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Determinants of bank performance in OECD countries

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Resumo:We examine the determinants of bank performance in the Organization for Economic Co-operation and Development (OECD) in the 2011–2019 period. We performed a regression analysis, running OLS, GLS and GLM models to identify the relevant variables and their impact on the Return on Assets ratio (ROA). Additionally, we also investigated the impact of supervision variables on banks’ performance. To testify the results’ robustness, we replicate the analysis winsorizing the dependent variable and some independent variables that had extreme values. We verified that size, leverage, assets quality and efficiency are factors that affect banks’ performance. Additionally, we observed that supervisory measures are crucial since: ROA tends to be higher in countries in which the Central Bank is in charge of the supervision role, in which supervisors can take legal action against external auditors for negligence and in which the supervisory authority is independent. Also, macroeconomic factors are significant for bank performance.
Autores principais:Lima, Carla Conceição da Graça
Assunto:Bank supervision Regulation Bank performance Basel Accords OECD Supervisão Bancária Regulação Performance Acordos Basel OCDE
Ano:2021
País:Portugal
Tipo de documento:dissertação de mestrado
Tipo de acesso:acesso aberto
Instituição associada:Universidade de Lisboa
Idioma:inglês
Origem:Repositório da Universidade de Lisboa

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