Al-Maskati, Nawaf - In: Cogent economics & finance 10 (2022) 1, pp. 1-15
This study is the first to analyse the relative importance of a number of the most cited determinants of bank risk and … profitability using random forest’s relative value importance measure. The results show that a bank’s profitability is largely … determined by bank-specific factors, while a bank’s risk is predominantly impacted by country-level factors. The results also …