Showing 1 - 10 of 47
The determinants of default risk of banks in emerging economies have so far received inadequate attention in the … the economy. Public sector banks have shown significant performance in containing bad debts. Private banks have continued … banks, apart from other accepted determinants of profitability, asset size has no significant impact on profitability. …
Persistent link: https://www.econbiz.de/10011263002
beneficial change in the business models of both banks and long-term investors. …
Persistent link: https://www.econbiz.de/10010956136
The aim of this paper is to assess how German savings banks adjust capital and risk under capital regulation. We …-called capital buffer). Banks with low capital buffers try to rebuild an appropriate capital buffer by raising capital and … simultaneously lowering risk. In contrast, banks with high capital buffers try to maintain their capital buffer by increasing risk …
Persistent link: https://www.econbiz.de/10005700567
The interaction between financial markets and the macroeconomy can be strongly affected by changes in credit market regulations. In order to take account of these effects the authors control explicitly for regime shifts in a system of debt equations for Norway using a common, flexible trend. The...
Persistent link: https://www.econbiz.de/10009025225
Based on a quarterly regulatory dataset for German banks from 1999 to 2004, this paper analyzes the effects of banks …’ regulatory capital on the transmission of monetary policy in a system of liquidity networks. The dynamic panel regression results … provide evidence in favor of the bank capital channel theory. Banks holding less regulatory capital and less interbank …
Persistent link: https://www.econbiz.de/10005818925
of a bank in a payment system and identifies banks most affected by the failure. SinkRank is based on absorbing Markov … chains, which are well-suited to model liquidity dynamics in payment systems. Because actual bank failures are rare and the … (Congestion) aggregated over all banks and the average reduction in available funds of the other banks due to the failing bank …
Persistent link: https://www.econbiz.de/10010983171
connections 3merges from idiosyncratic liquidity shocks. Banks initially choose potential trading partners randomly, but form … banks mediating between the liquidity needs of many smaller banks. Statistical analysis shows that this evolving interbank … system displays a formation of a core-periphery structure with mainly the largest banks assuming the roles of money center …
Persistent link: https://www.econbiz.de/10010905569
The author suggests the 2008 financial crisis was the culmination of an accelerating process of financial market evolution that is inherently unstable. From his viewpoint markets are not well organized to manage the power financial assets have to generate emotion and their wider effect on human...
Persistent link: https://www.econbiz.de/10005083355
The relationship between a venture capitalist and an entrepreneur is modeled to investigate the impact of public subsidies on venture capital investments in start-up enterprises. In this model, the venture capitalist only finances start-up enterprises if he has sufficient expertise to make...
Persistent link: https://www.econbiz.de/10005700500
This paper compares the depth of the Recent Crisis and the Great Depression. We use a new data set to compare the drop in activity in the industrialized countries for seven activity indicators. This is done under the assumption that the Recent Crisis leveled off in mid-2009 for production and...
Persistent link: https://www.econbiz.de/10008615592