What drives bank performance?

Luca Guerrieri and James Collin Harkrader

Economics Letters, 2021, vol. 204, issue C

Abstract: Changes in macroeconomic conditions explain the preponderance of the fluctuations in loan charge-offs. Idiosyncratic factors account for a sizable share of the variation in bank revenues, which points to the importance of bank-specific business models as drivers of performance.

Keywords: Pre-provision net revenues; Charge-off rates; Macroeconomic factors; Banking factors; Principal components; Backcasting (search for similar items in EconPapers)
JEL-codes: E30 G21 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001610

DOI: 10.1016/j.econlet.2021.109884

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