Showing 1 - 10 of 133
create dependency between bank leverage and risk. Using a large international sample of banks this paper estimates the short … and long run effects of corporate income taxes (CIT) on bank capital structure and portfolio risk accounting for their ….8-1.4 percentage points in bank leverage and a 2-7-percentage point reduction in the average risk-weight of assets. While the estimated …
Persistent link: https://www.econbiz.de/10011092307
reinforcing effects? The authors relate bank efficiency to shortfalls from a stochastic risk/return frontier. They analyze how … Turkish banks. The 2000 financial crisis was a wakeup call for bank efficiency and corporate governance. As a result, better … environments are more stable and bank products are more complex. …
Persistent link: https://www.econbiz.de/10011090672
In this paper we revisit the long debate on the risk effects of bank competition and propose a new approach to the … empirical estimation of the relation between deposit market competition and bank risk. Our approach accounts for the opportunity … comprehensive dataset which combines retail deposit rates data with data on bank characteristics and with data on local deposit …
Persistent link: https://www.econbiz.de/10011090941
In this paper we analyze whether discretionary lending increases bank risk. We use a panel dataset of matched bank and … transaction bank. These selection effects are stronger in more competitive markets, as predicted by theory. However, while …
Persistent link: https://www.econbiz.de/10011092042
This paper provides the first empirical evidence on how home-country regulation and supervision affects bank risk … independently from the effect that bank balance sheet have on lending. These findings imply that loose home-country regulation and …
Persistent link: https://www.econbiz.de/10011090625
particular, we show that the stock market applies far greater discounts to a bank’s real estate loans and mortgage … suggests that bank balance sheets overvalue real estate related assets during economic slowdowns. Estimated discounts are … impairment. We also find that bank share prices, especially for banks with large exposures to mortgage-backed securities, react …
Persistent link: https://www.econbiz.de/10011091514
inefficiencies, as the various distortions can offset each other. Empirical analysis using bank-level data from the recent crisis …
Persistent link: https://www.econbiz.de/10011091960
. Using a model of a systemic bank suffering from liquidity shocks, we find that the unregulated bank keeps too much liquidity … induces moral hazard. Therefore, we introduce a fiscal authority that is able to bail out the bank by injecting capital. This …
Persistent link: https://www.econbiz.de/10011092076
than under national resolution. Results from a numerical simulation exercise and empirical analysis using bank-level data …
Persistent link: https://www.econbiz.de/10011092538
Using a novel enterprise survey from Kenya (FinAccess Business), we document a strong positive association between the use of mobile money as a method to pay suppliers and access to trade credit. We develop a dynamic general equilibrium model with heterogeneous entrepreneurs, imperfect credit...
Persistent link: https://www.econbiz.de/10011245989