Narrow search
Showing 1 - 10 of 112,541
Cover Image
Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks
Behr, Andreas; Kamp, Andreas; Memmel, Christoph; … - 2007
specialization. We use data from the Bundesbank's quarterly borrowers statistic to determine the degree of diversification in the …
Persistent link: https://www.econbiz.de/10010295924
Cover Image
Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios
Kamp, Andreas; Pfingsten, Andreas; Porath, Daniel - 2005
this end we measure diversification for all German banks in the period from 1993 to 2002. As measures we use a broad set of … naive diversification across all industries or, alternatively, the economy's industry structure. With this framework our … in this context innovative group of distance measures. We find that different statistical measures of diversification may …
Persistent link: https://www.econbiz.de/10010295896
Cover Image
Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios
Kamp, Andreas; Pfingsten, Andreas; Porath, Daniel - Deutsche Bundesbank - 2005
this end we measure diversification for all German banks in the period from 1993 to 2002. As measures we use a broad set of … naive diversification across all industries or, alternatively, the economy's industry structure. With this framework our … in this context innovative group of distance measures. We find that different statistical measures of diversification may …
Persistent link: https://www.econbiz.de/10005082787
Cover Image
Banks' concentration versus diversification in the loan portfolio : new evidence from Germany
Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - 2013
Using a unique data set on German banks' sector specific loan exposures to the real economy and the corresponding write-offs and write-downs, we examine the impact of loan portfolio sector concentration on credit risk. By controlling for common risk factors, we separate the bank-specific...
Persistent link: https://www.econbiz.de/10010233376
Cover Image
Banks' Concentration Versus Diversification in the Loan Portfolio : New Evidence from Germany
Jahn, Nadya - 2016
Using a unique data set on German banks' sector specific loan exposures to the real economy and the corresponding write-offs and write-downs, we examine the impact of loan portfolio sector concentration on credit risk. By controlling for common risk factors, we separate the bank-specific...
Persistent link: https://www.econbiz.de/10012988758
Cover Image
Banks’ Specialization Versus Diversification in the Loan Portfolio New Evidence from Germany
Jahn, Nadya - 2016
Do banks with a specialized credit portfolio have superior selection and monitoring abilities? Controlling for the composition of the banks' loan portfolios, we show that specialized banks have lower loan loss rates. We also see that for more focused German banks in our sample period 2003–2011...
Persistent link: https://www.econbiz.de/10012992353
Cover Image
Banks' concentration versus diversification in the loan portfolio: New evidence from Germany
Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - 2013
Using a unique data set on German banks' sector specific loan exposures to the real economy and the corresponding write-offs and write-downs, we examine the impact of loan portfolio sector concentration on credit risk. By controlling for common risk factors, we separate the bank-specific...
Persistent link: https://www.econbiz.de/10010331372
Cover Image
Banks' concentration versus diversification in the loan portfolio: New evidence from Germany
Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - Deutsche Bundesbank - 2013
Using a unique data set on German banks' sector specific loan exposures to the real economy and the corresponding write-offs and write-downs, we examine the impact of loan portfolio sector concentration on credit risk. By controlling for common risk factors, we separate the bank-specific...
Persistent link: https://www.econbiz.de/10010957127
Cover Image
Implications of Loan Portfolio Concentration for Banks’ Credit Risk and Return : Evidence from Hong Kong
Ho, Kelvin - 2018
This study investigates the net effects of sectoral loan concentration on banks in Hong Kong. Research in this area remains inconclusive, due to the potential trade-off between concentration risks and specialisation gains. Our empirical results, based on a regulatory panel dataset of licensed...
Persistent link: https://www.econbiz.de/10012909612
Cover Image
Diversification and the Banks' Risk-Return-Characteristics : Evidence from Loan Portfolios of German Banks
Behr, Andreas - 2016
specialization. We use data from the Bundesbank's quarterly borrowers statistic to determine the degree of diversification in the …
Persistent link: https://www.econbiz.de/10012989297