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Citations for "Should banks be diversified? Evidence from individual bank loan portfolios"

by Iftekhar Hasan & Anthony Saunders & Viral V. Acharya

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  1. Viral V. Acharya & Jean Imbs & Jason Sturgess, 2006. "Finance and Efficiency: Do Bank Branching Regulations Matter?," Swiss Finance Institute Research Paper Series 06-36, Swiss Finance Institute.
  2. Haq, Mamiza & Faff, Robert & Seth, Rama & Mohanty, Sunil, 2014. "Disciplinary tools and bank risk exposure," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 37-64.
  3. Reint Gropp & Christian Gruendl & Andre Guettler, 2014. "The Impact of Public Guarantees on Bank Risk-Taking: Evidence from a Natural Experiment," Review of Finance, European Finance Association, vol. 18(2), pages 457-488.
  4. Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2012. "Financial integration, specialization and systemic risk," Working Paper Series 1425, European Central Bank.
  5. Berger, Allen N. & Hasan, Iftekhar & Zhou, Mingming, 2010. "The effects of focus versus diversification on bank performance: Evidence from Chinese banks," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1417-1435, July.
  6. Stefanelli, Valeria & Matteo, Cotugno, 2010. "An Empirical Analysis on Board Monitoring Role and Loan Portfolio Quality Measurement in Banks," MPRA Paper 29766, University Library of Munich, Germany.
  7. Carol Ann Northcott, 2004. "Competition in Banking: A Review of the Literature," Staff Working Papers 04-24, Bank of Canada.
  8. Barros, Carlos Pestana & Williams, Jonathan, 2013. "The random parameters stochastic frontier cost function and the effectiveness of public policy: Evidence from bank restructuring in Mexico," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 98-108.
  9. Goetz, Martin & Laeven, Luc & Levine, Ross, 2016. "Does the Geographic Expansion of Banks Reduce Risk?," CEPR Discussion Papers 11231, C.E.P.R. Discussion Papers.
  10. Claudia Curi & Ana Lozano-Vivas & Valentin Zelenyuk, 2015. "Foreign bank diversification and efficiency prior to and during the financial crisis: Does one business model fit all?," CEPA Working Papers Series WP042015, School of Economics, University of Queensland, Australia.
  11. Sonja Daltung & Vittoria Cerasi & Elena Carletti, 2004. "Multiple-bank lending: diversification and free-riding in monitoring," FMG Discussion Papers dp490, Financial Markets Group.
  12. Joao Andre Marques Pereira & Richard Saito, 2015. "Coordination of capital buffer and risk profile under supervision of Central Bank," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(1), pages 74-101.
  13. Maylis Avaro & Henri Sterdyniak, 2013. "Banking union:a solution to the euro zone crisis ?," Documents de Travail de l'OFCE 2013-20, Observatoire Francais des Conjonctures Economiques (OFCE).
  14. Goddard, John & McKillop, Donal & Wilson, John O.S., 2008. "The diversification and financial performance of US credit unions," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1836-1849, September.
  15. Céline Meslier-Crouzille & Donald P. Morgan & Katherine Samolyk & Amine Tarazi, 2015. "The Benefits of Geographic Diversification in Banking," Working Papers hal-01155170, HAL.
  16. Park, Yun W. & Bang, Doo Won, 2014. "Loss given default of residential mortgages in a low LTV regime: Role of foreclosure auction process and housing market cycles," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 192-210.
  17. Luc Laeven & Martin R. Goetz & Ross Levine, 2012. "The Valuation Effects of Geographic Diversification; Evidence From U.S. Banks," IMF Working Papers 12/50, International Monetary Fund.
  18. Lee, Chien-Chiang & Hsieh, Meng-Fen & Yang, Shih-Jui, 2014. "The relationship between revenue diversification and bank performance: Do financial structures and financial reforms matter?," Japan and the World Economy, Elsevier, vol. 29(C), pages 18-35.
  19. 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.
  20. Valentin Zelenyuk & Claudia Curi & Paolo Guarda & Ana Lozano-Vivas, 2011. "Is foreign-bank efficiency in financial centers driven by home-country characteristics?," CEPA Working Papers Series WP022011, School of Economics, University of Queensland, Australia.
  21. Saoussen Ben Gamra & Dominique Plihon, 2011. "Revenue diversification in emerging market banks: implications for financial performance," CEPN Working Papers hal-00598136, HAL.
