Portfolio mix and large-bank profitability in the USA

Stephen Miller and Athanasios Noulas

Applied Economics, 1997, vol. 29, issue 4, 505-512

Abstract: The US banking system has just emerged from a troublesome period with many institutions struggling for survival. We examine large commercial banks during the latter part of the 1980s to determine what factors affected bank profitability, using both cross-section and pooled time-series cross-section regressions. Our conclusions are that large banks experienced poor performance because of a declining quality of the loan portfolio. Real estate loans generally have a negative effect on large bank profitability, although not at high levels of significance; construction and land development loans, the exception, have a strong positive effect.

Date: 1997
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DOI: 10.1080/000368497326994

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