Diversification And The Banks Risk Return Characteristics
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Diversification And The Banks Risk Return Characteristics
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Author : Andreas Behr
language : en
Publisher:
Release Date : 2016
Diversification And The Banks Risk Return Characteristics written by Andreas Behr and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
Banks face a tradeoff between diversifying and focusing their loan portfolio. In this paper we carry out an empirical study for the German market to shed light on the question whether or not the benefits of risk sharing outweigh those of specialization. We use data from the Bundesbank's quarterly borrowers statistic to determine the degree of diversification in the banks' loan portfolios and combine this data with the banks' balance sheets and audit reports. The unique database comprises data from all German banks during the period from 1993 to 2003. Our main results can be summarized in three statements: i) Specialized banks have a slightly higher return than diversified banks. ii) Specialized banks have lower relative loan loss provisions and lower shares of non-performing loans, iii) However, the standard deviations of the loan loss provision ratio and the non-performing loan ratio are lower for diversified banks.
Diversification And The Banks Risk Return Characteristics Evidence From Loan Portfolios Of German Banks
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Author : Andreas Kamp
language : en
Publisher:
Release Date : 2007
Diversification And The Banks Risk Return Characteristics Evidence From Loan Portfolios Of German Banks written by Andreas Kamp and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with categories.
Banks face a tradeoff between diversifying and focusing their loan portfolio. In this paper we carry out an empirical study for the German market to shed light on the question whether or not the benefits of risk sharing outweigh those of specialization. We use data from the Bundesbank's quarterly borrowers statistic to determine the degree of diversification in the banks' loan portfolios and combine this data with the banks' balance sheets and audit reports. The unique database comprises data from all German banks during the period from 1993 to 2003. Our main results can be summarized in three statements: i) Specialized banks have a slightly higher return than diversified banks. ii) Specialized banks have lower relative loan loss provisions and lower shares of non-performing loans. iii) However, the standard deviations of the loan loss provision ratio and the non-performing loan ratio are lower for diversified banks.
The Effects Of Focus And Diversification On Bank Risk And Return
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Author : Viral V. Acharya
language : en
Publisher:
Release Date : 2002
The Effects Of Focus And Diversification On Bank Risk And Return written by Viral V. Acharya and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Bank loans categories.
Australian Specific Bank Features And The Impact Of Income Diversification On Bank Performance And Risk
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Author : Piyadasa Edirisuriya
language : en
Publisher:
Release Date : 2014
Australian Specific Bank Features And The Impact Of Income Diversification On Bank Performance And Risk written by Piyadasa Edirisuriya and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
As an outcome of financial deregulation, commercial banks have significantly diversified from a domestic dependence on simple interest-bearing loans to a broader range of financial services across international markets. Such initiatives have transformed the structure of the Australian banking industry and are destined to receive scrutiny following the announcement of Australia's financial services inquiry. Against the view that attempts by firms to diversify can be expected to impact negatively on financial performance, we find no evidence to suggest that diversification has been detrimental to the performance of Australian banks. It appears, rather, that Australia's banks have improved their risk-return revenue streams as an outcome of diversification. We confirm our findings with both accounting and market measures of performance.
Diversification And The Banks Risk Return Characteristics Evidence From Loan Portfolios Of German Banks
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Author : Andreas Behr
language : en
Publisher:
Release Date : 2007
Diversification And The Banks Risk Return Characteristics Evidence From Loan Portfolios Of German Banks written by Andreas Behr and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with categories.
The Effects Of Focus And Diversification On Bank Risk And Return
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Author : Andrei Shleifer
language : en
Publisher:
Release Date : 1991
The Effects Of Focus And Diversification On Bank Risk And Return written by Andrei Shleifer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Finance categories.
The Risk And Return Benefits And Basle Accord Regulatory Implications Of Bank Functional Diversification
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Author : John Evans
language : en
Publisher:
Release Date : 2000
The Risk And Return Benefits And Basle Accord Regulatory Implications Of Bank Functional Diversification written by John Evans and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Asset-liability management categories.
Does Diversification Increase Or Decrease Bank Risk And Performance
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Author :
language : en
Publisher:
Release Date : 2010
Does Diversification Increase Or Decrease Bank Risk And Performance written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
Bank Size And Systemic Risk
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Author : Mr.Luc Laeven
language : en
Publisher: International Monetary Fund
Release Date : 2014-05-08
Bank Size And Systemic Risk written by Mr.Luc Laeven and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-08 with Business & Economics categories.
The proposed SDN documents the evolution of bank size and activities over the past 20 years. It discusses whether this evolution can be explained by economies of scale or “too big to fail” subsidies. The paper then presents evidence on the extent to which bank size and market-based activities contribute to systemic risk. The paper concludes with policy messages in the area of capital regulation and activity restrictions to reduce the systemic risk posed by large banks. The analysis of the paper complements earlier Fund work, including SDN 13/04 and the recent GFSR chapter on “too big to fail” subsidies, and its policy message is in line with this earlier work.
Does Diversification Improve The Performance Of German Banks
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Author : Evelyn Hayden
language : en
Publisher:
Release Date : 2006
Does Diversification Improve The Performance Of German Banks written by Evelyn Hayden and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Bank profits categories.