Bank competition, risk, and asset allocations

Bank competition, risk, and asset allocations / prepared by john H. Boyd, Gianni De Nicolò and Abu M. Jalal.

We study a banking model in which banks invest in a riskless asset and compete in both deposit and risky loan markets. The model predicts that as competition increases, both loans and assets increase; however, the effect on the loans-to-assets ratio is ambiguous. Similarly, as competition increases,...

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Bibliographic Details
Main Authors: Boyd, John H. (Author), De Nicoló, Gianni (Author), Jalal, Abu M. (Author)
Corporate Author: International Monetary Fund. Research Department
Format: eBook
Language:English
Published: [Washington, D.C.] : International Monetary Fund, Research Dept., 2009.
Series:IMF working paper ; WP/09/143.
Subjects:
Banks and banking > Econometric models.
Competition > Econometric models.
Asset allocation.
Risk management.
risk management.
Asset allocation
Banks and banking > Econometric models
Competition > Econometric models
Risk management
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