What affects bank market power in the euro area? A country-level structural model approach

B-Tier
Journal: Journal of International Money and Finance
Year: 2021
Volume: 117
Issue: C

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this study we explore market power in 13 euro area banking sectors for the years 2007 to 2019 by means of a structural model framework with demand and supply equations, where the mark-up of price over marginal cost is parameterized as a measure of banks’ conduct that depends on selected factors. Our evidence indicates that EU banks enjoy a significant degree of market power, which shows a decreasing trend over time and some difference across countries. More competition is associated with higher bank density, lower bank capitalization, more efficient and stable banking systems, better macroeconomic conditions, and the establishment of the SSM. Finally, a clear convergence pattern emerges in the behaviour of EU banks.

Technical Details

RePEc Handle
repec:eee:jimfin:v:117:y:2021:i:c:s0261560621000942
Journal Field
International
Author Count
3
Added to Database
2026-01-25