Showing 1 - 10 of 18
sectoral business cycle sensitivity affected corporate profitability during the recovery period of the global financial crisis … (GFC). Using cross-sectional analyses, our findings indicate that corporate profitability improved significantly after the … be significant in explaining changes in corporate profitability …
Persistent link: https://www.econbiz.de/10011978407
We analyze how bank profitability impacts financial stability from both theoretical and empirical perspectives. We … first develop a theoretical model of the relationship between bank profitability and financial stability by exploring the … empirical determinants of bank risks and profitability, and how the level and the source of bank profitability affect risks for …
Persistent link: https://www.econbiz.de/10012001476
This paper reviews the empirical relationships between credit growth, economic recovery, and bank profitability in … profitability is positively and significantly influenced by credit growth, but this relationship has weakened after the GFC …
Persistent link: https://www.econbiz.de/10011763708
The paper investigates EU banks' profitability through the recent financial cycle using banklevel balance sheet and …, such as higher reliance on fees and commission income, were associated with better profitability post-crisis …
Persistent link: https://www.econbiz.de/10011852611
Persistent link: https://www.econbiz.de/10009266923
Persistent link: https://www.econbiz.de/10011983854
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Persistent link: https://www.econbiz.de/10011283242
The paper presents a framework to integrate liquidity and solvency stress tests. An empirical study based on European bond trading data finds that asset sales haircuts depend on the total amount of assets sold and general liquidity conditions in the market. To account for variations in market...
Persistent link: https://www.econbiz.de/10012154762
Cyber risk is an emerging source of systemic risk in the financial sector, and possibly a macro-critical risk too. It is therefore important to integrate it into financial sector surveillance. This paper offers a range of analytical approaches to assess and monitor cyber risk to the financial...
Persistent link: https://www.econbiz.de/10012170162