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Book Cover
E-book
Author Boyd, John H., author.

Title Bank competition, risk, and asset allocations / prepared by john H. Boyd, Gianni De Nicolò and Abu M. Jalal
Published [Washington, D.C.] : International Monetary Fund, Research Dept., 2009

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Description 1 online resource (35 pages)
Series IMF working paper, 2227-8885 ; WP/09/143
IMF working paper ; WP/09/143.
Contents 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
Summary 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
Bibliography Includes bibliographical references (pages 25-28)
Notes Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL
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digitized 2011 HathiTrust Digital Library committed to preserve pda MiAaHDL
Subject Banks and banking -- Econometric models
Competition -- Econometric models
Asset allocation.
Risk management.
Risk Management
risk management.
Asset allocation
Banks and banking -- Econometric models
Competition -- Econometric models
Risk management
Form Electronic book
Author De Nicoló, Gianni, author.
Jalal, Abu M., author.
International Monetary Fund. Research Department.
ISBN 1451917198
9781451917192
9781451872903
1451872909