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Bank income structure and risk: An empirical analysis of European banks
Abstract : The purpose of this paper is to investigate the relationship between bank risk and product diversification in the changing structure of the European banking industry. Based on a broad set of European banks for the period 1996-2002, our study first shows that banks expanding into non-interest income activities present higher risk and higher insolvency risk than banks which mainly supply loans. However, considering size effects and splitting non-interest activities into both trading activities and commission and fee activities we show that the positive link with risk is mostly accurate for small banks and essentially driven by commission and fee activities. A higher share of trading activities is never associated with higher risk and for small banks it implies, in some cases, lower asset and default risks.
https://hal-unilim.archives-ouvertes.fr/hal-00844820
Contributeur : Thierno Barry Connectez-vous pour contacter le contributeur
Soumis le : mardi 16 juillet 2013 - 08:53:19
Dernière modification le : mercredi 20 octobre 2021 - 01:31:06
Contributeur : Thierno Barry Connectez-vous pour contacter le contributeur
Soumis le : mardi 16 juillet 2013 - 08:53:19
Dernière modification le : mercredi 20 octobre 2021 - 01:31:06
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