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What are the key determinants of nonperforming loans in CESEE?
Jakubík, Petr; Reininger, Thomas - 2014
Credit risk assessment is a crucial part of macroprudential analysis, with the aggregate nonperforming loan (NPL) ratio serving as a proxy for the economy-wide probability of default of the banking sector's overall loan exposure. Therefore, the factors driving the NPL ratio deserve a lot of...
Persistent link: https://www.econbiz.de/10010429944
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Effects of government interventions on bank performance
Sivá, Soňa - 2023
This paper evaluates the effects of government bailout policies on bank performance in the EU banking sector. Using a …
Persistent link: https://www.econbiz.de/10014286849
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How to measure financial (in)stability in emerging Europe?
Jakubík, Petr; Slačík, Tomáš - 2013
The importance of assessing financial stability in emerging Europe has increased rapidly since the recent financial crisis. Against this background, in the present paper we contribute to the existing literature in a twofold way: First, by using a broad range of indicators from money, bond,...
Persistent link: https://www.econbiz.de/10009792244
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Bank survival around the world : a meta-analytic review
Kočenda, Evžen; Iwasaki, Ichirō - 2021
Bank survival is essential to economic growth and development because banks mediate the financing of the economy. A … bank's overall condition is often assessed by a supervisory rating system called CAMELS, an acronym for the components … impact of CAMELS components on bank survival vary widely. We perform a meta-synthesis and meta-regression analysis (MRA …
Persistent link: https://www.econbiz.de/10012496737
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Household balance sheets and economic crisis
Jakubík, Petr - 2011
This paper studies the economic impact of the current global economic downturn on the household sector. Household budgets can be negatively affected by declines in nominal wages and increases in unemployment. We empirically test this effect for the small open emerging economy. As a result of a...
Persistent link: https://www.econbiz.de/10009229365
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Stress testing of the Czech banking sector
Jakubík, Petr (contributor);  … - 2008
This article presents the results of stress tests of the Czech banking sector conducted using models of credit risk and credit growth broken down by sector. The use of these models enables the stress tests to be linked to the CNB's official quarterly macroeconomic forecast. In addition, the...
Persistent link: https://www.econbiz.de/10003721287
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Implied market loss given default: structural-model approach/ Jakub Seidler
Seidler, Jakub (contributor) - 2008
This paper focuses on the key credit risk parameter Loss Given Default (LGD). We describe its general properties and determinants with respect to seniority of debt, characteristics of debtors or macroeconomic conditions. Further, we illustrate how the LGD can be extracted from market observable...
Persistent link: https://www.econbiz.de/10003790260
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Institutions, financial development, and small business survival: evidence from European emerging markets
Iwasaki, Ichirō; Kočenda, Evžen; Shida, Yoshisada - 2020
In this paper, we traced the survival status of 94,401 small businesses in 17 European emerging markets from 2007-2017 and empirically examined the determinants of their survival, focusing on institutional quality and financial development. We found that institutional quality and the level of...
Persistent link: https://www.econbiz.de/10012297522
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How firms survive in European emerging markets : a survey
Baumöhl, Eduard; Kočenda, Evžen - 2022
We survey the empirical evidence on corporate survival and its determinants in European emerging markets. We demonstrate that (i) institutional quality is a significant preventive factor for firm survival in all sectors of the economy, which holds for small, medium and large firms alike. On the...
Persistent link: https://www.econbiz.de/10013271002
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Regulatory stress tests and bank responses : heterogeneous treatment effect in dynamic settings
Janda, Karel; Kravtsov, Oleg - 2019
This paper investigates the impact of regulatory stress test framework in the European Union on the banks conduct and portfolio adjustments. Our findings suggest that the banks subject to regulatory stress testing tend to structure their portfolios with lower risk density. However this does not...
Persistent link: https://www.econbiz.de/10012107780