  22. Saoussen Ben Gamra & Dominique Plihon, 2011. "Revenue diversification in emerging market banks: implications for financial performance," Working Papers hal-00598136, HAL.
  23. Westman, Hanna, 2011. "The impact of management and board ownership on profitability in banks with different strategies," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3300-3318.
  24. Rossi, Stefania P.S. & Schwaiger, Markus S. & Winkler, Gerhard, 2009. "How loan portfolio diversification affects risk, efficiency and capitalization: A managerial behavior model for Austrian banks," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2218-2226, December.
  25. Jaewon Choi & Matthew P. Richardson & Robert F. Whitelaw, 2014. "On the Fundamental Relation Between Equity Returns and Interest Rates," NBER Working Papers 20187, National Bureau of Economic Research, Inc.
  26. Mohamed Azzim Gulamhussen & Carlos Pinheiro & Alberto Franco Pozzolo, 2010. "Do multinational banks create or destroy economic value?," Mo.Fi.R. Working Papers 36, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  27. Drew Dahl & Andrew Logan, 2005. "The exposure of international bank loans to third-country risk: an empirical analysis of overdue claims," Bank of England working papers 247, Bank of England.
  28. John Goddard & Phil Molyneux & Jonathan Williams, 2013. "Dealing with Cross-Firm Heterogeneity in Bank Efficiency Estimates: Some evidence from Latin America," Working Papers 13011, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  29. Vallascas, Francesco & Hagendorff, Jens, 2011. "The impact of European bank mergers on bidder default risk," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 902-915, April.
  30. Thierry Tressel & Thierry Verdier, 2014. "Optimal Prudential Regulation of Banks and the Political Economy of Supervision," IMF Working Papers 14/90, International Monetary Fund.
  31. repec:ecu:wpaper:2011-03 is not listed on IDEAS
  32. Canan Yildirim & Georgios Efthyvoulou, 2016. "Bank Value and Geographic Diversification: Regional vs Global," Working Papers 2016001, The University of Sheffield, Department of Economics.
  33. António Miguel Martins & Ana Paula Serra & Francisco Vitorino Martins & Simon Stevenson, . "Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe," Real Estate & Planning Working Papers rep-wp2014-05, Henley Business School, Reading University.
  34. Giannetti, Mariassunta & Laeven, Luc, 2011. "The Flight Home Effect: Evidence from the Syndicated Loan Market During Financial Crises," CEPR Discussion Papers 8337, C.E.P.R. Discussion Papers.
  35. Dairo Estrada & Angela González Arbelaéz & Javier Gutiérrez Rueda, . "The Effects of Diversification on Banks’ Expected Returns," Borradores de Economia 524, Banco de la Republica de Colombia.
  36. Wagner, Wolf, 2008. "The homogenization of the financial system and financial crises," Journal of Financial Intermediation, Elsevier, vol. 17(3), pages 330-356, July.
  37. Mathias Sinning, 2007. "Wealth and Asset Holdings of Immigrants in Germany," Ruhr Economic Papers 0030, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  38. Fecht, Falko & Inderst, Roman & Pfeil, Sebastian, 2015. "A theory of the boundaries of banks with implications for financial integration and regulation," IMFS Working Paper Series 87, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  39. Blaise Gadanecz & Kostas Tsatsaronis & Yener Altunbas, 2008. "External support and bank behaviour in the international syndicated loan market," BIS Working Papers 265, Bank for International Settlements.
  40. Line Drapeau & Claudia Champagne, 2015. "Do Syndicated Loans Influence Systemic Risk? An Empirical Analysis of the Canadian Syndicated Loan Market," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 22-41, November.
  41. Alex Stomper, 2006. "A Theory of Banks' Industry Expertise, Market Power, and Credit Risk," Management Science, INFORMS, vol. 52(10), pages 1618-1633, October.
  42. Manuel Illueca & Lars Norden & Gregory F. Udell, 2009. "Liberalization, Corporate Governance, and Savings Banks," Mo.Fi.R. Working Papers 17, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  43. Aivazian, Varouj A. & Qiu, Jiaping & Rahaman, Mohammad M., 2015. "Bank loan contracting and corporate diversification: Does organizational structure matter to lenders?," Journal of Financial Intermediation, Elsevier, vol. 24(2), pages 252-282.
