Breaking the Bank? : A Probabilistic Assessment of Euro Area Bank Profitability /

This paper explores the determinants of profitability across large euro area banks using a novel approach based on conditional profitability distributions. Real GDP growth and the NPL ratio are shown to be the most reliable determinants of bank profitability. However, the estimated conditional distr...

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Detalhes bibliográficos
Autor principal: Elekdag, Selim
Outros Autores: Malik, Sheheryar, Mitra, Srobona
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2019.
Colecção:IMF Working Papers; Working Paper ; No. 2019/254
Acesso em linha:Full text available on IMF