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Are Competitive Banking Systems More Stable?

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Author Info
KLAUS SCHAECK
MARTIN CIHAK
SIMON WOLFE

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Abstract

Using the Panzar and Rosse H-statistic as a measure of competition in 45 countries, we find that more competitive banking systems are less prone to experience a systemic crisis and exhibit increased time to crisis. This result holds even when we control for banking system concentration, which is associated with higher probability of a crisis and shorter time to crisis. Our results indicate that competition and concentration capture different characteristics of banking systems, meaning that concentration is an inappropriate proxy for competition. The findings suggest that policies promoting competition among banks, if well executed, have the potential to improve systemic stability. Copyright (c) 2009 The Ohio State University.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1538-4616.2009.00228.x
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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 41 (2009)
Issue (Month): 4 (06)
Pages: 711-734
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Handle: RePEc:mcb:jmoncb:v:41:y:2009:i:4:p:711-734

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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  1. Jacob Bikker & Sherrill Shaffer & Laura Spierdijk, 2009. "Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium," DNB Working Papers 225, Netherlands Central Bank, Research Department. [Downloadable!]
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This page was last updated on 2009-12-8.


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