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Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks
Brož, Václav; Kocenda, Evžen - 2021
We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U.S. banking industry. We employ a frequency decomposition of volatility spillovers (connectedness) to assess system-wide risk transmission with short-, medium-, and long-term...
Persistent link: https://www.econbiz.de/10012799763
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Mortgage-Related Bank Penalties and Systemic Risk Among U.S. Banks
Brož, Václav; Kočenda, Evžen - 2021
We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U.S. banking industry. We employ a frequency decomposition of volatility spillovers (connectedness) to assess system-wide risk transmission with short-, medium-, and long-term...
Persistent link: https://www.econbiz.de/10013311710
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The Performance of Banks in the MENA Region During the Global Financial Crisis
Caporale, Guglielmo Maria; Lodh, Suman; Nandy, Monomita - 2016
(MENA) region, as well as the main determinants of the profitability of both domestic and foreign banks. The empirical … profitability, size does not appear to play a role, whilst the liquidity ratio and net interest revenues seem to have a negative and …
Persistent link: https://www.econbiz.de/10011522421
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The Good, the Bad, and the Ugly : Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks
Florian, Urbschat - 2019
about the pass-through of monetary policy. On the one hand, negative rates could lead to declining bank profitability making …
Persistent link: https://www.econbiz.de/10012892229
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Financial Stability in Europe: Banking and Sovereign Risk
Bruha, Jan; Kocenda, Ev en - 2017
We analyze the link between banking sector quality and sovereign risk in the whole European Union over 1999–2014. We employ four different indicators of sovereign risk (including market- and opinion-based assessments), a rich set of theoretically and empirically motivated banking sector...
Persistent link: https://www.econbiz.de/10011657174
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Default predictors and credit scoring models for retail banking
Kocenda, Evézen; Vojtek, Martin - 2009
This paper develops a specification of the credit scoring model with high discriminatory power to analyze data on loans at the retail banking market. Parametric and non- parametric approaches are employed to produce three models using logistic regression (parametric) and one model using...
Persistent link: https://www.econbiz.de/10010265990
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Demographic change and bank profitability: empirical evidence from German savings banks
Berlemann, Michael; Oestmann, Marco; Thum, Marcel - 2010
, allows us estimating the socio-demographic determinants of retail profitability. Using a simulation model, we are able to … predict the development of bank profitability due to demographic shifts up to 2025. One of the main findings is that the … the population reduces the customer base, ageing per se increases profitability as older customers typically generate …
Persistent link: https://www.econbiz.de/10010271784
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Profit Taxation and Bank Risk Taking
Kogler, Michael - 2021
How can tax policy improve financial stability? Recent studies suggest large stability gains from eliminating the debt bias in corporate taxation. It is well known that this reform reduces bank leverage. This paper analyzes a novel, complementary channel: risk taking. We model banks’ portfolio...
Persistent link: https://www.econbiz.de/10013250732
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What Drives Financial Development? A Meta-Regression Analysis
Doucouliagos, Chris - 2020
This paper offers a meta-regression analysis of the literature on the drivers of financial development. Our results based on 1900 estimates suggest that institutional quality is positively correlated to both private sector credit and stock market capitalization (both as share of GDP). Domestic...
Persistent link: https://www.econbiz.de/10012830987
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Mixing QE and Interest Rate Policies at the Effective Lower Bound : Micro Evidence from the Euro Area
Bittner, Christian; Rodnyansky, Alexander; Saidi, Farzad; … - 2021
In the presence of negative monetary-policy rates and a zero lower bound on deposit rates, banks that are more exposed to central banks’ asset-purchase programs reduce their lending to the real economy by more than their counterparts. When banks face a lower bound on customer deposit rates, an...
Persistent link: https://www.econbiz.de/10013323089