Loan growth and riskiness of banks

被引：334

作者：

Foos, Daniel ^{[2
]}

Norden, Lars ^{[1
]}

Weber, Martin ^{[2
,3
]}

机构：

[1] Erasmus Univ, Rotterdam Sch Management, Dept Finance, NL-3000 DR Rotterdam, Netherlands

[2] Univ Mannheim, Dept Banking & Finance, D-68131 Mannheim, Germany

[3] Ctr Econ Policy Res, London SW1Y 6LA, England

来源：

JOURNAL OF BANKING & FINANCE | 2010年 / 34卷 / 12期

关键词：

Bank lending; Credit risk; Loan losses; Bank profitability; Bank solvency; PANEL-DATA MODELS; LENDING BOOMS; CREDIT RISK; INFORMATION; INDICATORS; ESTIMATORS; FRAGILITY; BEHAVIOR; MARKET; BIAS;

D O I：

10.1016/j.jbankfin.2010.06.007

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

We investigate whether loan growth affects the riskiness of individual banks in 16 major countries. Using Bankscope data from more than 16,000 individual banks during 1997-2007, we test three hypotheses on the relation between abnormal loan growth and asset risk, bank profitability, and bank solvency. We find that loan growth leads to an increase in loan loss provisions during the subsequent three years, to a decrease in relative interest income, and to lower capital ratios. Further analyses show that loan growth also has a negative impact on the risk-adjusted interest income. These results suggest that loan growth represents an important driver of the riskiness of banks. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：2929 / 2940

页数：12

共 32 条

[1] THE DISTRIBUTED LAG BETWEEN CAPITAL APPROPRIATIONS AND EXPENDITURES [J].