Cluster analysis of bank business models: The connection with performance, efficiency and risk

被引：9

作者：

Lagasio, Valentina ^{[1
]}

Quaranta, Anna Grazia ^{[2
]}

机构：

[1] Sapienza Univ Rome, Dept Management, Via Castro Laurenziano 9, I-00161 Rome, Italy

[2] Univ Macerata, Dept Econ & Law, Via Crescimbeni 14, I-62100 Macerata, Italy

来源：

FINANCE RESEARCH LETTERS | 2022年 / 47卷

关键词：

Banks; Business model; Cluster analysis; Profitability; Risk; IMPACT;

D O I：

10.1016/j.frl.2021.102640

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

We ran a worldwide investigation of the business models of 1,237 banks during 2011-2017 by applying a cluster analysis including ratios from both sides of the balance sheet of the bank and income statement. Then, via a connection analysis, we analysed whether there is a link between the adoption of a specific business model and size, profitability, efficiency and risk profile. We found that a bank business model is based on different endogenous factors (bank financial statements items and operating strategy) and can be linked to exogenous factors (financial crises, policies of central banks).

引用

页数：8

共 19 条

[1] Acharya Viral V., 2010, Foundations and Trends in Finance, V4, P247, DOI 10.1561/0500000025
[2] Altunbas Y., 2011, Bank risk during the financial crisis: do business cycles matter?, DOI DOI 10.2139/SSRN.1945143
[3] [Anonymous], 2014, BIS Q REV
[4] [Anonymous], 2014, BANKING BUSINESS MOD
[5] Ayadi R., 2015, BANKING BUSINESS MOD
[6] Ayadi R, 2019, PALGR MAC STUD BANK, P57, DOI 10.1007/978-3-030-02248-8_5
[7] The credit crisis around the globe: Why did some banks perform better?
Beltratti, Andrea
Stulz, Rene M.
[J]. JOURNAL OF FINANCIAL ECONOMICS, 2012, 105 (01) : 1 - 17
[8] Brogi M.., 2011, BANCHE ITALIANE SONO
[9] Calinski T., 1974, COMMUN STAT-THEOR M, V3, P1, DOI DOI 10.1080/03610927408827101
[10] Follow the money What does the literature on banking tell prudential supervisors about bank business models?
Cavelaars, Paul
Passenier, Joost
[J]. JOURNAL OF FINANCIAL REGULATION AND COMPLIANCE, 2012, 20 (04) : 402 - 416

← 1 2 →