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
Tabla de Contenidos:
  • 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.

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