The negative correlation between nonperforming loans of large and small banks
Rodríguez Mendizábal, Hugo
Barcelona Graduate School of Economics

Imprint: Barcelona Graduate School of Economics 2018
Description: 10 p.
Abstract: This paper presents a new stylized fact about bank nonperforming loans. According to data for the US, the average of the ratio of noncurrent loans to total loans for large banks presents a very high negative correlation with the same ratio for small banks. This result remains valid for different measures of bank size as well as controlling for different bank characteristics such as charter class, specialization or geographical location.
Rights: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, la comunicació pública de l'obra i la creació d'obres derivades, fins i tot amb finalitats comercials, sempre i quan es reconegui l'autoria de l'obra original. Creative Commons
Language: Anglès
Series: Barcelona Graduate School of Economics. ADEMU working paper series
Series: ADEMU Working Paper Series ; 103
Document: Working paper
Subject: Bank size ; Nonperforming loans



Adreça original
10 p, 278.5 KB

The record appears in these collections:
Research literature > Working papers

 Record created 2020-09-30, last modified 2022-10-22



   Favorit i Compartir