Diversification, bank risk taking and performance: evidence from Tunisian banks - HAL Accéder directement au contenu
Article dans une revue Int. J. Monetary Economics and Finance Année : 2010

Diversification, bank risk taking and performance: evidence from Tunisian banks

Résumé

In this paper, we carry out an empirical study for the Tunisian market to shed light on the question whether the observed shift into non-interest income activities improves performance of commercial banks. Our main results can be summarised in three statements: • banks diversified across both interest and non-interest income generating activities have higher levels of raw share returns than those focusing their activities • focusing into non-interest generating activities decreases market profitability of banks • banks that are functionally diversified also experience higher relative levels of systematic risk while the effect on the idiosyncratic risk component is non-significant.
Loading...
Fichier non déposé

Dates et versions

hal-02999675, version 1 (18-11-2020)

Identifiants

Citer

Ezzeddine Abaoub, Khadija Mnasri. Diversification, bank risk taking and performance: evidence from Tunisian banks. Int. J. Monetary Economics and Finance, 2010, 3, ⟨10.2139/ssrn.1309136⟩. ⟨hal-02999675⟩

Collections

UNIV-LORRAINE
58 Consultations
3 Téléchargements
Dernière date de mise à jour le 07/04/2024
comment ces indicateurs sont-ils produits

Altmetric

Partager

Gmail Facebook Twitter LinkedIn Plus