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Europe. Therefore the paper considers the development of the Estonian banking sector and derives individual banks ́fragility … is to use a plurality of risk scores when assessing bank vulnerability. …
Persistent link: https://www.econbiz.de/10003300957
This study is an empirical investigation of theoretical predictions concerning the impact of bank competition on bank … banking increases, the loan-to-asset ratio will rise (under reasonable assumptions), but the probability of bank failure can … either increase or decrease. However, the probability of bank failure will fall if and only if borrowers' response to take on …
Persistent link: https://www.econbiz.de/10008697517
In this study, we systematically evaluate the potential of a bunch of survey-based indicators from different economic branches to forecasting export growth across a multitude of European countries. Our pseudo out-of-sample analyses reveal that the best-performing indicators beat a well-specified...
Persistent link: https://www.econbiz.de/10012104016
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/10012584232
Using a panel data approach with bank-fixed effects, we study the impact of Targeted Longer-Term Refinancing Operations …
Persistent link: https://www.econbiz.de/10014533785
ratio) and size (TBA) of the industry are linked to lower sovereign risk in general. Foreign bank penetration and … after the onset of the sovereign crisis in Europe. …
Persistent link: https://www.econbiz.de/10011646829
In this paper, we provide evidence for a risk-taking channel of monetary policy transmission in the euro area that works through an increase in shadow banks' total asset growth and their risk assets ratio. Our dataset covers the period 2003Q1 - 2017Q3 and includes, in addition to the standard...
Persistent link: https://www.econbiz.de/10011864635
Banking regulation invites banks to gamble when buying government bonds that regulators consider to be risk-free. The adverse effects on financial stability are known. In turn, this study shows that governments have an incentive to use banking regulation in order to enhance their fiscal...
Persistent link: https://www.econbiz.de/10014576947
A reasonable future for Europe can only be achieved if two essential elements are fulfilled: Firstly, newly established …
Persistent link: https://www.econbiz.de/10011919540
financial crisis of the 20th century - the Great Depression. Using balance-sheet and systemic risk measures at the bank level …, we build an econometric model with incidental truncation that jointly considers bank survival, the type of bank closure … (consolidations, absorption, and failures), and changes to bank risk. Despite roughly 9,000 bank closures, risk did not leave the …
Persistent link: https://www.econbiz.de/10014323137