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We examine how bank competition in the run-up to the 2007-2009 crisis affects banks' systemic risk during the crisis …. Using a sample of the largest listed banks from 15 countries, we find that greater market power at the bank level and higher …
Persistent link: https://www.econbiz.de/10012102090
In the presence of adverse macroeconomic shocks, simultaneous capital losses in multiple banks can prompt them to … banking sector into an otherwise standard macroeconomic structural vector autoregressive model. It shows that accounting for … that banks impose on each other and on economic activity. The model can thus be used to assess the contributions of …
Persistent link: https://www.econbiz.de/10012251391
Globally, financial institutions have increased their holdings of domestic sovereign debt, tightening the linkage between the health of the financial system and the level of sovereign debt, or the "financial sector-sovereign nexus," during the ongoing COVID-19 pandemic. In South Africa, the...
Persistent link: https://www.econbiz.de/10013170007
absence of granular information on banks’ trading and loan portfolios. To deal with these data shortcomings, this paper …. As an illustration, the methodology is applied to a set of banks in an advanced emerging market economy …
Persistent link: https://www.econbiz.de/10014395258
Islamic banks. Based on existing regulatory standards and prudential practice, the paper explains how Islamic finance … Islamic banks within established frameworks for financial stability analysis …
Persistent link: https://www.econbiz.de/10012300622
Interest rate caps, despite their intended objective of broadening financial inclusion, can have undesirable effects on financial inclusion under certain conditions. This paper examines the effect of microfinance-loan interest rate caps on financial inclusion in Cambodia. Based on a...
Persistent link: https://www.econbiz.de/10012604813
Persistent link: https://www.econbiz.de/10010441754
balance of three forces: interest rate pass-through, risk shifting, and leverage. When banks can adjust their capital … structures, a monetary easing leads to greater leverage and lower monitoring. However, if a bank''s capital structure is fixed …, the balance depends on the degree of bank capitalization: when facing a policy rate cut, well capitalized banks decrease …
Persistent link: https://www.econbiz.de/10014402651
Recent advances in digital technology and big data have allowed FinTech (financial technology) lending to emerge as a potentially promising solution to reduce the cost of credit and increase financial inclusion. However, machine learning (ML) methods that lie at the heart of FinTech credit have...
Persistent link: https://www.econbiz.de/10012021979
provides guidance on how non-Basel Committee member countries could incorporate banks' capital and liquidity standards into … assistance on-and assessing compliance with-international standards in banking supervision …
Persistent link: https://www.econbiz.de/10012102040