Bank competition, risk, and asset allocations [[electronic resource] /] / prepared by john H. Boyd, Gianni De Nicolò and Abu M. Jalal
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| Autore: |
Boyd John H
|
| Titolo: |
Bank competition, risk, and asset allocations [[electronic resource] /] / prepared by john H. Boyd, Gianni De Nicolò and Abu M. Jalal
|
| Pubblicazione: | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
| Descrizione fisica: | 1 online resource (37 p.) |
| Soggetto topico: | Banks and banking - Econometric models |
| Competition - Econometric models | |
| Asset allocation | |
| Risk management | |
| Soggetto genere / forma: | Electronic books. |
| Altri autori: |
De NicolóGianni
JalalAbu M
|
| Note generali: | "July 2009." |
| Nota di contenuto: | Table of Contents; I. Introduction; II. The Model; Entrepreneurs; Depositors; Banks; Equilibrium; III. Evidence; A. Measurement of competition; B. Measurement of risk; C. Samples; D. Results for the U.S. Sample; E. Results for the International Sample; IV. Alternative Risk Measures; A. Loan Loss Measures of Risk; B. Actual Failures (or near failures) as the Dependent Variable; V. Conclusion; References; Tables; 1. U.S. Sample; 2. U.S. Sample Regressions; 3. International Sample; 4. International Sample Regressions; 5. U.S. Sample Loan Loss Measures; 6. International Sample Loan Loss Measures |
| 7. International Sample: Proxy Measures of (near) Failure | |
| Sommario/riassunto: | We study a banking model in which banks invest in a riskless asset and compete in both deposit and risky loan markets. The model predicts that as competition increases, both loans and assets increase; however, the effect on the loans-to-assets ratio is ambiguous. Similarly, as competition increases, the probability of bank failure can either increase or decrease. We explore these predictions empirically using a cross-sectional sample of 2,500 U.S. banks in 2003, and a panel data set of about 2600 banks in 134 non-industrialized countries for the period 1993-2004. With both samples, we find tha |
| Titolo autorizzato: | Bank competition, risk, and asset allocations |
| ISBN: | 1-4623-7595-2 |
| 1-4527-9648-3 | |
| 1-282-84357-5 | |
| 1-4518-7290-9 | |
| 9786612843570 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910464008303321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
IMF working paper ; ; WP/09/143.