Showing 1 - 10 of 1,921
changed risk profiles and made cross-border contagion more likely. An important challenge for the EU is to manage systemic …
Persistent link: https://www.econbiz.de/10012446256
regulation created an environment prone to excessive risk-taking: capital buffers were too small; the quality of capital was …. Liquidity risks were not adequately monitored. Systemic risks were allowed to build up as the authorities largely failed to …. Stronger regulations are needed to improve financial stability. Effective microprudential regulation is the first line of …
Persistent link: https://www.econbiz.de/10012442946
addressed by an approach to financial regulation that imports its functional foundations more vigorously into the interpretation … and implementation of existing rules. It shows that the general policy goals of prudential banking regulation remain …
Persistent link: https://www.econbiz.de/10010411253
The aim of this study is to examine the effects of bank-specific, regulatory and macroeconomic determinants on bank … risk, profitability and solvency in the Armenian banking sector. To account for these, we apply a GMM technique to a panel …. Regarding GDP we observe a negative influence on banks' solvency, profitability and risk. When focusing on regulatory variables …
Persistent link: https://www.econbiz.de/10012822441
assesses the effect of the NIRP on the net interest rate margins of the euro area banks using quarterly consolidated bank level … policy rates. The econometric results confirm the effect of the interest rate level on bank profitability and, in some … specifications, also suggest an additional negative effect on bank profitability in the period of negative euro area short …
Persistent link: https://www.econbiz.de/10012111120
We propose a simple model of the sovereign-bank diabolic loop, and establish four results. First, the diabolic loop can …, the junior tranche generated by the securitization is itself risk-free …
Persistent link: https://www.econbiz.de/10011560340
. Using administrative plant and bank data, we test whether APPs impinge on industry dynamics in terms of plant entry and exit …
Persistent link: https://www.econbiz.de/10012550360
-in-differences matching estimator. We find that treated banks increase their capital ratios by reducing their risk-weighted assets and …, resulting in lower asset-, investment- and sales growth for firms obtaining a larger share of their bank credit from the treated …
Persistent link: https://www.econbiz.de/10011625659
. Using administrative plant and bank data, we test whether APPs impinge on industry dynamics in terms of plant entry and exit …
Persistent link: https://www.econbiz.de/10012012848
Persistent link: https://www.econbiz.de/10011513944