Showing 1 - 10 of 63
Basel II. In this paper, bank data for 2002-2006 are used to estimate models of bank cost efficiency. In contrast to most …
Persistent link: https://www.econbiz.de/10008594471
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
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. …
Persistent link: https://www.econbiz.de/10010818570
This paper considers whether local bank participation exerts an impact on the spreads for syndicated loans in Russia … variables including information on local bank participation and the characteristics of loans and borrowers. Unlike earlier … local presence may influence a foreign bank’s monitoring ability and access to information about borrowers. We observe no …
Persistent link: https://www.econbiz.de/10005034669
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 …
Persistent link: https://www.econbiz.de/10009645239
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
bank participation, suggesting that domestic banks are less cautious in their risk management. …
Persistent link: https://www.econbiz.de/10008774235
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
vector autoregression with sign restrictions) and one is based on bank-specific Bank Lending Survey results. We conclude that … is likely to be driven by bank-side (supply) shocks. We identify large and unexplained supply shocks in loan fluctuations …
Persistent link: https://www.econbiz.de/10011204443
, we empirically investigate whether bank liquidity creation fosters economic growth in a large emerging market, Russia. We … follow the methodology of Berger and Bouwman (2009) to measure bank liquidity creation using a rich and exhaustive dataset of … for Russian regions in the period 2004–2012. Our results suggest that bank liquidity creation fosters economic growth …
Persistent link: https://www.econbiz.de/10011204444