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Can Contingent Convertibles Help Private Asset Managers Fund Their Acquisition of Non-Performing Loans from Portuguese Banks?
Santos, Andre Oliveira - 2019
This paper analyzes the capital structure of private asset managers in which theacquisition of nonperforming loans (NPLs) is funded with Contingent Convertibles(CoCos) placed with investors. The paper develops a model based on NPL transferprices and residual recovery rates to assess capital...
Persistent link: https://www.econbiz.de/10012868458
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Determinants of Credit Growth and Interest Margins in the Philippines and Asia
Tan, Tatum Blaise Pua - 2012
reserve requirements, greater banking sector development, smaller stock market development and lower government deficits …
Persistent link: https://www.econbiz.de/10013102279
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Bank Stress Testing of Physical Risks Under Climate Change Macro Scenarios : Typhoon Risks to the Philippines
Hallegatte, S.; Lipinsky, Fabian; Morales, Paola; Oura, … - 2022
Bank stress tests of climate change risks are relatively new, but are rapidly proliferating. The IMF and World Bank staff collaborated to develop an experimental macro scenario stress testing approach to examine physical risks for banks by building a dynamic stochastic general equilibrium model...
Persistent link: https://www.econbiz.de/10013492150
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Banking Across Borders : Are Chinese Banks Different?
Cerutti, Eugenio; Koch, Cathérine; Pradhan, Swapan-Kumar - 2021
We explore the global footprint of Chinese banks and compare it with that of other bank nationalities. Chinese banks have become the largest cross-border creditors for almost half of all emerging market and developing economies (EMDEs). Their global reach resembles that of banks from advanced...
Persistent link: https://www.econbiz.de/10013252034
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Non-Performing Loans in CESEE : Determinants and Impact on Macroeconomic Performance
Klein, Nir - 2013
feedback effects from the banking system to the real economy, thus suggesting that the high NPLs that many CESEE countries …
Persistent link: https://www.econbiz.de/10013083625
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The Dynamics of Non-Performing Loans During Banking Crises : A New Database
Ari, Anil - 2020
This paper presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990 … banking sector conditions. Our findings suggest that reducing pre-crisis vulnerabilities and promptly addressing NPL problems …
Persistent link: https://www.econbiz.de/10012843502
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Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections : An Application to Ecuador
Grigoli, Francesco - 2017
We propose a stress testing framework of credit risk, which analyzes macro-financial linkages, generates consistent forecasts of macro-financial variables, and projects NPL on the basis of such forecasts. Economic contractions are generally associated with increases in non-performing loans...
Persistent link: https://www.econbiz.de/10012962169
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The Impact of Oil Prices on the Banking System in the GCC
Khandelwal, Padamja - 2016
This paper examines the links between global oil price movements and macroeconomic and financial developments in the GCC. Using a range of multivariate panel approaches, including a panel vector autoregression approach, it finds strong empirical evidence of feedback loops between oil price...
Persistent link: https://www.econbiz.de/10012977793
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An Empirical Investigation of Oil-Macro-Financial Linkages in Saudi Arabia
Miyajima, Ken - 2016
Oil-macro-financial linkages in Saudi Arabia are analyzed by applying panel econometric frameworks (multivariate and vector autoregression) to maceoeconomic and bank-level balance sheet data for 9 banks spanning 1999-2014. Lower growth of oil prices and non-oil private sector output leads to...
Persistent link: https://www.econbiz.de/10012996092
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Spillover Effects of Exchange Rates : A Study of the Renminbi
Mattoo, Aaditya - 2012
This paper estimates the impact of China's exchange rate changes on exports of competitor countries in third markets … between China and its developing country competitors in specific products and destinations plays a key role. We exploit the … that a 10 percent appreciation of China's real exchange rate boosts on average a developing country's exports of a typical …
Persistent link: https://www.econbiz.de/10013106742