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Loan Loss Provision: Some Empirical Evidence for Italian Banks

Caporale, Guglielmo Maria; Alessi, Matteo; Colli, Stefano Di - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2015

This paper uses data from a panel of more than 400 Italian banks for the period 2001 – 2012 to examine the main determinants of loan loss provision (LLP), which are classified as either discretionary (income smoothing, capital management,signalling) or non-discretionary (related to the...

Persistent link: https://www.econbiz.de/10011196045

Volatility Patterns of CDS, Bond and Stock Markets before and during the Financial Crisis: Evidence from Major Financial Institutions

Belke, Ansgar; Gokus, Christian - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2011

This study is motivated by the development of credit-related instruments and signals of stock price movements of large banks during the recent financial crisis. What is common to most of the empirical studies in this field is that they concentrate on modeling the conditional mean. However,...

Persistent link: https://www.econbiz.de/10008855329

Does Gender Affect Investors' Appetite for Risk?: Evidence from Peer-to-Peer Lending

Barasinska, Nataliya - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2011

This study investigates the role of gender in financial risk-taking. Specifically, I ask whether female investors tend … expected return and its standard deviation, whereas standard deviation serves as a measure of risk. Gender differences … regarding the responses to projects' risk are tested by estimating a random parameter regression model that allows for variation …

Persistent link: https://www.econbiz.de/10009018188

Has Stock Markets' Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market

Kollias, Christos; Manou, Efthalia; Papadamou, Stephanos; … - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010

An expanding body of literature has addressed the question of the economic impact terrorist attacks have. A part of this literature has focused on the impact recent major terrorist hits had on financial markets. The question addressed by this paper is to what extent markets' reaction to major...

Persistent link: https://www.econbiz.de/10008694990

Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity

Bremus, Franziska; Buch, Claudia M.; Russ, Katheryn N.; … - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2013

Does the mere presence of big banks affect macroeconomic outcomes? In this paper, we develop a theory of granularity (Gabaix, 2011) for the banking sector, introducing Bertrand competition and heterogeneous banks charging variable markups. Using this framework, we show conditions under which...

Persistent link: https://www.econbiz.de/10010722772

Banks in Space: Does Distance Really Affect Cross-Border Banking?

Neugebauer, Katja - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010

During the last years, gravity equations have leapt from the trade literature over into the literature on financial markets. Martin and Rey (2004) were the first to provide a theoretical model for cross-border asset trade, yielding a structural gravity equation that could be tested empirically....

Persistent link: https://www.econbiz.de/10010661271

Bank-Specific Shocks and the Real Economy

Buch, Claudia M.; Neugebauer, Katja - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010

Government interventions into the financial system in the form of bail out operations or liquidity assistance are often justified with the systemic importance of large banks for the real economy. In this paper, we test whether idiosyncratic shocks to loan growth at large banks have effects on...

Persistent link: https://www.econbiz.de/10010661273

Foreign Bank Presence and Its Effect on Firm Entry and Exit in Transition Economies

Havrylchyk, Olena - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010

This study investigates the impact of foreign bank penetration in Central and Eastern Europe on firm entry. We demonstrate that the acquisition of domestic banks by foreign investors has led to reduced firm creation, smaller average size of entrants and increased firm exit in opaque industries...

Persistent link: https://www.econbiz.de/10010661281

Foreign Currency Borrowing: The Case of Hungary

Pellényi, Gábor; Bilek, Péter - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009

find evidence that Hungarian FX borrowers are better educated, wealthier or more risk-loving than their peers. In fact, FX …

Persistent link: https://www.econbiz.de/10010661282

Are Women More Credit-Constrained than Men?: Evidence from a Rising Credit Market

Barasinska, Nataliya; Schäfer, Dorothea - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010

credit risk. Our analysis shows however that this interest rate gap doesn't emerge because of discrimination against female …

Persistent link: https://www.econbiz.de/10010661285

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