Showing 1 - 10 of 514
better capturing creditor banking systems’ foreign credit exposures and borrower countries’ reliance on foreign bank … credit, by combining BIS data with bank-level data. The results indicate that the proposed refinements matter, especially … when foreign bank affiliates’ funding relies heavily on local deposits. In addition, after developing novel and necessary …
Persistent link: https://www.econbiz.de/10011142071
This paper documents global trends in bank activity, consolidation, internationalization, and financial firm … concentrated banking systems. We outline research directions aimed at explaining why bank consolidation and conglomeration do not …
Persistent link: https://www.econbiz.de/10005253000
foreign bank supervision in terms of division of responsibilities between the home and host countries, consolidated …
Persistent link: https://www.econbiz.de/10005253006
Foreign banks have greatly increased their presence in emerging market countries in recent years. This paper compares the performance of domestic banks and a long-established group of foreign banks during the recent crisis in Malaysia. We find that the sharpest differences are between banks...
Persistent link: https://www.econbiz.de/10005769058
This paper studies how financial stress is transmitted from advanced to emerging economies, using a new financial stress index for emerging economies. An episode of financial stress is defined as a period when the financial system's ability to intermediate may be impaired. Previous financial...
Persistent link: https://www.econbiz.de/10008528685
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/10011242213
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
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
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
of impaired bank loans. To attract risk capital, impaired loans must find market-clearing prices. However, the asymmetry …
Persistent link: https://www.econbiz.de/10005605029