Size and earnings volatility of US bank holding companies

Jakob de Haan; Tigran Poghosyan

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Size and earnings volatility of US bank holding companies

机译：美国银行控股公司的规模和收益波动

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We examine whether bank earnings volatility depends on bank size. Using quarterly data for bank holding companies in the United States for the period 1995Q1 -2010Q3 and controlling for the quality of management, leverage, and diversification, we find that bank size reduces return volatility. However, the effect is non-linear: when bank size exceeds a certain threshold (about US$5 billion) size is positively related to earnings volatility. The recent financial crisis decreased the threshold beyond which the impact of size on volatility turns positive.

机译：我们检查银行收入波动是否取决于银行规模。使用美国1995年1季度至2010年3季度期间的银行控股公司的季度数据，并控制管理，杠杆和分散化的质量，我们发现银行规模可以降低收益波动率。但是，这种影响是非线性的：当银行规模超过某个阈值（约50亿美元）时，规模与收益波动呈正相关。最近的金融危机降低了门槛，超过该门槛，规模对波动的影响变为正。

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来源
《Journal of banking & finance》 |2012年第11期|p.3008-3016|共9页
作者
Jakob de Haan; Tigran Poghosyan;
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作者单位

De Nederlandsche Bank, PO Box 98, 1000 AB, Amsterdam, The Netherlands,Faculty of Economics and Business, University ofCroningen, PO BOX 800, 9700 AV, Groningen, The Netherlands,CESifo, Munich, Germany;

International Monetary Fund, 700 19th Street, N.W., Washington, DC 20431, United States;

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正文语种 eng
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关键词
bank earnings volatility; bank size; financial crises;

机译：银行收益波动;银行规模;金融危机;

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Size and earnings volatility of US bank holding companies

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