Showing 1 - 10 of 82
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 …
Persistent link: https://www.econbiz.de/10010818558
The recent financial crisis emphasised the need for effective financial stability analyses and tools for detecting systemic risk. This paper looks at assessment of banking sector resilience through stress testing. We argue such analyses are valuable even in emerging economies that suffer from...
Persistent link: https://www.econbiz.de/10009649724
rapidly developing financial system. Specifically, we exam whether the central bank's monetary policy stance affects banks … the existence of a bank lending channel in Russia. Contrary to several studies on developed economies, the level of a bank …
Persistent link: https://www.econbiz.de/10004969115
The paper presents a study of Russian banks' interest rates on household deposits during the formation period of the deposit insurance system. It is shown that market discipline weakened after deposit insurance was effectively in place.
Persistent link: https://www.econbiz.de/10005419587
This paper examines how the introduction of deposit insurance influences the relationship between bank capital and …, Russia, provides a natural experiment to investigate this issue. We study three alternative measures of bank liquidity … insurance scheme exerts a limited impact on the relationship between bank capital and liquidity creation and does not change the …
Persistent link: https://www.econbiz.de/10008694566
The Central European banking industry is dominated by foreign-owned banks. During the recent crisis, for the first time since the transition, foreign parent companies were frequently in a worse financial condition than their subsidiaries. This situation created a unique opportunity to study new...
Persistent link: https://www.econbiz.de/10010818577
China employs a unique foreign bank entry model. Instead of allowing full foreign control of domestic banks, foreign … investors are expected to commit to bank corporate governance improvement and new technology support. In this context, the paper … examines the effect of foreign strategic investors on Chinese bank performance. Based on a unique data set of bank ownership …
Persistent link: https://www.econbiz.de/10010818584
present on the borrowers’ side; it is estimated that about half of state-owned commercial bank lending still goes to state …
Persistent link: https://www.econbiz.de/10009653398
The 2007-2009 global financial crisis demonstrated the need for effective systemic risk measurement and regulation. This paper proposes a straightforward approach for estimating the systemic funding liquidity risk in a banking system and identifying systemically critical banks. Focusing on the...
Persistent link: https://www.econbiz.de/10010552497
This paper introduces the “Excessive Liquidity Creation Hypothesis,” whereby a rise in a bank’s core liquidity creation … activity increases its probability of failure. Russia experienced many bank failures over the past decade, making it an ideal … that excessive liquidity creation significantly increased the probability of bank failure during our observation period …
Persistent link: https://www.econbiz.de/10010611608