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Default, Credit Growth, and Asset Prices.
Segoviano Basurto, Miguel A - 2006
Intro -- Contents -- I. INTRODUCTION -- II. BANK CREDIT AND PROPERTY PRICES -- III. DEFAULT, CREDIT GROWTH, AND ASSET …
Persistent link: https://www.econbiz.de/10012691020
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Effectiveness and Channels of Macroprudential Instruments : Lessons from the Euro Area
Tressel, Thierry; Zhang, Yuanyan - 2016
euro area Bank Lending Survey to assess the effectiveness of macro-prudential policies in containing credit growth and … house price appreciation in mortgage markets. We find instruments targeting the cost of bank capital most effective in …
Persistent link: https://www.econbiz.de/10014408006
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Are Weak Banks Leading Credit Booms? Evidence from Emerging Europe
Igan, Deniz - 2008
This paper examines the behavior of bank soundness indicators during episodes of brisk loan growth, using bank …-level data for central and eastern Europe and controlling for the feedback effect of credit growth on bank soundness. No evidence …
Persistent link: https://www.econbiz.de/10012677467
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Credit Booms and Lending Standards
Dell'Ariccia, Giovanni - 2008
This paper links the current sub-prime mortgage crisis to a decline in lending standards associated with the rapid expansion of this market. We show that lending standards declined more in areas that experienced larger credit booms and house price increases. We also find that the underlying...
Persistent link: https://www.econbiz.de/10012677586
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Banking Structure and Credit Growth in Central and Eastern European Countries
Aydin, Burcu - 2008
financial conditions in the foreign bank's home country …
Persistent link: https://www.econbiz.de/10012677659
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India's Banks: Lending to Productive Firms?
George, Siddharth - 2022
productivity. The analysis reveals that the link between productivity and bank credit growth is weaker for firms with significant …
Persistent link: https://www.econbiz.de/10015060465
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Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector
Souto, Marcos - 2009
The credit risk measures we develop in this paper are used to investigate macrofinancial linkages in the Mexican banking system. Domestic and external macro-financial variables are found to be closely associated with banking soundness. At the aggregate level, high external volatility and...
Persistent link: https://www.econbiz.de/10012677777
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The Determinants of Commercial Bank Profitability in Sub-Saharan Africa
Flamini, Valentina - 2009
Bank profits are high in Sub-Saharan Africa (SSA) compared to other regions. This paper uses a sample of 389 banks in … 41 SSA countries to study the determinants of bank profitability. We find that apart from credit risk, higher returns on … assets are associated with larger bank size, activity diversification, and private ownership. Bank returns are affected by …
Persistent link: https://www.econbiz.de/10012677708
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Stressing to Breaking Point : Interpreting Stress Test Results
Worrell, Rupert - 2008
This paper illustrates how stress tests of banking systems may be designed to evaluate banks' reaction to shocks of increasing intensity, up to the point where regulatory norms are breached, or banks become insolvent. This approach offers useful insight and guidance for regulatory policy and...
Persistent link: https://www.econbiz.de/10014409038
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Fiscal Rules and the Sovereign Default Premium
Hatchondo, Juan Carlos; Roch, Francisco; Martinez, Leonardo - International Monetary Fund (IMF) - 2012
This paper finds optimal fiscal rule parameter values and measures the effects of imposing fiscal rules using a default model calibrated to an economy that in the absence of a fiscal rule pays a significant sovereign default premium. The paper also studies the case in which the government...
Persistent link: https://www.econbiz.de/10009650638