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Diversification, bank risk taking and performance: evidence from Tunisian banks

Abstract : In this paper, we carry out an empirical study for the Tunisian market to shed light on the question whether the observed shift into non-interest income activities improves performance of commercial banks. Our main results can be summarised in three statements: • banks diversified across both interest and non-interest income generating activities have higher levels of raw share returns than those focusing their activities • focusing into non-interest generating activities decreases market profitability of banks • banks that are functionally diversified also experience higher relative levels of systematic risk while the effect on the idiosyncratic risk component is non-significant.
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https://hal.univ-lorraine.fr/hal-02999675
Contributor : Khadija Mnasri <>
Submitted on : Wednesday, November 18, 2020 - 8:06:36 PM
Last modification on : Sunday, November 22, 2020 - 9:06:03 PM

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Ezzeddine Abaoub, Khadija Mnasri. Diversification, bank risk taking and performance: evidence from Tunisian banks. Int. J. Monetary Economics and Finance, 2010, 3, ⟨10.2139/ssrn.1309136⟩. ⟨hal-02999675⟩

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