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This paper assesses the impact of the geographic diversification of bank holding company (BHC) assets across the United …
Persistent link: https://www.econbiz.de/10014396954
became known as the Chicago Plan. It envisaged the separation of the monetary and credit functions of the banking system, by … embedding a comprehensive and carefully calibrated model of the banking system in a DSGE model of the U.S. economy. We find …
Persistent link: https://www.econbiz.de/10010481421
in imposing standards for risk diversification in the credit portfolio. The issues reviewed for each country are the …This paper reviews the rules in place in selected countries to limit risk concentrations in the credit portfolio. The …
Persistent link: https://www.econbiz.de/10014401441
of a mean-variance portfolio optimization model. Overall, international diversification gains in banking appear to be … countries and their subsidiaries overseas during 1995-2004, and studies the extent of diversification gains from their local …, particularly to those located in emerging market countries, are able to attain higher risk-adjusted returns. These gains are …
Persistent link: https://www.econbiz.de/10014401066
. A sensitivity analysis suggests that the COVID-19 shock will have a substantial impact on firms' profitability …
Persistent link: https://www.econbiz.de/10012392645
Persistent link: https://www.econbiz.de/10011281169
We analyze how bank profitability impacts financial stability from both theoretical and empirical perspectives. We … first develop a theoretical model of the relationship between bank profitability and financial stability by exploring the … empirical determinants of bank risks and profitability, and how the level and the source of bank profitability affect risks for …
Persistent link: https://www.econbiz.de/10012001476
profitability. Banking system consolidation can play a role in facilitating such efficiency gains, but its effectiveness is likely …This paper examines the case for efficiency-driven banking sector consolidation in Italy, evaluates its potential … effects on profitability, and discusses policy options to facilitate a consolidation process that is as effective as possible …
Persistent link: https://www.econbiz.de/10011705343
This paper reviews the empirical relationships between credit growth, economic recovery, and bank profitability in … profitability is positively and significantly influenced by credit growth, but this relationship has weakened after the GFC …
Persistent link: https://www.econbiz.de/10011763708
The paper investigates EU banks' profitability through the recent financial cycle using banklevel balance sheet and …, such as higher reliance on fees and commission income, were associated with better profitability post-crisis …
Persistent link: https://www.econbiz.de/10011852611