analysis revealed that both macroeconomic forces and industryrelated factors affect bank profitability. As far as the … bank profitability. The industry-related factors, rate of growth of the industry’s deposits and bank’s assets market share … the bank’s deposits market share have a negative effect on bank profitability. Originality/Value: This study reveals the …

offer a high "yield" in good times. We apply this idea to measurement of bank risk. Rather than trying to directly measure … profitability prior to the crisis predicts high systematic tail risk of equity market values during the crisis, and most strongly so …