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Project: The banking sector under pressure: an analysis of the economic viability of banks.

2020-11-01 – 2021-10-31

Abstract

First, we analyse whether banks still capture value from their traditional intermediation function through loan, deposit and yield spreads. Second, we investigate the joint effect of geographic and activity diversification on bank performance, using a new market-based approach. Third, we analyse the impact of monetary policy shocks on bank performance through a spread-related channel and whether diversification mitigates these shocks.