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curves and an inability to offer deposit rates significantly below zero combine to compress bank earnings in this environment …
Persistent link: https://www.econbiz.de/10012910355
As part of Basel III reforms, the NSFR is a new prudential liquidity rule aimed at limiting excess maturity transformation risk in the banking sector and promoting funding stability. The revised package has been issued for public consultation with a plan of making the rule binding in 2018. This...
Persistent link: https://www.econbiz.de/10013050676
This paper reviews the empirical relationships between credit growth, economic recovery, and bank profitability in … underperformance. Bank lending has been subdued as well, but this appears to have only held back the recovery relatively moderately. A … 10 percent increase in bank credit to the private sector is associated with a rise of 0.6-1 percent in real GDP and 2 …
Persistent link: https://www.econbiz.de/10012929951
, over a decade and a half preceding the pandemic, bank dividend payouts were adjusted in line with the motivations found in …
Persistent link: https://www.econbiz.de/10014239398
A recent World Bank enterprise survey identified access to finance as the top constraint to Doing Business in Nigeria …
Persistent link: https://www.econbiz.de/10012831603
This paper computes data-driven correlation networks based on the stock returns of international banks and conducts a comprehensive analysis of their topological properties. We first apply spatial-dependence methods to filter the effects of strong common factors and a thresholding procedure to...
Persistent link: https://www.econbiz.de/10012977779
Using a dataset covering a large sample of emerging economies (EMEs), westudy the relationship between debt and economic performance in bad times.While previous research has shown that private debt buildups exacerbate theduration and intensity of recessions in advanced economies (AEs), we...
Persistent link: https://www.econbiz.de/10012957839
We use data on 1,294 banks in Central and Eastern Europe to analyze how bank ownership and creditor coordination in the …
Persistent link: https://www.econbiz.de/10013102276
Concentration risk is an important feature of many banking sectors, especially in emerging and small economies. Under the Basel Framework, Pillar 1 capital requirements for credit risk do not cover concentration risk, and those calculated under the Internal Ratings Based (IRB) approach...
Persistent link: https://www.econbiz.de/10012977807
We analyze how bank profitability impacts financial stability from both theoretical and empirical perspectives. We … first develop a theoretical model of the relationship between bank profitability and financial stability by exploring the … empirical determinants of bank risks and profitability, and how the level and the source of bank profitability affect risks for …
Persistent link: https://www.econbiz.de/10012892910