Series: IMF Working Papers
Author(s): Alicia García-Herrero , and Francisco Vazquez
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 December 2007
Keywords: home bias, portfolio diversification, Basel II, international banks, subsidiaries, financial statements, money market,
This paper assembles a bank-level dataset covering the operations of 38 international banks from eight industrial countries and their subsidiaries overseas during 1995-2004, and studies the extent of diversificatio...