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Cited by 322

The DOI matches its Crossref record; 48 of the 48 references it cites were found in a registry or an index.

Banks’ Non-Interest Income and Systemic Risk

Open access
Brunnermeier, Markus K., Dong, Gang (Nathan), Palia, Darius·2012·SSRN Electronic Journal
DOI 10.2139/ssrn.1786738
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Abstract

This paper finds noninterest income is positively correlated with the total systemic risk for U.S. banks. Decomposing total systemic risk into three components, we find that noninterest income is positively related to a bank’s tail risk, positively related to a bank’s interconnectedness risk, and an insignificantly related to a bank’s exposure to macroeconomic and finance factors. We also find that noninterest income is more volatile and negatively related to interest income. Finally, we find trading and other noninterest income to be positively correlated with systemic risk. Other noninterest income, compared with trading income, has a slightly larger economic impact. (JEL G01, G18, G20, G21, G32, G38) Received October 31, 2019; editorial decision February 3, 2020 by Editor Andrew Ellul.

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Metadata

Authors
Brunnermeier, M. K., Dong, G. (., & Palia, D.
Venue
SSRN Electronic Journal
Publisher
Elsevier BV
Published
2012
ISSN
1556-5068 (ISSN-L)
DOI
10.2139/ssrn.1786738
OpenAlex
W1826680698
Cited by
322
References
48
Type
posted content
Language
en
Open access
green

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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.