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z-score), then apply the stochastic frontier analysis (SFA) to obtain the risk-return efficiency score for each bank …, and finally conduct ordered logit regressions of bank ratings on estimated risks, risk-return efficiency, and the inverse …This paper investigates whether there is any consistency between banks' financial strength ratings (bank rating) and …
Persistent link: https://www.econbiz.de/10010286128
lending beyond very short maturities virtually evaporated. Despite massive central bank support operations and purchases of … past major bank failures and why has it proved so hard to cure? This paper suggests that much of that answer lies in the … balance sheets of international banks and their customers. It outlines the basic building blocks of liquidity management for a …
Persistent link: https://www.econbiz.de/10010279794
New lessons, challenges, and debates have emerged from the subprime crisis in the United States. While the macroeconomic orientation is not new and has always been among the classic toolkits of central banks for ensuring financial stability, the current explicit articulation and specification of...
Persistent link: https://www.econbiz.de/10010286139