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Jens Forssbaeck

Docent, Programchef - Masterprogram i finans

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The Conditional Effects of Market Power on Bank Risk--Cross-Country Evidence

Författare

  • Jens Forssbaeck
  • Choudhry Tanveer Shehzad

Summary, in English

We investigate the relationship between market power and risk for a large panel of banks worldwide. Loan and deposit market power are measured separately at bank-year level, and the risk effect of market power is conditioned on several factors predicted by theory. Both loan and deposit market power have a stable, monotonically negative effect on risk, irrespective of risk measure. The effect is larger for asset risk, and is independent of charter value and capital ratios. The effect on default risk tends to decrease in the quality of banking regulation, whereas the conditioning effects of deposit insurance protection are mixed.

Avdelning/ar

  • Företagsekonomiska institutionen

Publiceringsår

2015

Språk

Engelska

Sidor

1997-2038

Publikation/Tidskrift/Serie

Review of Finance

Volym

19

Issue

5

Dokumenttyp

Artikel i tidskrift

Förlag

Oxford University Press

Ämne

  • Business Administration

Aktiv

Published

ISBN/ISSN/Övrigt

  • ISSN: 1572-3097