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indicate that a 1 percentage point increase in a bank's equity-to-assets ratio lowers its cost of equity by about 18 basis …
Persistent link: https://www.econbiz.de/10012843315
We examine how bank competition in the run-up to the 2007-2009 crisis affects banks' systemic risk during the crisis …. We then investigate whether this effect is influenced by two key bank characteristics: securitization and bank capital …. Using a sample of the largest listed banks from 15 countries, we find that greater market power at the bank level and higher …
Persistent link: https://www.econbiz.de/10012865123
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
policymakers’ efforts to strengthen bank capitalization …
Persistent link: https://www.econbiz.de/10013098630
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
The global financial crisis has placed the spotlight squarely on bank stress tests. Stress tests conducted in the lead …
Persistent link: https://www.econbiz.de/10013084148
comparator block in the Eastern Caribbean. Using bank-level data, we find that countries with a high level of operating costs, a … operating costs are associated with low measures of institutional quality and a small size of bank operations. We find support …
Persistent link: https://www.econbiz.de/10013085138
the probability of financial crisis. It finds that greater tax bias is associated with significantly higher aggregate bank …
Persistent link: https://www.econbiz.de/10013085611
This paper runs qualitative and quantitative analyses of the financial soundness of Danish banks. Helped by a series of Denmark's financial policy initiatives, banks have made progress in improving financial stability. However, vulnerabilities remain. To mitigate risks, banks should continue to...
Persistent link: https://www.econbiz.de/10013085614
precautionary liquidity buffers is associated with measures of bank size, profitability, capitalization, and financial development …
Persistent link: https://www.econbiz.de/10013085995