Advanced Search
MyIDEAS: Login to save this paper or follow this series

Sensibilité des banques aux chocs macroéconomiques : La diversification apporte-t-elle toujours des gains ? Cas des banques canadiennes

Contents:

Author Info

  • Mario Fortin

    ()
    (GREDI, Département d'économique, Université de Sherbrooke)

  • Didelle Dinamona

    ()
    (CREUSET, Université de St-Etienne)

Abstract

This article investigates the sensitivity of Canadian banks to macroeconomic shocks in terms of risk and profitability. We identify the impact of diversification strategy on Canadian banks which are not allowed to enlarge completely their activities. Using a sample of the six largest Canadian banks over the period 1996 to 2006 and panel data methodology, we find that they are sensitive to macroeconomics shocks. Furthermore, our findings suggest that despite the negative impact of non interest income on bank profitability, the six Canadian banks can exploit economies of scale and scope by increasing their size, enabling them to withstand macroeconomic shocks.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://gredi.recherche.usherbrooke.ca/wpapers/GREDI-0824.pdf
File Function: First version, 2008
Download Restriction: no

Bibliographic Info

Paper provided by Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke in its series Cahiers de recherche with number 08-24.

as in new window
Length: 33 pages
Date of creation: 2008
Date of revision:
Handle: RePEc:shr:wpaper:08-24

Contact details of provider:
Postal: Sherbrooke, Québec, J1K 2R1
Phone: (819) 821-7233
Fax: (819) 821-6930
Email:
Web page: http://www.gredi.org/home/documents-de-travail
More information through EDIRC

Related research

Keywords: Canadian banks; diversification; macroeconomic shocks; panel data;

Find related papers by JEL classification:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:shr:wpaper:08-24. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Luc Savard).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.