Showing 1 - 10 of 435
The paper investigates EU banks' profitability through the recent financial cycle using banklevel balance sheet and … stable over the financial cycle, including post-crisis, and there is no clear evidence that aspects of bank business model …, such as higher reliance on fees and commission income, were associated with better profitability post-crisis …
Persistent link: https://www.econbiz.de/10011852611
conditional profitability distributions. Real GDP growth and the NPL ratio are shown to be the most reliable determinants of bank … profitability. However, the estimated conditional distributions reveal that, while higher growth would raise profits on average, a …This paper explores the determinants of profitability across large euro area banks using a novel approach based on …
Persistent link: https://www.econbiz.de/10012154822
We analyze the profitability of FX swaps used by the central bank of Brazil to shed light on the rationale for FX …
Persistent link: https://www.econbiz.de/10012251968
Schemes of residual profit allocation (RPA) tax multinationals by allocating their 'routine' profits to countries in … which their activities take place and sharing their remaining 'residual' profit across countries on some formulaic basis …
Persistent link: https://www.econbiz.de/10012251292
Persistent link: https://www.econbiz.de/10010388856
This study investigates the relationship between production efficiency in financial intermediation and financial system size. The study predicts and tests for the existence of ""systemic scale economies"" (SSEs), whereby value-maximizing intermediaries operating in large systems are expected to...
Persistent link: https://www.econbiz.de/10014399577
As part of Basel III reforms, the NSFR is a new prudential liquidity rule aimed at limiting excess maturity transformation risk in the banking sector and promoting funding stability. The revised package has been issued for public consultation with a plan of making the rule binding in 2018. This...
Persistent link: https://www.econbiz.de/10014411390
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
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 … underperformance. Bank lending has been subdued as well, but this appears to have only held back the recovery relatively moderately. A …
Persistent link: https://www.econbiz.de/10011763708