Showing 1 - 10 of 17
Persistent link: https://www.econbiz.de/10010741339
factors, four distinctive periods of Slovenian banking regulation could be distinguished with a clear pattern of transition … of Slovenian banking took place in 2013 and 2014. …
Persistent link: https://www.econbiz.de/10010933409
The evolution of the Italian regulatory system is based on five basic principles: (i) maintenance of trust in the financial system; (ii) investors protection; (iii) stability and wellfunctioning of the financial system; (iv) financial system competitiveness; (v) compliance of financial rules....
Persistent link: https://www.econbiz.de/10010933419
Regulation of the banking industry in Estonia is theoretically significant in many respects. There is no clear … straightforward model that would explain the evolution of the banking legislation, as all theoretical concepts are applicable for … domestic features and external factors. Both the need to build up the institutional framework for private finance and address …
Persistent link: https://www.econbiz.de/10010933427
means that, surprisingly, the association between stock prices and spreads of the banking sector does not seem to surge in …
Persistent link: https://www.econbiz.de/10010956052
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
Banks should evaluate whether a borrower is likely to default. The author applies several techniques in the extensive mathematical literature of stochastic optimal control/dynamic programming to derive an optimal debt in an environment where there are risks on both the asset and liabilities...
Persistent link: https://www.econbiz.de/10008561122
We examine the informational effects of M&As by investigating whether bank mergers improve banks� ability to screen borrowers. By exploiting a dataset in which we observe a measure of a borrower�s default risk that the lenders observe only imperfectly, we find evidence of these...
Persistent link: https://www.econbiz.de/10005770757
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
Persistent link: https://www.econbiz.de/10010741341