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The Effects of bank specific, industry specific and macroeconomic factors on bank profitability in OECD countries between 2000-2009
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Date
2013
Author
Maltaş, Zeynep
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This thesis analyzes the bank-specific, industry-specific and macroeconomic determinants of bank profitability (ROA) in 31 OECD Countries between 2000 and 2009 using a panel data. Each country‟s banking sector is treated as a single representative bank. Fixed effects model is used in the study. Deposits, capitalization, non-interest income, GDP growth are found to have a positive impact on bank profitability while non-performing loans, operating expenses and financial sector development have negative effect. Evidence is found on country-specific effects in bank profitability determinants. Also, analyses show that, operating expenses and financial sector development have positive impact on large banks‟ profitability. Finally, financial sector development has no significant effect on bank profitability in emerging countries.
Subject Keywords
Banks and banking.
,
Macroeconomics.
,
Financial institutions.
,
Bank profits.
URI
http://etd.lib.metu.edu.tr/upload/12615545/index.pdf
https://hdl.handle.net/11511/22506
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Graduate School of Social Sciences, Thesis
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Z. Maltaş, “The Effects of bank specific, industry specific and macroeconomic factors on bank profitability in OECD countries between 2000-2009,” M.S. - Master of Science, Middle East Technical University, 2013.