The Correlation of Nonperforming Loans between Large and Small Banks

Hugo Rodríguez Mendizábal
Authors registered in the RePEc Author Service: Hugo Rodriguez Mendizabal

No 789, Working Papers from Barcelona School of Economics

Abstract: This short paper presents a new stylized fact about bank nonperforming loans. According to the 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.

Keywords: bank size; nonperforming loans (search for similar items in EconPapers)
JEL-codes: G21 (search for similar items in EconPapers)
Date: 2015-09
New Economics Papers: this item is included in nep-ban and nep-cfn
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Persistent link: https://EconPapers.repec.org/RePEc:bge:wpaper:789

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