This paper considers the COVID-19 pandemic's role and investigates the impact of non-interest income on bank credit risk. Specifically, it performs a comparative analysis between before and during the pandemic periods. The data of listed banks are extracted from the BankFocus for 14 Asian emerging markets. The regression results indicate the positive influence of non-interest income on bank credit risk. Interestingly, the magnitude of the impact is higher in the pre-pandemic period, and it significantly reduces during the pandemic period. This study provides implications for bank practitioners and regulators.
How does Non-Interest Income affect Bank Credit Risk? Evidence before and during the COVID-19 Pandemic
Mehmood, Asad
;De Luca, Francesco
2023-01-01
Abstract
This paper considers the COVID-19 pandemic's role and investigates the impact of non-interest income on bank credit risk. Specifically, it performs a comparative analysis between before and during the pandemic periods. The data of listed banks are extracted from the BankFocus for 14 Asian emerging markets. The regression results indicate the positive influence of non-interest income on bank credit risk. Interestingly, the magnitude of the impact is higher in the pre-pandemic period, and it significantly reduces during the pandemic period. This study provides implications for bank practitioners and regulators.File in questo prodotto:
File | Dimensione | Formato | |
---|---|---|---|
FRL-D-22-01560_R2.pdf
accesso aperto
Tipologia:
Documento in Pre-print
Dimensione
1.67 MB
Formato
Adobe PDF
|
1.67 MB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.