| Summary: | 碩士 === 國立高雄大學 === 經營管理研究所 === 98 === We use the quantile regression model to examine the roles of non-interest incomes and income diversification on various banks’ profitability, risk, and risk-adjusted return level respectively. In addition, the empirical study is conducted by the banks within 11 countries of G10. The results shows that the non-interest income is significantly positive related to bank profitability and risk. However, the impact of non-interest income depends on different level of bank profitability. Non-interest income is significantly positive related to risk-adjusted return when risk-adjusted return is at lower level, but it is negative at higher level. The results also indicate that the income diversification is significantly positive related to bank profitability when bank profitability is relatively at the lower level. Yet, the income diversification is significantly negative related to bank profitability only when the profitability is at the higher level. The income diversification is significantly positive related to risk. Furthermore, it positively impacts on bank risk-adjusted return.
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