THE RELATIONSHIP BETWEEN DERIVATIVES USE AND BANK PROFITABILITY OF THE FIVE LARGEST U.S. BANKS
Frank Michello et al.
Global Journal of Accounting and Finance2022https://doi.org/10.47177/gjaf.06.01.2022.044article
ABDC C
Weight
0.26
What the paper says
The aim of this study is to examine the relationship between the use of derivatives and profitability of the five largest U.S. banks for the period Q3:2010 -Q2:2017 over which new rules governing bank behavior in the OTC derivatives market were in effect. Bank profitability is measured by the return on assets, ROA, and return on equity, ROE as functions of both bank internal and external determinants.
Evidence weight
0.26
Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40
| F · citation impact | 0.00 × 0.4 = 0.00 |
| M · momentum | 0.20 × 0.15 = 0.03 |
| V · venue signal | 0.50 × 0.05 = 0.03 |
| R · text relevance † | 0.50 × 0.4 = 0.20 |
† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.