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Concentration measures in emerging banking

Author

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  • Mohamed Bilel Triki
  • Samir Maktouf

Abstract

In this study, we investigate the sensitivity of different concentration measures, such as classical index concentration and spatial index concentration, to varying regimes for Zipf's exponent (∝) for the Pareto-type distribution of bank sizes. We establish relationships between each concentration measure and Zipf's exponent by introducing the Riemann zeta function and calculating the elasticity for each index. We prove that the spatial concentration index is the most robust for varying regimes. Therefore, the choice of an appropriate concentration index must be carefully considered before drawing inferences about the relationship between concentration and banking fragility.

Suggested Citation

  • Mohamed Bilel Triki & Samir Maktouf, 2019. "Concentration measures in emerging banking," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 7(1), pages 54-67.
    • Handle: RePEc:ids:ijfmkd:v:7:y:2019:i:1:p:54-67
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