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Strategic Groups and Banks’ Performance

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Author Info
Grzegorz Halaj (National Bank of Poland, Warsaw, Poland)
Dawid Zochowski (European Central Bank, Frankfurt, Germany)

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Abstract

The theory of strategic groups predicts the existence of stable groups of companies that adopt similar business strategies. The theory also predicts that groups will differ in performance and in their reaction to external shocks. We use cluster analysis to identify strategic groups in the Polish banking sector. We find stable groups in the Polish banking sector constituted after the year 2000 following the major privatisation and ownership changes connected with transition to the mostly-privately-owned banking sector in the late 90s. Using panel regression methods we show that the allocation of banks to groups is statistically significant in explaining the profitability of banks. Thus, breaking down the banks into strategic groups and allowing for the different reaction of the groups to external shocks helps in a more accurate explanation of profits of the banking sector as a whole. Therefore, a more precise ex ante assessment of the loss absorption capabilities of banks is possible, which is crucial for an analysis of banking sector stability. However, we did not find evidence of the usefulness of strategic groups in explaining the quality of bank portfolios as measured by irregular loans over total loans, which is a more direct way to assess risks to financial stability.

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Publisher Info
Article provided by Institute of Public Finance in its journal Financial Theory and Practice.

Volume (Year): 33 (2009)
Issue (Month): 2 ()
Pages: 153-186
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Handle: RePEc:ipf:finteo:v:33:y:2009:i:2:p:153-186

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Related research
Keywords: strategic groups; financial stability; clustering; Ward algorithm; panel regression;

References listed on IDEAS
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  1. Tremblay, Victor J, 1985. "Strategic Groups and the Demand for Beer," Journal of Industrial Economics, Blackwell Publishing, vol. 34(2), pages 183-98, December. [Downloadable!] (restricted)
  2. Caves, Richard E & Porter, Michael E, 1978. "Market Structure, Oligopoly, and Stability of Market Shares," Journal of Industrial Economics, Blackwell Publishing, vol. 26(4), pages 289-313, June. [Downloadable!] (restricted)
  3. Kevin J. Stiroh, 2002. "Diversification in banking: is noninterest income the answer?," Staff Reports 154, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:
  4. Kashyap, Anil K. & Stein, Jeremy C., 1995. "The impact of monetary policy on bank balance sheets," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 42(1), pages 151-195, June. [Downloadable!] (restricted)
    Other versions:
  5. Robert DeYoung & Tara Rice, 2004. "Noninterest Income and Financial Performance at U.S. Commercial Banks," The Financial Review, Eastern Finance Association, vol. 39(1), pages 101-127, 02. [Downloadable!] (restricted)
  6. Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2003. "Fixed effects, random effects or Hausman-Taylor?: A pretest estimator," Economics Letters, Elsevier, vol. 79(3), pages 361-369, June. [Downloadable!] (restricted)
  7. Hart, Oliver D & Jaffee, Dwight M, 1974. "On the Application of Portfolio Theory to Depository Financial Intermediaries," Review of Economic Studies, Blackwell Publishing, vol. 41(1), pages 129-47, January. [Downloadable!] (restricted)
  8. Amel, Dean F & Rhoades, Stephen A, 1988. "Strategic Groups in Banking," The Review of Economics and Statistics, MIT Press, vol. 70(4), pages 685-89, November. [Downloadable!] (restricted)
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This page was last updated on 2009-11-26.


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