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Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter?

Belkhir, Mohamed - 2023

-dependent dynamic panel regression results point to complementarities between monetary and macroprudential policies. We find that the …

Persistent link: https://www.econbiz.de/10015059389

Effectiveness and Channels of Macroprudential Instruments : Lessons from the Euro Area

Tressel, Thierry; Zhang, Yuanyan - 2016

house price appreciation in mortgage markets. We find instruments targeting the cost of bank capital most effective in … slowing down mortgage credit growth, and that the impact is transmitted mainly through price margins, the same banking channel …

Persistent link: https://www.econbiz.de/10014408006

What Drives Mortgage Default Risk in Europe and the U.S.?

Gross, Marco - 2022

We present an analysis of the sensitivity of household mortgage probabilities of default (PDs) and loss given default … counterfactual analysis of the responsiveness of mortgage PDs, LGDs, and bank capitalization conditional on adverse scenarios related …

Persistent link: https://www.econbiz.de/10015060521

Accounting Discretion of Banks During a Financial Crisis

Laeven, Luc - 2009

sheets overvalue real estate-related assets compared to the market value of these assets, especially during the U.S. mortgage … crisis. Share prices of banks with large exposure to mortgage-backed securities also react favorably to recent changes in … use discretion in the classification of mortgage-backed securities to inflate their books. Our results indicate …

Persistent link: https://www.econbiz.de/10012677876

What Explains Remittance Fees? Panel Evidence

Beck, Thorsten - 2022

This paper uses data across 365 corridors to document time and country variation in remittance fees and explore factors predicting variation in remittance fees. We document a general reduction in such fees over the past decade although the goal of fees below 3 percent has not been met yet in...

Persistent link: https://www.econbiz.de/10015060523

Development of the Commercial Banking System in Afghanistan

Charap, Joshua - 2009

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

Cooperative Banks and Financial Stability

Cihák, Martin - 2007

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

Toward an Effective Supervision of Partially Dollarized Banking Systems.

Garcia Pascual, Antonio - 2006

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

Introduction to Applied Stress Testing

Cihák, Martin - International Monetary Fund (IMF) - 2007

Stress testing is a useful and increasingly popular, yet sometimes misunderstood, method of analyzing the resilience of financial systems to adverse events. This paper aims to help demystify stress tests, and illustrate their strengths and weaknesses. Using an Excel-based exercise with...

Persistent link: https://www.econbiz.de/10005248151

Recovery Determinants of Distressed Banks; Regulators, Market Discipline, or the Environment?

Koetter, Michael; Poghosyan, Tigran; Kick, Thomas - International Monetary Fund (IMF) - 2010

Based on detailed regulatory intervention data among German banks during 1994-2008, we test if supervisory measures affect the likelihood and the timing of bank recovery. Severe regulatory measures increase both the likelihood of recovery and its duration while weak measures are insignificant....

Persistent link: https://www.econbiz.de/10008519496

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