2010
DOI: 10.1007/978-3-642-02821-2
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The Industrial Organization of Banking

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Cited by 46 publications
(10 citation statements)
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References 378 publications
(408 reference statements)
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“…One question that has not yet been addressed is related to portfolio independence. From a literature survey Van Hoose () concludes that the key requirement for the portfolio separation result Sealey () to hold is that a balance sheet item is tradeable at the same per‐unit interest cost either as an asset or a liability. Under this requirement a bank's asset and liability decisions are mutually independent.…”
Section: Conceptual Frameworkmentioning
confidence: 99%
“…One question that has not yet been addressed is related to portfolio independence. From a literature survey Van Hoose () concludes that the key requirement for the portfolio separation result Sealey () to hold is that a balance sheet item is tradeable at the same per‐unit interest cost either as an asset or a liability. Under this requirement a bank's asset and liability decisions are mutually independent.…”
Section: Conceptual Frameworkmentioning
confidence: 99%
“…In this sense, monitoring costs are especially relevant when they are related to NPL's management. In consonance with Berger and DeYoung (1997), Altunbas et al (2000) and Van Hoose (2010), these variables are considered endogenous, and consequently they can be modelled as a function of management effort.…”
Section: Theoretical Underpinningsmentioning
confidence: 99%
“…Altunbas et al (2000) express loan portfolio quality through the ratio of non-performing loans (NPL) to total loans, which may be considered an endogenous measure of risk. According to Berger and DeYoung (1997) and Van Hoose (2010) this variable captures the quality of monitoring over loan portfolios. There also exists a stream of literature that introduces risk in non-parametric bank efficiency analysis (Park and Weber 2006;Fukuyama and Weber 2010;Barros et al 2012).…”
Section: Introductionmentioning
confidence: 99%
“…There remains, however, a need to unify these approaches by using risk factors as an integrating part of performance analyses. This implies that risk has endogenous components (Van Hoose 2010). Therefore, it is necessary to develop monitoring tools to thoroughly examine the relations between risk and performance.…”
Section: Introductionmentioning
confidence: 99%