The diversification benefits associated with banks off-balance-sheet activities (OBS), and particularly non … activities and study the evolution of the endo-geneity of banks decision to expand their market-oriented business lines … coincides with an increased impact of endogeneity on banks returns, and which also leads to an increased return on assets (ROA …

motivation of this paper is to study how bank product mix impacts diversification and performance. Thanks to our data and … test, our main findings suggest that most components of non-interest income actually provide non-negligible diversification … benefits with respect to traditional banks’ business lines. In normal times, diversification even works for the components most …

diversification benefits. However, adding a risk premium to earlier accounting returns models by resorting to an ARCH-M procedure, an …

volatility, market-oriented activities do not necessarily yield straightforward diversification benefits to Canadian banks. …

.g., Stiroh and Rumble 2006) suggest that increasing OBS activities do not necessarily yield straightforward diversification …

diversification benefits. However, the share of noninterest income is positively related to the return on assets (ROA) and the return …

causal effect of geographic diversification on systemic risk. Using the gravity-deregulation approach developed in Goetz …, Laeven, and Levine (2013, 2016), we find that bank geographic diversification leads to higher systemic risk measured by the … geographic diversification affects systemic risk via its impact on asset similarity. The impact of geographic diversification on …

diversification is associated with improvement or detriment in its production efficiency. We apply the Data Envelopment Analysis (DEA … diversification and the effect is primarily driven by BHCs that did not experience diversification through Section 20 subsidiaries …. Second, the degree of change in diversification over time is not associated with total factor productivity change but it is …