Determinants of Bank Profitability in the United States

Abstract This paper examines determinants of commercial bank profitability in the United States over the period 2009 to 2018. The sample in this paper is 100 commercial, active and lived banks located in the US and it contains 1000 observations due to creating a balanced dataset. ROAE as a measure...

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Main Author: BA, ZIWEI
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2019
Online Access:https://eprints.nottingham.ac.uk/58422/
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author BA, ZIWEI
author_facet BA, ZIWEI
author_sort BA, ZIWEI
building Nottingham Research Data Repository
collection Online Access
description Abstract This paper examines determinants of commercial bank profitability in the United States over the period 2009 to 2018. The sample in this paper is 100 commercial, active and lived banks located in the US and it contains 1000 observations due to creating a balanced dataset. ROAE as a measure of profitability is used in this paper, and we choose the independent variables from two categories: 5 bank-specific factors and 3 macroeconomic factors. In order to overcome unobservable and constant heterogeneity as well as endogeneity problem, this paper use the system GMM estimator. According to our findings, the most variables are significantly related to bank performance, except the size of banks and the unemployment rate.
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spelling nottingham-584222022-12-07T14:01:25Z https://eprints.nottingham.ac.uk/58422/ Determinants of Bank Profitability in the United States BA, ZIWEI Abstract This paper examines determinants of commercial bank profitability in the United States over the period 2009 to 2018. The sample in this paper is 100 commercial, active and lived banks located in the US and it contains 1000 observations due to creating a balanced dataset. ROAE as a measure of profitability is used in this paper, and we choose the independent variables from two categories: 5 bank-specific factors and 3 macroeconomic factors. In order to overcome unobservable and constant heterogeneity as well as endogeneity problem, this paper use the system GMM estimator. According to our findings, the most variables are significantly related to bank performance, except the size of banks and the unemployment rate. 2019-12-01 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/58422/1/14341615_N14157_Determinants%20of%20Bank%20Profitability%20in%20the%20United%20States.pdf BA, ZIWEI (2019) Determinants of Bank Profitability in the United States. [Dissertation (University of Nottingham only)]
spellingShingle BA, ZIWEI
Determinants of Bank Profitability in the United States
title Determinants of Bank Profitability in the United States
title_full Determinants of Bank Profitability in the United States
title_fullStr Determinants of Bank Profitability in the United States
title_full_unstemmed Determinants of Bank Profitability in the United States
title_short Determinants of Bank Profitability in the United States
title_sort determinants of bank profitability in the united states
url https://eprints.nottingham.ac.uk/58422/