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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 group of 21 countries, Canada and Japan. The model includes fundamental (or non-discretionary) determinants of the allowance such as non-performing loans, and discretionary...
Persistent link: https://www.econbiz.de/10005561637
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Debt-Deflation: Concepts, and a Stylised Model
Peter, Goetz von - EconWPA - 2005
This paper proposes a model of how agents adjust their asset holdings in response to losses in general equilibrium. By emphasising the relation between deflation and financial distress, we capture some original features of the early debt-deflation literature, such as distress selling,...
Persistent link: https://www.econbiz.de/10005126279
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Bayesian Methods for Improving Credit Scoring Models
Posch Peter N.; Gunter, Loeffler; Christiane, Schoene - EconWPA - 2005
We propose a Bayesian methodology that enables banks to improve their credit scoring models by imposing prior information. As prior information, we use coefficients from credit scoring models estimated on other data sets. Through simulations, we explore the default prediction power of three...
Persistent link: https://www.econbiz.de/10005134954
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Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech republic
Hanousek, Jan; Roland, Gerard - EconWPA - 2002
We present a model of bank passivity and regulatory failure. Banks with low equity positions have more incentives to be … rates may act as an early warning signal of bank failure. We provide empirical evidence that the balance sheet information … collected by the Czech National Bank is not a better predictor of bank failure than higher deposit rates. This confirms the …
Persistent link: https://www.econbiz.de/10005407910
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A Unified Approach to Credit Crunches, Financial Instability, and Banking Crises
Peter, Goetz von - EconWPA - 2003
We link banking and asset prices in a simple monetary macroeconomic model. Our main innovation is to consider how wide-spread default affects the banking system. We find that the interaction of credit, asset prices, and loan losses explains a complete spectrum of outcomes, including financial...
Persistent link: https://www.econbiz.de/10005412610
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MODIS: A Market-Oriented Deposit Insurance Scheme
Vaez-Zadeh, Reza; Xie, Danyang; Zoli, Edda - EconWPA - 2002
This paper argues that an optimal deposit insurance scheme would allow the level of insurance coverage to be determined by the market. Based on this principle, the paper proposes an insurance scheme that minimizes distortions and embodies fairness and credibility, two essential characteristics...
Persistent link: https://www.econbiz.de/10005413124
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Banken, instituties en zachte budgetbeperkingen tijdens de transitie
Haas, Ralph de - EconWPA - 2002
De juridische bescherming van banken en aandeelhouders beïnvloedt de omvang en kwaliteit van het financiële systeem en daarmee de economische groei. Gebrekkige (juridische) instituties in transitie-economieën kunnen de economische ontwikkeling van deze landen dan ook afremmen. Zo dragen...
Persistent link: https://www.econbiz.de/10005413152
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Asset Prices and Banking Distress: A Macroeconomic Approach
Peter, Goetz von - EconWPA - 2004
through’ the bank balance sheet; once borrowers default, asset prices drive bank capital, and constrained credit in turn …
Persistent link: https://www.econbiz.de/10005413177
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INDIAN VENTURE CAPITALISTS (VCs) INVESTMENT EVALUATION CRITERIA
Mishra, Asim - EconWPA - 2005
The Venture capital (VC) industry in India is of recent origin. However, the average investment value of each deal in India have grown from $3.85 million in 2000 to $7.89 million in 2001.These developments together with the recent steps taken by government to promote venture capitalism in India...
Persistent link: https://www.econbiz.de/10005134795
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Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers?
Liberti, Jose Maria - EconWPA - 2004
commercial bank in Argentina between 1999 and 2001. Using detailed hand collected data on credit approvals, as well as perceived … reduces the number of complaints the bank receives from its clients. Alternative explanations and several tests are … structure was meaningful and productive from the bank's financial perspective. I find that cross-selling measures and bank …
Persistent link: https://www.econbiz.de/10005077034