What drives bank performance?

被引：4
作者：
Guerrieri, Luca [1 ]
Harkrader, James Collin [1 ]
机构：
[1] Fed Reserve Board, 20th & C St NW, Washington, DC 20551 USA
来源：
ECONOMICS LETTERS | 2021年 / 204卷
关键词：
Pre-provision net revenues; Charge-off rates; Macroeconomic factors; Banking factors; Principal components; Backcasting;
D O I：
10.1016/j.econlet.2021.109884
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Changes in macroeconomic conditions explain the preponderance of the fluctuations in loan charge-offs. Idiosyncratic factors account for a sizable share of the variation in bank revenues, which points to the importance of bank-specific business models as drivers of performance. Published by Elsevier B.V.
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页数：4
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