Showing 1 - 10 of 11
banking crises. Recent findings show that government intervention results in only a small proportion of bank recoveries. This …
Persistent link: https://www.econbiz.de/10011271681
different combinations of bank asset and funding sources and assess their impact on the mortgage crisis. We then estimate how … distinct strategies have affected bank profitability and risk before the crisis, and what impact they have put on the mortgage …
Persistent link: https://www.econbiz.de/10011272695
Why were some banks heavily affected by mortgage crises, while others barely? Why were some banking sectors dominated by “originate and distribute” model, while others were trading? Why did some banks decide not to follow the others, and preferred to stay traditional banks? How the models...
Persistent link: https://www.econbiz.de/10011109731
banking crises. Recent findings show that government intervention results in only a small proportion of bank recoveries. This …
Persistent link: https://www.econbiz.de/10011109877
and led to bank restructuring and consolidation. This paper looks at firm access to credit in the region, focusing on the … role of credit market structure. Using firm-level data from theWorld Bank Enterprise Survey, we find that access to bank … likely to be financially constrained. We also find that a high degree of bank penetration and competition are significantly …
Persistent link: https://www.econbiz.de/10010943309
We analyze the effects on bank valuation of government policies aimed at shoring up banks' financial conditions during …/or guaranteed bank assets and liabilities. We employ event study methodology to estimate the impact of government …-intervention announcements on bank valuation. Using traditional approaches, announcements directed at the banking system as a whole were …
Persistent link: https://www.econbiz.de/10010610095
one-period probit model used by Cole and Gunther (1998). Using data on U.S. bank failures from 1985 – 1992, we find that …, from an econometric perspective, the hazard model is more accurate than the probit model in predicting bank failures, but … data from the 1980s performs surprisingly well in forecasting bank failures during 2009 – 2010. …
Persistent link: https://www.econbiz.de/10008615025
In this study, we analyze why U.S. commercial banks failed during the recent financial crisis. We find that proxies for commercial real estate investments, as well as traditional proxies for the CAMELS components, do an excellent job in explaining the failures of banks that were closed during...
Persistent link: https://www.econbiz.de/10008615045
In this study we try to explain the inclusion of banks in the WDCI list proposed by Bloomberg. This list collects a group of more than 100 banking institutions which, during the crisis, suffered losses. We explain the probability of being part of the list (to suffer severe or highly severe...
Persistent link: https://www.econbiz.de/10011258405
Repo is used in India as an instrument for monetary policy by institutionalizing daily Liquidity Adjustment Facility … on the short term interest rate. Entities not having adequate securities balances borrow funds from inter-bank …
Persistent link: https://www.econbiz.de/10011260388