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Information technology and productivity changes in the Italian banking industry

Casolaro, Luca; Gobbi, Giorgio - Banca d'Italia - 2004

This paper analyzes the effect of information technologies (IT) in the financial sector using micro-data on a panel of over 600 Italian banks over the period 1989-2000. We estimate stochastic cost and profit functions allowing for individual banksï¿½ displacements from the efficient frontier...

Persistent link: https://www.econbiz.de/10005467298

Can Emerging Market Central Banks Bail Out Banks? A+L4848 Cautionary Tale From Latin America

International Monetary Fund (IMF); International … - 2011

This paper investigates whether developing and emerging market countries can implement monetary policies similar to those used by advanced countries during the recent global crisis - injecting significant amounts of money into the financial system without facing major short-run adverse...

Persistent link: https://www.econbiz.de/10009370539

Do mergers improve information? Evidence from the loan market

Panetta, Fabio; Schivardi, Fabiano; Shum, Matthew - Banca d'Italia - 2004

We examine the informational effects of M&As by investigating whether bank mergers improve banksï¿½ ability to screen borrowers. By exploiting a dataset in which we observe a measure of a borrowerï¿½s default risk that the lenders observe only imperfectly, we find evidence of these...

Persistent link: https://www.econbiz.de/10005770757

How Resilient is the German Banking System to Macroeconomic Shocks?

Dovern, Jonas; Meier, Carsten-Patrick; Vilsmeier, Johannes - Institut für Weltwirtschaft (IfW) - 2008

Macro-stress testing studies often rely on rather short sample periods due to the limited availability of banking data …. They may fail to appropriately account for the cyclicality in the interaction between the banking system and macroeconomic … to model the interaction between the banking sector and the macroeconomy. Our identified-VAR analysis indicates that the …

Persistent link: https://www.econbiz.de/10005818895

Cross-Border Coordination of Prudential Supervision and Deposit Guarantees

International Monetary Fund (IMF); International … - 2008

the optimal design of prudential supervision and deposit guarantee regulations in a multi-country, integrated banking … and stability of the banking sector. The paper concludes with recommendations on policy priorities in this area. …

Persistent link: https://www.econbiz.de/10005605073

Interest Rate Volatility and Risk in Indian Banking

International Monetary Fund (IMF); International … - 2004

The easing of controls on interest rates has led to higher interest rate volatility in India. Hence, there is a need to measure and monitor the interest rate exposure of Indian banks. Using publicly available information, this paper attempts to assess the interest rate risk carried by a sample...

Persistent link: https://www.econbiz.de/10005825648

Quantitative Assessment of a Financial System: Barbados

International Monetary Fund (IMF); International … - 2005

A banking system module is incorporated into the Central Bank of Barbados's multisectoral macroeconomic forecasting …. Stress tests are performed for the first year of the forecast, to test the banking system's resilience to real sector shocks …. The analysis, which would in practice be only part of the vulnerability assessment, indicates that the banking system is …

Persistent link: https://www.econbiz.de/10005825818

Capital Mobility in Euroland ; The Role of Banks

Buch, Claudia M. - Institut für Weltwirtschaft (IfW) - 1999

analyzes the implications of the euro for cross-border banking activities. A portfolio model is used which captures the role of …

Persistent link: https://www.econbiz.de/10005700501

Monetary Policy and Corporate Behaviour in India

International Monetary Fund (IMF); International … - 2005

The paper examines the association and corporate behavior for a sample of manufacturing firms in India for the post-reform period 1992-2003. The findings suggest that a contractionary monetary policy lowers overall debt including bank debt, although the lagged response is positive, and listed...

Persistent link: https://www.econbiz.de/10005263785

Innovation in Banking and Excessive Loan Growth

International Monetary Fund (IMF); International … - 2008

The volume of credit extended by a bank can be an informative signal of its abilities in loan selection and management. It is shown that, under asymmetric information, banks may therefore rationally lend more than they would otherwise in order to demonstrate their quality, thus negatively...

Persistent link: https://www.econbiz.de/10005264102