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We estimate a dynamic structural banking model to examine the interaction between risk-weighted capital adequacy and …
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Structural changes in retail banking markets and development of remote access technologies have reduced the number of …
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This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the literature is twofold: First, we present an extended model of Ho and Saunders (1981) that explicitly captures interest rate risk and returns from maturity transformation. Banks price...
Persistent link: https://www.econbiz.de/10009572494
This paper introduces a stress test of the corporate credit portfolios of 24 large German banks by a two-stage approach: First, a macro-econometric model is used to forecast the impact of a substantial increase of the user cost of business capital for firms worldwide on three particularly...
Persistent link: https://www.econbiz.de/10009509091
Little is known about how socioeconomic characteristics of executive teams affect corporate governance in banking …
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investment. This paper shows how the combination of early privatization of the banking system plus financial restructuring of … between investment and growth. It has been argued that the inefficiencies of both development and commercial banking in the … efficiency characteristics of development and commercial banking in Southern Italy are contrasted with those in East Germany …
Persistent link: https://www.econbiz.de/10011417544