期刊
APPLIED ECONOMICS
卷 50, 期 44, 页码 4774-4787出版社
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
DOI: 10.1080/00036846.2018.1466995
关键词
Competition; risk-taking behaviour; Lerner index; generalized method of moments; commercial banks; G21; G29; L10
类别
资金
- Massey University, Palmerston North, New Zealand [RM20634]
This study investigates the relationship between competition and the risk-taking attitude of banks. We test how this relationship manifests in the Sub-Saharan African(SSA) region's commercial banks in light of the competition-fragility view, using the generalized methods of moments. We studied 440 commercial banks in 37 SSA countries over the period 2006-2015. The results provide evidence that supports a positive relationship between competition and banks' overall risk as well as their credit risk but suggests that off-balance sheet risk reduces with competition. We, therefore, conclude that the propensity to undertake higher risk in a competitive banking environment largely accounts for fragility as argued in the competition-fragility view.
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