Model of Risk Diversification in the Banking Sector

Folia Oeconomica Stetinensia

Karkowska Renata¹ 

[1] University of Warsaw, Faculty of Management, Chair of Financial Systems of Economy, Szturmowa 1/3, 02-678Warsaw, Poland;

关键词: banking;    risk diversification;    risk adjusted roa;    liquidity;    credit risk;    g20;    g21;    g32;    g33;   

DOI  :  10.2478/foli-2019-0003

来源: DOAJ

【 摘 要 】

Research background: Motivation for this study is the rapid development of conglomerate banking stimulated by the synergy between the traditional and parallel investment activity of banks before the 2007–2008 financial crisis. Existing studies do not answer the question about the positive influence of diversification on bank stability. They state that the combination of lending and non-interest income allows benefits to be derived from risk diversification. However, on the other hand they emphasise that non-interest and interest incomes are strongly correlated, which does not bring positive effects from diversification.

【 授权许可】

Unknown