  44. Deep, Akash & Schaefer, Guido, 2004. "Are Banks Liquidity Transformers?," Working Paper Series rwp04-022, Harvard University, John F. Kennedy School of Government.
  45. Chen, Pei-Fen & Zeng, Jhih-Hong, 2014. "Asymmetric effects of households’ financial participation on banking diversification," Journal of Financial Stability, Elsevier, vol. 13(C), pages 18-29.
  46. Fang, Yiwei & Hasan, Iftekhar & Marton, Katherin, 2014. "Institutional development and bank stability: Evidence from transition countries," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 160-176.
  47. Aditya Narain & Pau Rabanal & Steen Byskov, 2003. "Prudential Issues in Less Diversified Economies," IMF Working Papers 03/198, International Monetary Fund.
  48. Mamatzakis, E & bermpei, t, 2014. "What drives investment bank performance? the role of risk, liquidity and fees prior to and during the crisis," MPRA Paper 60196, University Library of Munich, Germany.
  49. Andrea Schertler & Claudia Buch & Natalja Westernhagen, 2006. "Heterogeneity in lending and sectoral growth: evidence from German bank-level data," International Economics and Economic Policy, Springer, vol. 3(1), pages 43-72, April.
  50. Brent Ambrose & Michael Shafer & Yildiray Yildirim, 2015. "The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties," ERES eres2015_299, European Real Estate Society (ERES).
  51. Sinning, Mathias, 2007. "Wealth and Asset Holdings of Immigrants in Germany," IZA Discussion Papers 3089, Institute for the Study of Labor (IZA).
  52. Ali Osman GURBUZ & Serhat YANIK & Yusuf AYTURK, 2013. "Income Diversification and Bank Performance: Evidence From Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 7(1), pages 9-29.
  53. Martin Goetz & Luc Laeven & Ross Levine, 2014. "Does the Geographic Expansion of Bank Assets Reduce Risk?," NBER Working Papers 20758, National Bureau of Economic Research, Inc.
  54. Luis Mohamed Azzim Gulamhussen & Carlos Pinheiro & Alberto Franco Pozzolo, 2012. "Were multinational banks taking excessive risks before the recent financial crisis?," Working Papers CASMEF 1209, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  55. Evelyn Hayden & Daniel Porath & Natalja von Westernhagen, 2006. "Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios," Working Papers 110, Oesterreichische Nationalbank (Austrian Central Bank).
  56. Schaeck, K. & Silva Buston, C.F. & Wagner, W.B., 2013. "The Two Faces of Interbank Correlation," Discussion Paper 2013-077, Tilburg University, Center for Economic Research.
  57. Deng, Saiying (Esther) & Elyasiani, Elyas & Mao, Connie X., 2007. "Diversification and the cost of debt of bank holding companies," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2453-2473, August.
  58. Bertrand Rime, 2007. "Could Regional and Cantonal Banks Reduce Credit Risk through National Diversification?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(I), pages 49-65, March.
  59. Carling, Kenneth & Rönnegård, Lars & Roszbach, Kasper, 2004. "Is Firm Interdependence within Industries Important for Portfolio Credit Risk?," Working Paper Series 168, Sveriges Riksbank (Central Bank of Sweden).
  60. Baele, Lieven & De Jonghe, Olivier & Vander Vennet, Rudi, 2007. "Does the stock market value bank diversification?," Journal of Banking & Finance, Elsevier, vol. 31(7), pages 1999-2023, July.
  61. Felici Roberto & Pagnini Marcello, 2005. "Distance, bank heterogeneity and entry in local banking markets," Temi di discussione (Economic working papers) 557, Bank of Italy, Economic Research and International Relations Area.
  62. David E Allen & Robert Powell, 2012. "The fluctuating default risk of Australian banks," Australian Journal of Management, Australian School of Business, vol. 37(2), pages 297-325, August.
  63. Lin, Chih-Yung & Chen, Yan-Shing & Yen, Ju-Fang, 2014. "On the determinant of bank loan contracts: The roles of borrowers’ ownership and board structures," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 500-512.
  64. Régis Breton, 2006. "A Smoke Screen Theory of Financial Intermediation," Working Papers halshs-00009595, HAL.
  65. Mercieca, Steve & Schaeck, Klaus & Wolfe, Simon, 2007. "Small European banks: Benefits from diversification?," Journal of Banking & Finance, Elsevier, vol. 31(7), pages 1975-1998, July.
