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volatility of growth and profitability are bank-size dependent, and (iii) the relationship between growth and profitability of a … bank. Using a dynamic panel model estimated by GMM for a mixed sample of more than 1500 banks from 65 countries, we find no … evidence of persistence in bank growth. However, our findings suggest significant persistence in bank profitability. Moreover …
Persistent link: https://www.econbiz.de/10010274050
about the pass-through of monetary policy. On the one hand, negative rates could lead to declining bank profitability making … interest rates per se. This paper uses a large micro level data set of the German bank universe to examine how banks behave in … this uncharted territory. The evidence found suggests that bank’s business model, i.e. the share of overnight deposits …
Persistent link: https://www.econbiz.de/10012892229
the public, long-term systemic risk among banks tends to increase. From the dynamic perspective, bank penalties represent … long-term. In this respect, bank penalties resemble still waters that run deep. In contrast, a settlement with regulatory …
Persistent link: https://www.econbiz.de/10013311710
How much deposits and equity a bank has influences how a banks’ lending responds to monetary policy. While the … responsiveness for the bank lending channel has been well established, this is not the case for the risk-taking channel (RTC). We …
Persistent link: https://www.econbiz.de/10014243681
bias in corporate taxation. It is well known that this reform reduces bank leverage. This paper analyzes a novel …
Persistent link: https://www.econbiz.de/10013250732
address the following questions. How are macroeconomic shocks transmitted to bank risk and other banking variables? What are … the sources of bank heterogeneity, and what explains differences in individual banks' responses to macroeconomic shocks …? Our paper has two main findings: (i) Average bank risk declines, and average bank lending increases following expansionary …
Persistent link: https://www.econbiz.de/10010274932
Using evidence from Russia, we explore the effect of the introduction of deposit insurance on bank risk. Drawing on …
Persistent link: https://www.econbiz.de/10013249648
Does enhanced shareholder liability reduce bank failure? We compare the performance of around 4,200 state … results suggest that exposing shareholders to more downside risk can successfully reduce bank failure …
Persistent link: https://www.econbiz.de/10013220132
to higher delinquencies and interest rates, while exports are unaffected. Natural and financial hedging successfully mute …
Persistent link: https://www.econbiz.de/10014377488
granular bank-county-level data, we show that household consumption smoothing in response to the CTS was easier in financially …
Persistent link: https://www.econbiz.de/10013243243