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The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study
Roy, Patrick Van - EconWPA - 2005
of this study lies in the fact that the standardized approach to credit risk in the New Basel Accord is conceptually … equations model to analyze adjustments in capital and credit risk at banks from G- 10 countries over the 1988-95 period. The … banks increased or decreased their credit risk over the period studied. Interestingly, these findings are robust to the …
Persistent link: https://www.econbiz.de/10005134754
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Libéralisation financière : Impacts et conditions de réussite Un essai d'application pour les pays du Maghreb
KHALFAOUI, Hamdi - EconWPA - 2005
Résumé : La libéralisation financière qui est imposée à certains pays en développement, sous l'égide des organisations internationales (FMI et Banque Mondiale) et l'impulsion de la puissante vague de transactions financières internationales, est devenue de plus en plus une exigence...
Persistent link: https://www.econbiz.de/10005119481
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Growth Dynamics: The Myth of Economic Recovery
Cerra, Valerie; Saxena, Sweta C. - EconWPA - 2005
Using panel data for a large number of countries, we find that economic contractions are not followed by offsetting fast recoveries. Trend output lost is not regained, on average. Wars, crises, and other negative shocks lead to absolute divergence and lower long-run growth, whereas we find...
Persistent link: https://www.econbiz.de/10005126155
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No More Rocking Horses: Trading Business-Cycle Depth for Duration Using an Economy-Specific Characteristic.
Mikhail, Ossama - EconWPA - 2004
Regarding the trade-off between the depth and the duration of recessions, there exists a mounting empirical evidence of the idiosyncratic and non-synchronized behavior of the business cycle over time within and across countries. In this paper, I propose a stochastic dynamic general equilibrium...
Persistent link: https://www.econbiz.de/10005076708
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CIRCULAR VARIABLE WORK IN PROCESS
Vildosola, Luis - EconWPA - 2002
This work is focused on identifying a circular pull production control system (PPCS) and make emphasis on the presence of a stability attribute. It is an introductory paper to an extended study of macroeconomic financial stability in a physically open but systemic closed system. Previous work...
Persistent link: https://www.econbiz.de/10005126234
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Foreign Banks and Credit Stability in Central and Eastern Europe: friends or foes? A panel data analysis
Haas, Ralph de; Lelyveld, Iman van - EconWPA - 2003
credit and deposit bases, whereas foreign banks did not. Also, home country conditions matter for foreign bank growth, as … there is a significant and negative relationship between home country economic growth and host country credit by foreign …
Persistent link: https://www.econbiz.de/10005125544
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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 … and legal environment in driving bank capitalization and credit risk taking behavior in emerging market economies. …
Persistent link: https://www.econbiz.de/10005076943
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Le Rôle de l'Environnement Réglementaire, Légal et Institutionnel dans la Défaillance des Banques : Le Cas des Pays Emergents
Godlewski, Christophe - EconWPA - 2004
Cet article étudie l’impact des facteurs institutionnels et réglementaires sur la défaillance des banques des pays émergents. Peu de travaux se sont intéressés à la défaillance bancaire dans ces pays. Or, la qualité des institutions telles que les commissions de régulation et de...
Persistent link: https://www.econbiz.de/10005077004
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Excess Credit Risk and Bank’s Default Risk An Application of Default Prediction’s Models to Banks from Emerging Market Economies
Godlewski, Christophe - EconWPA - 2004
a source of excess credit risk, which increases bank failure risk. The integration of these environmental variables …
Persistent link: https://www.econbiz.de/10005077012
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Influence des Facteurs Institutionnels sur l’Excès de Risque et les Ratings de Banques dans les Pays Emergents
Godlewski, Christophe - EconWPA - 2004
L’environnement réglementaire et institutionnel influence la prise de risque du banquier, particulièrement dans les pays émergents. L’excès de risque qui peut en résulter fragilise considérablement la solidité bancaire. Cet article étudie l’influence des facteurs institutionnels...
Persistent link: https://www.econbiz.de/10005077037