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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/10014403981
discipline bank behavior. By controlling for a more comprehensive set of risk/return factors, the study improves upon …
Persistent link: https://www.econbiz.de/10014401447
Persistent link: https://www.econbiz.de/10009424798
Bank competition can induce excessive risk taking due to risk shifting. This paper tests this hypothesis using micro …
Persistent link: https://www.econbiz.de/10011878684
Pakistan undertook major financial sector reforms starting in the late 1980s. The effects of these reforms on the profitability and cost and revenue efficiency of the banking sector are evaluated. The revenue performance of all banks, and especially the privatized banks, improved significantly,...
Persistent link: https://www.econbiz.de/10014400681
Persistent link: https://www.econbiz.de/10011281613
This paper examines the role of bank capital in decision-making by bank holding companies (BHCs) in the United States …. Following Chami and Cosimano's (2001) call option approach to bank capital, BHCs optimally choose the amount of capital to … insure the bank against becoming capital constrained in the future. We provide empirical support for this model, and find …
Persistent link: https://www.econbiz.de/10011281938
individual bank returns has not yet been developed. This paper proposes an extension of the so-called CoVaR measure that captures …
Persistent link: https://www.econbiz.de/10009618560
Persistent link: https://www.econbiz.de/10010233734
in the GCC. We use bank-level panel data, exploiting variation across banks within countries, to isolate the impact of ….S. monetary policy to liability rates than to asset rates and bank profitability, largely reflecting funding structures. In … addition, we explore the role of shifts in the quantity of bank liabilities as policy rates change and the role of large banks …
Persistent link: https://www.econbiz.de/10012154990