during the crisis, its efficiency in curbing bank risk-taking was rather low. …

The paper presents an econometric study of the two bank ratings assigned by Moody's Investors Service. According to … Moody’s methodology, foreign-currency long-term deposit ratings are assigned on the basis of Bank Financial Strength Ratings … (BFSR), taking into account “external bank support factors” (joint-default analysis, JDA). Models for the (unobserved …

risk. Using quarterly data spanning from 1999 to 2007 on all Russian banks, we investigate the relationship between bank …, controlling for bank characteristics, large banks have higher insolvency risk than small ones. Second, foreign-owned banks exhibit …

This paper contributes to the debate on the effect of capital requirements on bank efficiency. We study the relation … between capital ratio and bank efficiency for Chinese banks over the period 2004-2009, taking advantage of the profound … size of which depends to an extent on the bank’s ownership type. Our results therefore suggest that capital requirements …

This paper addresses the relationship between bank competition and efficiency by computing Lerner indices and cost … panel estimator framework to evaluate the sign and direction of causality between them. We observe no increase in bank … efficiency. This suggests that measures to increase bank competition in the Chinese context are not detrimental to efficiency. …

This study examines how bank ownership influenced the credit supply during the recent financial crisis in Russia, where … original approach based on stochastic frontier analysis. Our findings suggest bank ownership affected credit supply during the …