Showing 1 - 10 of 761
This paper offers novel evidence on the impact of raising bank capital requirements in the context of an emerging … market: Peru. Using quarterly bank-level data and exploiting the adoption of bank-specific capital buffers, we find that … higher capital requirements have a short-lived, negative impact on bank credit in Peru, although this effect becomes …
Persistent link: https://www.econbiz.de/10012907949
This paper studies the relationship between banks' holdings of domestic sovereign securities and credit growth to the private sector in emerging market and developing economies. Higher banks' holdings of government debt are associated with a lower credit growth to the private sector and with a...
Persistent link: https://www.econbiz.de/10012858956
global factors driving cross-border bank flows, alongside country-specific factors. It confirms the explanatory power of US … financial conditions, with flows decreasing in market volatility (VIX) and term premia, and increasing in bank leverage, growth … frameworks and better bank regulation, but less so for flows to non-financial firms …
Persistent link: https://www.econbiz.de/10013053045
We study the effects of a bank's engagement in trading. Traditional banking is relationship-based: not scalable, long …-based: scalable, shortterm, capital constrained, and with the ability to generate risk from concentrated positions. When a bank … inefficiencies. A bank may allocate too much capital to trading ex-post, compromising the incentives to build relationships ex …
Persistent link: https://www.econbiz.de/10013098572
The crisis in Europe has underscored the vulnerability of European bank funding models compared to international peers …. This paper studies the drivers behind this fragility and examines the future of bank funding, primarily wholesale, in … possible policy options and bank actions to enhance European bank funding models' robustness …
Persistent link: https://www.econbiz.de/10013085997
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
Sound corporate governance is essential for a well-functioning banking system and the integrity of financial markets. The paper discusses the corporate governance of Italian banks, its regulatory framework, and the specific challenges arising from the role played by foundations and large...
Persistent link: https://www.econbiz.de/10013045259
This paper assesses the impact of the geographic diversification of bank holding company (BHC) assets across the United … States on their market valuations. Using two novel identification strategies based on the dynamic process of interstate bank …
Persistent link: https://www.econbiz.de/10013110090
supply factors, both for the whole 1993-2010 period and during periods of financial instability. Using bank-level panel data …
Persistent link: https://www.econbiz.de/10013101520
Determinants of bank-level credit growth in Saudi Arabia are investigated by applying a panel approach to data spanning … 2000-15. Strong bank balance sheet conditions, economic activity, and oil prices support bank lending. Reduced bank … concentration appears to have helped. Lending remained robust in 2015 despite oil prices having declined, helped by strong bank …
Persistent link: https://www.econbiz.de/10012960574