  66. Chen, Shi & Chang, Chuen-Ping, 2015. "Should bank loan portfolio be diversified under government capital injection and deposit insurance fund protection?," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 131-141.
  67. Apergis, Nicholas, 2014. "The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions," Journal of International Money and Finance, Elsevier, vol. 45(C), pages 61-73.
  68. repec:hhs:bofitp:2010_009 is not listed on IDEAS
  69. Paola Brighi & Valeria Venturelli, 2013. "How Income Diversification, Size and Capital Ratio Affect BHC’s Performance?," Department of Economics (DEMB) 0025, University of Modena and Reggio Emilia, Department of Economics "Marco Biagi".
  70. Fang, Yiwei & Hasan, Iftekhar & Marton, Katherin & Waisman, Maya, 2014. "Bank valuation in new EU member countries," Economic Systems, Elsevier, vol. 38(1), pages 55-72.
  71. Timothy King & Jonathan Williams, 2013. "Bank Efficiency and Executive Compensation," Working Papers 13009, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  72. 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.
  73. Ralph de Haas & Neeltje van Horen, 2010. "The crisis as a wake-up call. Do banks tighten screening and monitoring during a financial crisis?," DNB Working Papers 255, Netherlands Central Bank, Research Department.
  74. Paola Brighi & Valeria Venturelli, 2013. "The Effect Of Revenue And Geographic Diversification On Bank Performance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 13103, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  75. Berger, Allen N. & Hasan, Iftekhar & Korhonen, Iikka & Zhou, Mingming, 2010. "Does diversification increase or decrease bank risk and performance? : Evidence on diversification and the risk-return tradeoff in banking," BOFIT Discussion Papers 9/2010, Bank of Finland, Institute for Economies in Transition.
  76. Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2016. "Modeling Financial Networks: a feedback approach," Working Papers Series 438, Central Bank of Brazil, Research Department.
  77. Elsas, Ralf & Hackethal, Andreas & Holzhäuser, Markus, 2010. "The anatomy of bank diversification," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1274-1287, June.
  78. repec:zbw:rwirep:0030 is not listed on IDEAS
  79. Rao, Pingui & Yue, Heng & Zhu, Jigao, 2015. "An investigation of credit borrower concentration," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 208-221.
  80. Dewally, Michaël & Shao, Yingying, 2013. "Financial derivatives, opacity, and crash risk: Evidence from large US banks," Journal of Financial Stability, Elsevier, vol. 9(4), pages 565-577.
  81. Gulamhussen, M.A. & Pinheiro, Carlos & Pozzolo, Alberto Franco, 2014. "International diversification and risk of multinational banks: Evidence from the pre-crisis period," Journal of Financial Stability, Elsevier, vol. 13(C), pages 30-43.
  82. Nikolaos Papanikolaou, 2010. "Market Strucutre, Screening Activity and Bank Lending Behavior," LSF Research Working Paper Series 10-11, Luxembourg School of Finance, University of Luxembourg.
  83. Williams, Jonathan, 2012. "Efficiency and market power in Latin American banking," Journal of Financial Stability, Elsevier, vol. 8(4), pages 263-276.
  84. Altunbas, Yener & Marqués, David, 2008. "Mergers and acquisitions and bank performance in Europe: The role of strategic similarities," Journal of Economics and Business, Elsevier, vol. 60(3), pages 204-222.
  85. Juan José Durán Herrera & María José García López & Carmen Avilés Palacios & Oriol Amat, 2016. "Is there a difference in financing efficiency? Conventional banks versus ethical banks," Economics Working Papers 1512, Department of Economics and Business, Universitat Pompeu Fabra.
  86. Gürtler, Marc & Hibbeln, Martin & Vöhringer, Clemens, 2007. "Measuring concentration risk for regulatory purposes," Working Papers IF26V4, Technische Universität Braunschweig, Institute of Finance.
  87. Dermine, Jean, 2015. "Basel III leverage ratio requirement and the probability of bank runs," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 266-277.
  88. Brighi, Paola & Venturelli, Valeria, 2016. "How functional and geographic diversification affect bank profitability during the crisis," Finance Research Letters, Elsevier, vol. 16(C), pages 1-10.
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