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An Industrial Organization Analysis for the Colombian Banking System

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Author Info
Sandra Rozo ()
Diego Vásquez ()
Dairo Estrada ()

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Abstract

This paper presents two versions of a spatial competition model for the banking sector. The first version, describes a framework that follows closely Salop’s spatial competition model. This version is modified in the second part by introducing the loan market and default risk probabilities for credit. Both theoretical approaches are analyzed empirically for the Colombian data, covering the period 1996-2005. Our results allow us to construct a deviation of the observed number of branches from an optimal number of branches for the banking system throughout the period of study. The deviation indicates that in the last years the number of branches is below the optimum which suggest that political measures should focus in increasing the number of branches in the country. Additionally, we found empirical evidence of market separability between the loan and deposit markets, and finally, we were able to determine the signs of the relations between credit collateral, payment probability and interest rates.

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Paper provided by Banco de la Republica de Colombia in its series Borradores de Economia with number 528.

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Handle: RePEc:bdr:borrec:528

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Related research
Keywords: Banking; Location; Competition; Colombia. Classification JEL: D4; G21; L13; R12.;

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References listed on IDEAS
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  1. Economides, Nicholas, 1989. "Desirability of Compatibility in the Absence of Network Externalities," American Economic Review, American Economic Association, vol. 79(5), pages 1165-81, December. [Downloadable!] (restricted)
  2. Berg, Sigbjorn Atle & Kim, Moshe, 1994. "Oligopolistic Interdependence and the Structure of Production in Banking: An Empirical Evaluation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(2), pages 309-22, May. [Downloadable!] (restricted)
  3. Biorn,E., 1999. "Estimating regression systems from unbalanced panel data : a stepwise maximum likelihood procedure," Memorandum 20/1999, Oslo University, Department of Economics. [Downloadable!]
  4. Neven, Damien & Roller, Lars-Hendrik, 1999. "An aggregate structural model of competition in the European banking industry," International Journal of Industrial Organization, Elsevier, vol. 17(7), pages 1059-1074, October. [Downloadable!] (restricted)
  5. Dairo Estrada, . "Efectos de las fusiones sobre el mercado financiero colombiano," Borradores de Economia 329, Banco de la Republica de Colombia. [Downloadable!]
  6. Shaffer, Sherrill, 1989. "Competition in the U.S. banking industry," Economics Letters, Elsevier, vol. 29(4), pages 321-323. [Downloadable!] (restricted)
  7. Shaffer, Sherrill, 1993. "A Test of Competition in Canadian Banking," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(1), pages 49-61, February. [Downloadable!] (restricted)
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  8. Pita Barros, Pedro, 1999. "Multimarket competition in banking, with an example from the Portuguese market," International Journal of Industrial Organization, Elsevier, vol. 17(3), pages 335-352, April. [Downloadable!] (restricted)
  9. Eduardo Levy Yeyati & Alejandro Micco, 2003. "Concentration and Foreign Penetration in Latin American Banking Sectors: Impact on Competition and Risk," RES Working Papers 4353, Inter-American Development Bank, Research Department. [Downloadable!]
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  10. Richard Schmalensee, 1989. "Good Regulatory Regimes," RAND Journal of Economics, The RAND Corporation, vol. 20(3), pages 417-436, Autumn. [Downloadable!] (restricted)
  11. Uchida, Hirofumi & Tsutsui, Yoshiro, 2005. "Has competition in the Japanese banking sector improved?," Journal of Banking & Finance, Elsevier, vol. 29(2), pages 419-439, February. [Downloadable!] (restricted)
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