Showing 1 - 10 of 100
This paper analyses the determinants of the default ratio associated to banking debt in Spanish non financial firms … default status. Additionally, it explores the factors explaining the relative amount of non performing banking debt in …
Persistent link: https://www.econbiz.de/10005590729
We propose a new method for analysing multiperiod stress scenarios for portfolio credit risk more systematically than in the current practice of macro stress testing. Our method quantifies the plausibility of scenarios by considering the distance of the stress scenario from an average scenario....
Persistent link: https://www.econbiz.de/10008471566
The aim of this paper is twofold. First, we present an up-to-date assessment of the differences across euro area countries in the distributions of various measures of debt conditional on household characteristics. We consider three different outcomes: the probability of holding debt, the amount...
Persistent link: https://www.econbiz.de/10010862266
significant effect of regulation on the different stages of the foreclosure process. More precisely, we analyse the effect of … regulation on 60- day delinquencies and foreclosure starts, with a focus on three protective elements commonly found in state …
Persistent link: https://www.econbiz.de/10010862277
This article analyses the economics of financing banking supervision and attempts to respond to two questions: What are … supervision using a sample of 90 banking supervisors (central banks and financial authorities). We conclude that supervisors in … banks. The financing rule is also explained by the structure of the financial systems. Public funding is more likely in bank …
Persistent link: https://www.econbiz.de/10005022297
While banks may change their credit supply due to bank balance-sheet shocks (the local lending channel), firms can … dynamics nullify the strong local (bank-level) lending channel of securitization on credit quantity for firms with multiple … banking relationships. Credit terms however become softer, but there are no real effects. Securitization implies a credit …
Persistent link: https://www.econbiz.de/10009319591
actual loans' prices. Finally, I study the risk-return trade-off in an empirical application to the Spanish banking system. …
Persistent link: https://www.econbiz.de/10004969766
deposits and for more X-efficient banks. In addition, a less concentrated banking system increases bank profitability, which … the influence of government intervention in explaining bank performance in China. These findings should not come as a … surprise for a banking system which has long been functioning as a mechanism for transferring huge savings to meet public …
Persistent link: https://www.econbiz.de/10004969781
This paper studies the impact of European bank mergers and acquisitions on changes in key safety and soundness measures …
Persistent link: https://www.econbiz.de/10010687526
acquiring banks value profitable, high-growth and low risk targets. We also find that the strength of bank regulation and …We analyze the takeover premiums paid for a sample of European bank mergers between 1997 and 2007. We find that … supervision as well as deposit insurance regimes in Europe have measurable effects on takeover pricing. Stricter bank regulatory …
Persistent link: https://www.econbiz.de/10008620574