Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios
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References listed on IDEAS
- Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008.
"Financial Intermediaries, Markets, and Growth,"
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- Jahn, Nadya & Memmel, Christoph & Pfingsten, Andreas, 2013. "Banks' concentration versus diversification in the loan portfolio: New evidence from Germany," Discussion Papers 53/2013, Deutsche Bundesbank.
- Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O., 2011.
"The effects of loan portfolio concentration on Brazilian banks' return and risk,"
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Elsevier, vol. 35(11), pages 3065-3076, November.
- Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2010. "The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk," Working Papers Series 215, Central Bank of Brazil, Research Department.
- Nadya Jahn & Christoph Memmel & Andreas Pfingsten, 2016. "Banks’ Specialization versus Diversification in the Loan Portfolio," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 17(1), pages 25-48, April.
More about this item
Keywordsbank lending; loan portfolio; portfolio theory; diversification; concentration measures; distance measures; focus;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-08-05 (All new papers)
- NEP-BAN-2006-08-05 (Banking)
- NEP-FIN-2006-08-05 (Finance)
- NEP-FMK-2006-08-05 (Financial Markets)
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