Bank earnings volatility in the UK: Does size matter? A comparison between commercial and investment banks

Konstantinos A. Moutsianas and Kyriaki Kosmidou

Research in International Business and Finance, 2016, vol. 38, issue C, 137-150

Abstract: During the global financial crisis, the issue of banks’ size and especially whether banks could be ‘too big to fail’ (TBTF) was raised. Our study focuses on the impact of size on bank earnings volatility in the UK, which is among the most open financial systems in the world. This study analyzes commercial and investment banks. For the model specification, we employ panel data to analyze the period from 2000 to 2012. Our analysis indicates a nonlinear relationship between the bank size and earnings volatility of commercial and investment banks.

Keywords: Earnings volatility; Too-big-to fail; Financial crisis; Panel data (search for similar items in EconPapers)
JEL-codes: G21 G32 L25 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:riibaf:v:38:y:2016:i:c:p:137-150

DOI: 10.1016/j.ribaf.2016.03.013

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