How does non-interest income affect bank credit risk? Evidence before and during the COVID-19 pandemic

被引：11

作者：

Mehmood, Asad ^{[1
,2
]}

De Luca, Francesco ^{[1
]}

机构：

[1] Univ G Annunzio Chieti Pescara, Dept Management & Business Adm, Viale Pindaro 42, I-65127 Pescara, Italy

[2] Univ Lincoln, Lincoln Int Business Sch, Dept Accounting Finance & Econ, Brayford Pool, Lincoln LN6 7TS, England

来源：

FINANCE RESEARCH LETTERS | 2023年 / 53卷

关键词：

Income diversification; Non-interest income; Credit risk; COVID-19; pandemic; PRODUCT-MIX; PANEL-DATA; PERFORMANCE; COMPETITION;

D O I：

10.1016/j.frl.2023.103657

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

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.

引用

页数：8

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