Determinants of bank profitability in the European Union

By using an unbalanced panel data set, the aim of this paper is to analyze the impact of bank-specific, industry-level and macroeconomic factors upon the profitability of 90 commercial banks operating in the European Union, over the period 2009-2019. This study also attempts to examine separately th...

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Main Author: Strantzis, Dimitrios
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2020
Online Access:https://eprints.nottingham.ac.uk/62834/
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author Strantzis, Dimitrios
author_facet Strantzis, Dimitrios
author_sort Strantzis, Dimitrios
building Nottingham Research Data Repository
collection Online Access
description By using an unbalanced panel data set, the aim of this paper is to analyze the impact of bank-specific, industry-level and macroeconomic factors upon the profitability of 90 commercial banks operating in the European Union, over the period 2009-2019. This study also attempts to examine separately the profitability of domestic and foreign banks. Fixed effects models are created and Return on Average Assets (ROAA) is used as a proxy for bank profitability. The results indicate that, regardless of ownership, profitability of banks is significantly affected by capital adequacy, management efficiency and GDP growth. In all cases, the only variable, which is not significantly associated with bank profitability, is the inflation rate. It is also interesting that although all the variables have the same relationship with banks’ performance in all cases, there is an exception with bank size. Bank size has a positive relationship with profitability of domestic banks whereas a negative relationship is observed when foreign banks are considered.
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spelling nottingham-628342023-04-18T13:14:36Z https://eprints.nottingham.ac.uk/62834/ Determinants of bank profitability in the European Union Strantzis, Dimitrios By using an unbalanced panel data set, the aim of this paper is to analyze the impact of bank-specific, industry-level and macroeconomic factors upon the profitability of 90 commercial banks operating in the European Union, over the period 2009-2019. This study also attempts to examine separately the profitability of domestic and foreign banks. Fixed effects models are created and Return on Average Assets (ROAA) is used as a proxy for bank profitability. The results indicate that, regardless of ownership, profitability of banks is significantly affected by capital adequacy, management efficiency and GDP growth. In all cases, the only variable, which is not significantly associated with bank profitability, is the inflation rate. It is also interesting that although all the variables have the same relationship with banks’ performance in all cases, there is an exception with bank size. Bank size has a positive relationship with profitability of domestic banks whereas a negative relationship is observed when foreign banks are considered. 2020-12-01 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/62834/1/20200698_BUSI4109_Determinants%20of%20bank%20profitability%20in%20the%20European%20Union.pdf Strantzis, Dimitrios (2020) Determinants of bank profitability in the European Union. [Dissertation (University of Nottingham only)]
spellingShingle Strantzis, Dimitrios
Determinants of bank profitability in the European Union
title Determinants of bank profitability in the European Union
title_full Determinants of bank profitability in the European Union
title_fullStr Determinants of bank profitability in the European Union
title_full_unstemmed Determinants of bank profitability in the European Union
title_short Determinants of bank profitability in the European Union
title_sort determinants of bank profitability in the european union
url https://eprints.nottingham.ac.uk/62834/