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Lending practices of commercial banks in Afghanistan were analyzed using CAMEL ratings. Statistically significant correlations were found: Banks with worse ratings (a) had more lending to domestic clients and (b) paid less tax. There was no statistically significant relationship between profits...
Persistent link: https://www.econbiz.de/10012677812
The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks' headline capital ratios underestimate their capital strengths. Given their high capital quality and the progress in their funding profiles since the global financial crisis,...
Persistent link: https://www.econbiz.de/10009423924
discipline: a weak bank may not necessarily be able to stop a deposit drain by raising its uninsured deposit interest rates. …
Persistent link: https://www.econbiz.de/10005248320
rules, supervision, and market discipline-of the bank regulatory framework envisioned by the New Basel Accord (Basel II). It …
Persistent link: https://www.econbiz.de/10005768980
Cooperative banks are an important, and growing, part of many financial systems. This paper empirically analyzes the role of cooperative banks in financial stability. Contrary to some suggestions in the literature, we find that cooperative banks are more stable than commercial banks. This...
Persistent link: https://www.econbiz.de/10012677846
Intro -- Contents -- I. INTRODUCTION -- II. SUPERVISORY PRACTICES -- III. TOWARDS GOOD PRACTICES -- COUNTRY PRACTICES: SURVEY RESULTS -- CURRENCY-INDUCED CREDIT RISK IN SELECTED BANKING SYSTEMS -- References.
Persistent link: https://www.econbiz.de/10012691102
This paper investigates macroprudential policy effects on bank systemic risk and the role of inflation targeting in … such effects. Using bank-level data for 45 countries comprising various monetary and exchange rate regimes, our regime … tightening of most macroprudential tools-including DSTI and LTV limits, and capital requirements-reduces bank systemic risk …
Persistent link: https://www.econbiz.de/10015059389
Persistent link: https://www.econbiz.de/10012691065
the measures taken by the Central Bank of the U.A.E. to ease liquidity pressures in the second half of 2008. Drawing also …
Persistent link: https://www.econbiz.de/10012677507
Intro -- Contents -- I. INTRODUCTION -- II. THE BASIC MODEL SETTING -- III. MODEL 1: A SIMPLE MODEL WITH NON-RANDOM DEFAULT PROBABILITIES -- IV. INTRODUCING THE POISSON APPROXIMATION -- V. MODEL 2: THE MODEL WITH KNOWN PROBABILITIES REVISITED -- VI. MODEL 3: THE MODEL WITH RANDOM DEFAULT...
Persistent link: https://www.econbiz.de/10012690978