Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/303558 
Autor:innen: 
Erscheinungsjahr: 
2022
Quellenangabe: 
[Journal:] Cogent Economics & Finance [ISSN:] 2332-2039 [Volume:] 10 [Issue:] 1 [Article No.:] 2021479 [Year:] 2022 [Pages:] 1-15
Verlag: 
Taylor & Francis, Abingdon
Zusammenfassung: 
This study is the first to analyse the relative importance of a number of the most cited determinants of bank risk and profitability using random forest's relative value importance measure. The results show that a bank's profitability is largely determined by bank-specific factors, while a bank's risk is predominantly impacted by country-level factors. The results also suggest that proxies for market power and size play significant roles in impacting both the bank's profitability and its risk profile. The analysis also confirms the presence of a major role for a country's financial development status and regulatory quality in impacting the bank's riskiness. Lastly, the analysis confirms the presence of a small number of dominant determinants of a bank's profitability in contrast to the absence of clear dominant determinants of a bank's riskiness.
Schlagwörter: 
Bank performance
bank profitability
bank risk
bank stability
random forest
relative value
JEL: 
G21
G28
E40
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