Portfolio mix and large-bank profitability in the USA
AbstractThe US banking system has just emerged from a troublesome period with many institutions struggling for survival. We examine large commercial banks during the latter part of the 1980s to determine what factors affected bank profitability, using both cross-section and pooled time-series cross-section regressions. Our conclusions are that large banks experienced poor performance because of a declining quality of the loan portfolio. Real estate loans generally have a negative effect on large bank profitability, although not at high levels of significance; construction and land development loans, the exception, have a strong positive effect.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Applied Economics.
Volume (Year): 29 (1997)
Issue (Month): 4 ()
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