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Portfolio mix and large-bank profitability in the USA

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  • Stephen Miller
  • Athanasios Noulas

Abstract

The 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.

Suggested Citation

  • Stephen Miller & Athanasios Noulas, 1997. "Portfolio mix and large-bank profitability in the USA," Applied Economics, Taylor & Francis Journals, vol. 29(4), pages 505-512.
  • Handle: RePEc:taf:applec:v:29:y:1997:i:4:p:505-512
    DOI: 10.1080/000368497326994
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    References listed on IDEAS

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    1. Stephen Miller & Athanasios Noulas, 1994. "Portfolio mix and net charge offs at large United States commercial banks," Applied Economics Letters, Taylor & Francis Journals, vol. 1(11), pages 183-186.
    2. Gilbert, R Alton, 1984. "Bank Market Structure and Competition: A Survey," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 16(4), pages 617-644, November.
    3. Kwast, Myron L. & Rose, John T., 1982. "Pricing, operating efficiency, and profitability among large commercial banks," Journal of Banking & Finance, Elsevier, vol. 6(2), pages 233-254, June.
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