Autori:
Farné, Marco ,
Vouldis, Angelos T. Titolo:
Does a bank's business model affect its capital and profitability?Periodico:
Economic notesAnno:
2020 - Volume:
49 - Fascicolo:
2 - Pagina iniziale:
12161 - Pagina finale:
12161We use a data-driven classification of systemically important European banks into business models based on confidential granular supervisory data and investigate whether banks following different models differ with respect to their capitalisation and profitability. Our aim is to locate the banks' business model in a risk-return space. Using an instrumental variables approach, our econometric methodology addresses potential endogeneity issues. Overall, we find that wholesale funded and securities holding banks are positioned on a relatively high risk-return trade-off plane compared with commercial banks. On the other hand, traditional commercial banks earn lower returns with moderate risk
Premi sulle icone
a fianco dei nomi per visualizzare i libri scritti dall'autore
X
Opere monografiche dal catalogo BNCF
SICI: 0391-5026(2020)49:2<12161:DABBMA>2.0.ZU;2-9
Esportazione dati in Refworks (solo per utenti abilitati)
Record salvabile in Zotero
Biblioteche ACNP che possiedono il periodico