Showing 1 - 10 of 430
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
Using supervisory loan-level data on corporate loans, we show that banks facing high levels of non-performing loans relative to their capital and provisions were more likely to grant forbearance measures to the riskiest group of borrowers. More specifically, we find that risky borrowers are more...
Persistent link: https://www.econbiz.de/10012300592
This paper presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990. The data show similarities across crises during NPL build-ups but less so during NPL resolutions. We find a close relationship between NPL problems-elevated and unresolved...
Persistent link: https://www.econbiz.de/10012155002
empirical evidence of feedback loops between oil price movements, bank balance sheets, and asset prices. Empirical evidence also … suggests that bank capital and provisioning have behaved countercyclically through the cycle …
Persistent link: https://www.econbiz.de/10011715134
suggest that the deterioration in asset quality can be attributed to both macroeconomic and bank-specific factors. Banks with … important differences across bank practices with an impact on asset quality. Finally, the results emphasize the strength of …
Persistent link: https://www.econbiz.de/10011715658
implementing a number of reforms, aimed among others at speeding up insolvency and enforcement proceedings, strengthening bank … corporate governance, cleaning up balance sheets, and facilitating bank consolidation. This paper examines the Italian banking … system's NPL problem, which ties up capital, weighing on bank profitability and authorities' economic reforms. It argues for …
Persistent link: https://www.econbiz.de/10011711730
This paper analyzes the capital structure of private asset managers in which the acquisition of nonperforming loans (NPLs) is funded with Contingent Convertibles (CoCos) placed with investors. The paper develops a model based on NPL transfer prices and residual recovery rates to assess capital...
Persistent link: https://www.econbiz.de/10012021827
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
literature of homogeneous impact across banks, the strength of this relationship is often bank-specific, and imposing homogeneity …
Persistent link: https://www.econbiz.de/10011716293
adoption for financial stability. We estimate bank-level intensity of IT adoption before the global financial crisis using a … novel dataset that provides information on hardware used in US commercial bank branches after mapping them to their parent … bank. We find that higher intensity of IT-adoption led to significantly lower non-performing loans when the crisis hit …
Persistent link: https://www.econbiz.de/10012252731