Showing 1 - 10 of 452
the asymmetric response of the banking system to positive and negative shocks to the market-valued balance sheets of …
Persistent link: https://www.econbiz.de/10009618560
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
This paper investigates the presence of depositor discipline in the U.S. banking sector. We test whether depositors …
Persistent link: https://www.econbiz.de/10005248320
conglomeration, and explores the extent to which financial firm risk and systemic risk potential in banking are related to … concentrated banking systems. We outline research directions aimed at explaining why bank consolidation and conglomeration do not … necessarily yield either safer financial firms or more resilient banking systems. …
Persistent link: https://www.econbiz.de/10005253000
This paper analyzes the relationship between selected macroeconomic and financial soundness indicators (FSIs) using a newly assembled panel dataset of FSIs for 96 countries covering the period 1998-2005. The analysis covers key macroeconomic indicators and FSIs of capital adequacy, asset quality...
Persistent link: https://www.econbiz.de/10005264013
This paper analyzes the credit crunch following the recent financial crisis in Korea. Using enterprise-level data, we find that there were big differences in the magnitude of the credit contraction across different types of firms. In particular, chaebol (conglomerate)-affiliated firms appeared...
Persistent link: https://www.econbiz.de/10005264237
The financial crisis has prompted a reconsideration of the taxation of financial institutions, with practice outstripping principle: France, Germany, the United Kingdom and several other European countries have now introduced some form of bank tax, and the U.S. administration has revived its own...
Persistent link: https://www.econbiz.de/10009293766
-important-to-fail problem. It is argued that while the more radical of these proposals such as narrow utility banking do not adequately address …
Persistent link: https://www.econbiz.de/10009369435
This paper focuses on how the exposure to the corporate sector may impact the health of the Australian banking system …
Persistent link: https://www.econbiz.de/10008559282
The paper examines the slowdown of lending by large U.S. banks over the period 2007Q3 - 2009Q2, focusing on: (i) whether capital or liquidity was the binding constraint; (ii) factors influencing banks’ decision to hold capital; and (iii) their pricing behavior. Using quarterly data for...
Persistent link: https://www.econbiz.de/10008560439