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Capital Regulation and Credit Risk Taking : Empirical Evidence from Banks in Emerging Market Economies

Godlewski, Christophe - EconWPA - 2004

The primary purpose of this article is to investigate the relationship between bank capital and credit risk taking in emerging market economies. We also investigate the influence of several regulatory, institutional and legal features on the relationship between risk and capital. We apply a...

Persistent link: https://www.econbiz.de/10005076943

The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study

Roy, Patrick Van - EconWPA - 2005

The purpose of this paper is to see whether and how G-10 banks have complied with the 1988 Basel Accord. The interest of this study lies in the fact that the standardized approach to credit risk in the New Basel Accord is conceptually similar to the 1988 agreement. However, very little is known...

Persistent link: https://www.econbiz.de/10005134754

INVESTING IN THE FINANCIAL SECTOR OF EMERGING COUNTRIES: POTENTIAL RISK AND HOW TO MANAGE THEM

HERRERO, ALICIA GARCIA; HERRERO, SONSOLES GALLEGO; … - EconWPA - 2004

The purpose of this article is to assess how the changing operations of international banks in emerging countries in the last decades have altered the risks they face as well as their mitigation techniques. The recent expansion of the international banking business through the setup of branches...

Persistent link: https://www.econbiz.de/10005556585

Wealth Effects of Banks' Rights to Market and Originate Annuities

Cowan, Arnold R.; Howell, Jann C.; Power, Mark L. - EconWPA - 2002

We examine wealth effects, for banks and insurers, of bank rights to sell and underwrite annuities. The stock-price reactions to four court and regulatory decisions are consistent with expectations of bank gains at insurers' expense. Cross-sectionally, smaller, riskier insurers with higher...

Persistent link: https://www.econbiz.de/10005561610

Determinants of the loan loss allowance: some cross-country comparisons

Hasan, Iftekhar; Wall, Larry D. - EconWPA - 2004

This paper analyses the determinants of banks’ loan loss allowances for samples of US banks and three non-US samples: a … such as non-performing loans, and discretionary determinants such as income before the loan loss provision. The results … suggest that the loan loss allowance is sensitive to pre-provision income in almost all samples. However, the results also …

Persistent link: https://www.econbiz.de/10005561637

The Impact of Bank Capital Requirements in Indonesia

Yudistira, Donsyah - EconWPA - 2002

This paper provides new evidence on the effects of bank capital requirements in Indonesia. In investigating the impact of bank capital requirements, we set up a simple model of the banking firm which can detect the impact of capital regulation on banks’ behaviour as well as having possible...

Persistent link: https://www.econbiz.de/10005561652

Further evidence on the link between finance and growth: An international analysis of community banking and economic performance

Berger, Allen N.; Hasan, Iftekhar; Klapper, Leora F. - EconWPA - 2004

We seek to contribute to both the finance-growth literature and the community banking literature by testing the effects of the relative health of community banks on economic growth and investigating potential transmission mechanisms for these effects using data from 1993–2000 on 49 nations....

Persistent link: https://www.econbiz.de/10005561768

STRUCTURAL MODELS IN CONSUMER CREDIT

Andrade, Fabio de; Thomas, Lyn - EconWPA - 2004

We propose a structural credit risk model for consumer lending using option theory and the concept of the value of the consumer’s reputation. Using Brazilian empirical data and a credit bureau score as proxy for creditworthiness we compare a number of alternative models before suggesting one...

Persistent link: https://www.econbiz.de/10005126110

Macroeconomic evolution after a shock: the role for financial intermediation

Vinogradov, Dmitri - EconWPA - 2003

An overlapping generations model with two production factors and two types of agents is considered in presence of …nancial intermediation. The research focuses at the analysis of the consequences of a suddain negative production shock on a …nancial intermediation capacities and consequently...

Persistent link: https://www.econbiz.de/10005126268

Further evidence on the link between finance and growth: An international analysis of community banking and economic performance

Berger, Allen N.; Hasan, Iftekhar; Klapper, Leora F. - EconWPA - 2004

Persistent link: https://www.econbiz.de/10005134638

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