890 resultados para Banks and banking, International


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Report year ends Dec. 31.

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Mode of access: Internet.

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This study examines the firm size distribution of US banks and credit unions. A truncated lognormal distribution describes the size distribution, measured using assets data, of a large population of small, community-based commercial banks. The size distribution of a smaller but increasingly dominant cohort of large banks, which operate a high-volume low-cost retail banking model, exhibits power-law behaviour. There is a progressive increase in skewness over time, and Zipf’s Law is rejected as a descriptor of the size distribution in the upper tail. By contrast, the asset size distribution of the population of credit unions conforms closely to the lognormal distribution.

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"The basic material for this study ... was presented to the Graduate Faculty of Yale University for the degree of doctor of philosophy in 1937." - Author's pref.