  ln Pm,it  lnTAit m1TAitj 1EQit   TREND  ln vit  uitTAit   j  ln Y j ,it  lnгде для банка i в момент времени t:OCit — операционные издержки (в годовом выражении);Yj,it — j-ый выпуск (j = 1…N, N = 3): совокупные кредиты (без учетакредитов государству и межбанковских кредитов), сумма вкладовнаселения и нефинансовых предприятий, комиссионные доходы(прокси-переменная для масштаба забалансовых операций банка);Pm,it — цена m-ого входящего ресурса (m = 1…N, N = 3): привлеченных средств, расходов на персонал и прочих расходов, не связанныхс персоналом и привлеченными средствами (как прокси-переменнаядля физического капитала банка);EQit— отношение собственного капитала к совокупным активам;TAitTREND — временной тренд.

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