Showing 1 - 10 of 169
systemic risk. This paper looks at assessment of banking sector resilience through stress testing. We argue such analyses are …
Persistent link: https://www.econbiz.de/10012148658
This paper contributes to the debate on the effect of capital requirements on bank effieciency. 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/10012148714
systemic risk. This paper looks at assessment of banking sector resilience through stress testing. We argue such analyses are …
Persistent link: https://www.econbiz.de/10009649724
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
We investigate the relationship of central bank independence and banks' systemic risk measures. Our results support the … on the contribution and exposure of a bank to systemic risk. Moreover, the impact of central bank independence is similar … for the stand-alone risk of individual banks. Secondarily, we study how the central bank independence affects the impact …
Persistent link: https://www.econbiz.de/10012614235
We study the impact of China's 2013 implementation of Basel III on bank risk-taking and its responses to monetary …-in-difference identification, exploiting cross-sectional differences in lending behaviors between highrisk and low-risk bank branches before and … after the new regulations. We find that, through a risk-weighting channel, changes in regulations significantly reduced bank …
Persistent link: https://www.econbiz.de/10012815317
The Central Bank of Russia (CBR) assumes a wide range of functions not raditional to a central bank.In addition to the … implementation of a deposit insurance scheme and is the main owner of Russia's largest commercial bank, Sberbank.As this additional … allocation of regulatory powers within a central bank prescribed in the literature.I then empirically investigate the need for a …
Persistent link: https://www.econbiz.de/10012148490
This paper applies an analytical paradigm of institutional economics to the transition of the Russian banking sector, focusing on the interplay between ownership change and institutional change. We find that the state's withdrawal from commercial banking has been inconsistent and limited in...
Persistent link: https://www.econbiz.de/10012148527
stake in a Chinese bank (in con-trast to the typical pattern in emerging countries), appears to be most effective when the … foreign bank acts as a strategic investor. Purely financial investors contribute little, if any-thing, to bank performance. …
Persistent link: https://www.econbiz.de/10012148555
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/10012148558