Showing 1 - 10 of 337
The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks …
Persistent link: https://www.econbiz.de/10009423924
This paper focuses on how the exposure to the corporate sector may impact the health of the Australian banking system. It also compares Australian banks with their international peers. Finally, it investigates banks'' exposure to credit risk using the new Basel II Pillar 3 disclosure data. The...
Persistent link: https://www.econbiz.de/10014404302
This paper reviews Australian banks’ performance from an international perspective, with a focus on changes in capital and liquidity risk. The paper analyses the extent of any vulnerability that might arise from a potential deterioration in the funding markets and discusses whether liquidity...
Persistent link: https://www.econbiz.de/10014397495
The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks …
Persistent link: https://www.econbiz.de/10014395580
Persistent link: https://www.econbiz.de/10009487107
This study examines the effect of financial-sector reform on bank performance in selected Middle Eastern and North … African (MENA) countries in the period 1994 -2008. We evaluate bank efficiency in Egypt, Jordan, Morocco, Lebanon and Tunisia … bank specific variables on bank efficiency. Overall, the analysis shows that, despite similarities in the process of …
Persistent link: https://www.econbiz.de/10014402556
commercial bank efficiency by applying a version of Data Envelopment Analysis (DEA) to bank-level data from a wide range of … transition countries. In addition to stressing the importance of some bank-specific variables, the censored Tobit analysis … suggests that (1) foreign ownership with controlling power and enterprise restructuring enhances commercial bank efficiency; (2 …
Persistent link: https://www.econbiz.de/10014401624
relationship between banks'' risk of failure, market structure, bank ownership, and banks'' screening and bankruptcy costs. These …,000 bank-year observations for 133 non-industrialized countries during the 1993-2004 period. Four main results obtain. First …, the positive and significant relationship between bank concentration and bank risk of failure found in Boyd, De Nicolò and …
Persistent link: https://www.econbiz.de/10014400121
We examine a large panel of more than 100 banks from Argentina to study the effects of bank consolidation on … performance between December 1995 and December 2000, a period of heavy bank consolidation and relative calm. Overall, we find a … positive and significant effect of bank consolidation on bank performance. Bank returns increase with consolidation, and …
Persistent link: https://www.econbiz.de/10014401147
We show that an increase in aggregate uncertainty-measured by stock market volatility-reduces productivity growth more in industries that depend heavily on external finance. This effect is larger during recessions, when financing constraints are more likely to be binding, than during expansions....
Persistent link: https://www.econbiz.de/10011715311