This paper considers the issue of forecasting financial fragility of banks and insurances using a panel data set of … are important in the performance of banks and insurances, analyze the influences of a number of observable factors on …

uncertainty. This proposition is tested using a panel of Ukrainian banks collected from NBU and covering the period 2003q1-2005q3 …. The results indicate that banks increase their lending ratios when macroeconomic uncertainty decreases. We demonstrate … that our results are robust with respect to the measurement of macroeconomic uncertainty. The reaction of banks to changes …

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 business cycle). The results suggest that LLP in Italian banks is driven mainly by …

This paper tests whether an increase in insured deposits causes banks to become more risky. We use variation introduced … $100,000 to $250,000 per depositor and bank. For some banks, the amount of insured deposits increased significantly; for … others, it was a minor change. Our analysis shows that the more affected banks increase their investments in risky commercial …

adopted banking reforms allowing entry of foreign banks and more domestic participation in the syndicated loan market. As a …

banks during the recent financial crisis. What is common to most of the empirical studies in this field is that they …. A generalized autoregressive conditional heteroscedasticity (GARCH) model is applied to the data of four large US banks …

that benefit from various other forms of tax shields, in particular depreciation allowances and tax loss carry …

paper we offer a theoretical model to analyze the pricing behavior of banks in a Bertrand competition framework with …