Determinants of bank profitability in US and the impact of Basel III

This paper examines the determinants of bank profitability in US from 2008 to 2018. In order to develop previous work, this paper also evaluate the impact of Basel III on bank profitability. The determinant variables are chosen from bank-specific and macroeconomic factors. The estimation results sho...

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Main Author: ZHANG, ZHONGFANG
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2019
Online Access:https://eprints.nottingham.ac.uk/58848/
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author ZHANG, ZHONGFANG
author_facet ZHANG, ZHONGFANG
author_sort ZHANG, ZHONGFANG
building Nottingham Research Data Repository
collection Online Access
description This paper examines the determinants of bank profitability in US from 2008 to 2018. In order to develop previous work, this paper also evaluate the impact of Basel III on bank profitability. The determinant variables are chosen from bank-specific and macroeconomic factors. The estimation results show that Basel III, capitalization, GDP growth and inflation contribute to higher profitability of banks. However, higher cost-in-come and size are associated with lower profitability. Besides, the relationship between liquidity and credit risk and profitability is not clear. Finally, this paper gives suggestons based on the empirical results.
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format Dissertation (University of Nottingham only)
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spelling nottingham-588482022-12-09T13:15:20Z https://eprints.nottingham.ac.uk/58848/ Determinants of bank profitability in US and the impact of Basel III ZHANG, ZHONGFANG This paper examines the determinants of bank profitability in US from 2008 to 2018. In order to develop previous work, this paper also evaluate the impact of Basel III on bank profitability. The determinant variables are chosen from bank-specific and macroeconomic factors. The estimation results show that Basel III, capitalization, GDP growth and inflation contribute to higher profitability of banks. However, higher cost-in-come and size are associated with lower profitability. Besides, the relationship between liquidity and credit risk and profitability is not clear. Finally, this paper gives suggestons based on the empirical results. 2019-12-01 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/58848/1/%E6%80%BB%E7%A8%BF.docx ZHANG, ZHONGFANG (2019) Determinants of bank profitability in US and the impact of Basel III. [Dissertation (University of Nottingham only)]
spellingShingle ZHANG, ZHONGFANG
Determinants of bank profitability in US and the impact of Basel III
title Determinants of bank profitability in US and the impact of Basel III
title_full Determinants of bank profitability in US and the impact of Basel III
title_fullStr Determinants of bank profitability in US and the impact of Basel III
title_full_unstemmed Determinants of bank profitability in US and the impact of Basel III
title_short Determinants of bank profitability in US and the impact of Basel III
title_sort determinants of bank profitability in us and the impact of basel iii
url https://eprints.nottingham.ac.uk/58848/