Showing 1 - 10 of 232
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
fixed income unless the value of the bank’s assets falls below a predetermined threshold. In such an event, the debt … obligation is automatically converted to the bank’s common equities. By using a contingent claims valuation approach we present … bank that includes DES or alternatively subordinated debt in its capital structure. We compare and evaluate quantitatively …
Persistent link: https://www.econbiz.de/10005413031
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
-2000, with detailed information on bank ownership. Our analysis shows that during crisis periods domestic banks contracted their … credit and deposit bases, whereas foreign banks did not. Also, home country conditions matter for foreign bank growth, as …
Persistent link: https://www.econbiz.de/10005125544
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
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 …, riskier bank holding companies with fee- based and consumer business gain most, consistent with the extension of federal …
Persistent link: https://www.econbiz.de/10005561610
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
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 … econometric tests, we choose the Fixed Effects panel regression model because the bank specific characteristics are found to be …
Persistent link: https://www.econbiz.de/10005561652
found for hypothesized transmission mechanisms through improved financing for SMEs or greater overall bank credit flows. The …
Persistent link: https://www.econbiz.de/10005561768
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