Rank-size distributions for banks: A cross-country analysis

Roy Cerqueti, Claudio Lupi, Filomena Pietrovito and Alberto Pozzolo
Additional contact information
Roy Cerqueti: Sapienza University of Rome - Department of Informatics and System Sciences - UNIROMA - Università degli Studi di Roma "La Sapienza" = Sapienza University [Rome]
Filomena Pietrovito: UNIMOL - Università degli Studi del Molise = University of Molise

Post-Print from HAL

Abstract: Rank–size analysis is a powerful methodological instrument for describing the main features of a unified system by moving from an available sample of its disaggregated elements. We here study the rank–size relationship of banks' total assets in a sample of 13 advanced economies. We show that a standard power-law function is unable to provide an adequate fit of the data, while a Discrete Generalized Beta Distribution provides a statistically satisfactory fit, being able to capture the behaviour of the distribution at low and high ranks. We then analyse the relationship between the parameters of the Discrete Generalized Beta Distribution estimated in each country and the main features of the country's banking industry. Our results point to a connection with the degree of development of the banking sector and with some regulatory and institutional characteristics, but no relationship with riskiness.

Keywords: Rank–size relationship; Bank assets; Discrete Generalized Beta Distribution; Bank regulation (search for similar items in EconPapers)
Date: 2022
References: Add references at CitEc
Citations:

Published in Physica A: Statistical Mechanics and its Applications, 2022, 585, pp.126336. ⟨10.1016/j.physa.2021.126336⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Rank–size distributions for banks: A cross-country analysis (2022)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03789180

DOI: 10.1016/j.physa.2021.126336

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().