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Coping with falling oil prices : the different fortunes of African banks
Gueye, Cheikh; Mbelu, Asithandile; Sy, Amadou N. R. - 2019
This paper studies the impact of declining oil prices on banks in sub-Saharan African oil-exporting countries. Results indicate that banks respond differently to an oil shock depending on their ownership: (i) domestic banks are the most adversely impacted and experience a deterioration in asset...
Persistent link: https://www.econbiz.de/10012102206
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Macro-financial linkages in Egypt : a panel analysis of economic shocks and loan portfolio quality
Love, Inessa; Turk Ariss, Rima - 2013
vector autoregressive method that controls for bank-level characteristics. Using a panel of banks over 1993-2010, the authors …
Persistent link: https://www.econbiz.de/10012671098
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Nonperforming Loans in the GCC Banking System and their Macroeconomic Effects
Espinoza, Raphael A. - 2010
According to a dynamic panel estimated over 1995 - 2008 on around 80 banks in the GCC region, the NPL ratio worsens as economic growth becomes lower and interest rates and risk aversion increase. Our model implies that the cumulative effect of macroeconomic shocks over a three year horizon is...
Persistent link: https://www.econbiz.de/10014397414
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Fintech credit risk assessment for SMEs : evidence from China
Huang, Yiping; Zhang, Longmei; Li, Zhenhua; Qiu, Han; … - 2020
millions of small firms. By analyzing 1.8 million loan transactions of a leading Chinese online bank, this paper compares the … fintech approach to assessing credit risk using big data and machine learning models with the bank approach using traditional …
Persistent link: https://www.econbiz.de/10012391582
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Italy : Assessing Competition and Efficiency in the Banking System
International Monetary Fund - 2007
The paper assesses the degree of banking competition and efficiency in Italy?over time as well as compared to that in other countries, such as France, Germany, Spain, the United Kingdom, and the United States. The paper finds competition in the Italian banking sector has intensified in loan and...
Persistent link: https://www.econbiz.de/10014400137
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Banking Sector Integration and Competition in CEMAC
Vacher, Jérôme - 2007
''Afrique Centrale (CEMAC) and the level of bank competition at the regional level. Using a mix of quantitative and qualitative … excess liquidity in the region. Other data also indicate that bank competition within the CEMAC as a region is limited …
Persistent link: https://www.econbiz.de/10014403007
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Asymmetric Information and the Market Structure of the Banking Industry
Dell'Ariccia, Giovanni - 1998
The paper analyzes the effects of informational asymmetries on the market structure of the banking industry in a multi-period model of spatial competition. All lenders face uncertainty with regard to borrowers’ creditworthiness, but, in the process of lending, incumbent banks gather...
Persistent link: https://www.econbiz.de/10014399942
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Market-Based Structural Top-Down Stress Tests of the Banking System
Chan-Lau, Jorge A. - 2013
presents a market-based structural top-down stress testing methodology that relies in market-based measures of a bank …
Persistent link: https://www.econbiz.de/10014395258
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Market Phoenixes and Banking Ducks Are Recoveries Faster in Market-Based Financial Systems?
Allard, Julien - 2011
Recoveries vary considerably across countries: our paper compares recoveries in bank-based and market-based economies … and finds that market-based economies experience significantly and durably stronger rebounds than the bank-based ones (in … particular the more bank-based economies of continental Europe). Further, stronger recoveries also tend to be associated with …
Persistent link: https://www.econbiz.de/10014398329
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Are More Competitive Banking Systems More Stable?
Cihák, Martin - 2006
This paper provides the first empirical analysis of the cross-country relationship between a direct measure of competitive conduct of financial institutions and banking system fragility. Using the Panzar and Rosse H-Statistic as a measure for competition in 38 countries during 1980-2003, we...
Persistent link: https://www.econbiz.de/10014402240