Breaking the Bank? : A Probabilistic Assessment of Euro Area Bank Profitability /

This paper explores the determinants of profitability across large euro area banks using a novel approach based on conditional profitability distributions. Real GDP growth and the NPL ratio are shown to be the most reliable determinants of bank profitability. However, the estimated conditional distr...

Mô tả đầy đủ

Chi tiết về thư mục
Tác giả chính: Elekdag, Selim
Tác giả khác: Malik, Sheheryar, Mitra, Srobona
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 2019.
Loạt:IMF Working Papers; Working Paper ; No. 2019/254
Truy cập trực tuyến:Full text available on IMF
Miêu tả
Tóm tắt:This paper explores the determinants of profitability across large euro area banks using a novel approach based on conditional profitability distributions. Real GDP growth and the NPL ratio are shown to be the most reliable determinants of bank profitability. However, the estimated conditional distributions reveal that, while higher growth would raise profits on average, a large swath of banks would most likely continue to struggle even amid a strong economic recovery. Therefore, for some banks, a determined reduction in NPLs combined with cost efficiency improvements and customized changes to their business models appears to be the most promising strategy for durably raising profitability.
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Mô tả vật lý:1 online resource (38 pages)
Định dạng:Mode of access: Internet
số ISSN:1018-5941
Truy cập:Electronic access restricted to authorized BRAC University faculty, staff and students