Abstract

https://ssrn.com/abstract=2081959
 


 



Banks’ Earnings: An Empirical Evidence of the Influence of Economic and Financial Markets Factors


Stéphane Albert


Université Paris I Panthéon-Sorbonne - Institut d'Administration des Entreprises de Paris (IAE Paris)

Hervé Alexandre


Université Paris Dauphine - DRM-CEREG

June 11, 2012


Abstract:     
Since the 1990s’, a relatively ample research has been undertaken regarding the measurement of the volatility of bank earnings over time. The comparison between traditional deposits-loans banking activities and financial activities is a further specific theme in bank performance research. Few analyses have however addressed the explanation of the volatility of earnings. The present paper provides with a comprehensive analysis of the influence of economic and financial factors through the sub-components of net earnings, using a panel of European banks.

Number of Pages in PDF File: 33

Keywords: net interest income, bank commissions, trading, loan impairments, bank earnings, earnings volatility, risk factors, diversification

JEL Classification: G21, G28, L25


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Date posted: June 12, 2012 ; Last revised: June 19, 2015

Suggested Citation

Albert, Stéphane and Alexandre, Hervé, Banks’ Earnings: An Empirical Evidence of the Influence of Economic and Financial Markets Factors (June 11, 2012). Available at SSRN: https://ssrn.com/abstract=2081959 or http://dx.doi.org/10.2139/ssrn.2081959

Contact Information

Stéphane Albert (Contact Author)
Université Paris I Panthéon-Sorbonne - Institut d'Administration des Entreprises de Paris (IAE Paris) ( email )
21, Rue Broca
Paris, 75005
France
Hervé Alexandre
Université Paris Dauphine - DRM-CEREG ( email )
place du Maréchal de Lattre de Tassigny
cedex 16
Paris, 75775
France

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