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Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability()

This paper explores the determinants of profitability across large euro area banks using an approach based on conditional profitability distributions. The most reliable determinants of bank profitability are real GDP growth and the nonperforming loan (NPL) ratio. The estimated conditional distributi...

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Detalles Bibliográficos
Autores principales: Elekdag, Selim, Malik, Sheheryar, Mitra, Srobona
Formato: Online Artículo Texto
Lenguaje:English
Publicado: International Monetary Fund. Published by Elsevier B.V. 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7467900/
https://www.ncbi.nlm.nih.gov/pubmed/32895600
http://dx.doi.org/10.1016/j.jbankfin.2020.105949