Project

The banking sector under pressure: an analysis of the economic viability of banks.

Duration
01 November 2020 → Ongoing
Funding
Regional and community funding: Special Research Fund
Research disciplines
  • Social sciences
    • Financial economics
    • Money and interest rates
    • Macroeconomics and monetary economics not elsewhere classified
Keywords
European banks Financial intermediation Geographic and activity diversification Monetary policy and banking
 
Project description

First, we analyse whether banks still capture value from their traditional intermediation function through loan, deposit and yield spreads. Second, we investigate the joint effect of geographic and activity diversification on bank performance, using a new market-based approach. Third, we analyse the impact of monetary policy shocks on bank performance through a spread-related channel and whether diversification mitigates these shocks.