Bank competition, risk, and asset allocations /

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,...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Boyd, John H. (Autor), De Nicoló, Gianni (Autor), Jalal, Abu M. (Autor)
Autor Corporativo: International Monetary Fund. Research Department
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, Research Dept., 2009.
Colección:IMF working paper ; WP/09/143.
Temas:
Banks and banking > Econometric models.
Competition > Econometric models.
Asset allocation.
Risk management.
Risk Management
Affectation de l'actif.
Gestion du risque.
risk management.
Asset allocation
Banks and banking > Econometric models
Competition > Econometric models
Risk management
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (35 pages)
Bibliografía:Includes bibliographical references (pages 25-28).
ISBN:1451917198
9781451917192
9781451872903
1451872909
ISSN:2227-8885 ;

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