Similar Search Results

Stress testing of the Montenegrin banking system with aggregated and bank-specific data

Vuković, Sanja - In: Journal of central banking theory and practice 3 (2014) 2, pp. 85-119

Persistent link: https://www.econbiz.de/10010372540

Assesment of the interest rates in the Serbian banking sector

Barjaktarović, Lidija; Dimić, Maja; Ječmenica, Dejan - In: Journal of central banking theory and practice 3 (2014) 2, pp. 21-35

Persistent link: https://www.econbiz.de/10010372559

Does market competition affect all banks equally? : empirical evidence on Montenegro

Vujanović, Nina; Fabris, Nikola - In: Journal of central banking theory and practice 10 (2021) 2, pp. 87-107

Bank stability is an important aspect of financial stability, especially in bank-centric systems like that of …

Persistent link: https://www.econbiz.de/10012549205

How do bank capital and capital buffer affect risk : empirical evidence from large US commercial banks

Abbas, Faisal; Younas, Zahid Irshad - In: Journal of central banking theory and practice 10 (2021) 2, pp. 109-131

This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …

Persistent link: https://www.econbiz.de/10012549240

Macro stress testing credit risk : case of Madagascar banking sector

Rakotonirainy, Miora; Razafindravonona, Jean; … - In: Journal of central banking theory and practice 9 (2020) 2, pp. 199-218

nonlinear pattern between business cycle and the bank credit risk indicator during the extreme events as highlighting by the …

Persistent link: https://www.econbiz.de/10012306632

Macroprudential liquidity stress test : an application to Indonesian banks

Taruna, Aditya Anta; Harun, Cicilia Anggadewi; Nattan, … - In: Journal of central banking theory and practice 9 (2020), pp. 165-187

transmission channels from macroeconomic and idiosyncratic (bank idiosyncratic risks) factors to liquidity runs. By using the …

Persistent link: https://www.econbiz.de/10012306705

Some empirical evidence of loan loss provisions for Albanian banks

Dushku, Elona - In: Journal of central banking theory and practice 5 (2016) 2, pp. 157-173

Persistent link: https://www.econbiz.de/10011570096

Macroeconomic, institutional and bank-specific determinants of non-performing loans in emerging market economies : a dynamic panel regression analysis

Bayar, Yılmaz - In: Journal of central banking theory and practice 8 (2019) 3, pp. 95-110

, institutional, and bank-specific factors behind nonperforming banking loans as an indicator of banking sector functioning in …

Persistent link: https://www.econbiz.de/10012101485

Commercial bank performance and credit risk in Albania

Kola, Fatmira; Gjipali, Arsena; Sula, Erjon - In: Journal of central banking theory and practice 8 (2019) 3, pp. 161-177

risk in the banking sector that affect the bank performance, as it exhibits loss probability because of the failure of … debtor to fulfill its obligations to bank. In June 2016, the level of non-performing loans in Albania appears in 24.4% of … purpose of the estimable model outlined in this section is to capture the effects of macroeconomic, bank specific factors and …

Persistent link: https://www.econbiz.de/10012101508

Impact of sovereign debt credit rating revision on banking industry : evidence from G7 countries

Tahmoorespour, Reza; Mohamed Ariff; Zarei, Alireza - In: Journal of central banking theory and practice 8 (2019) 2, pp. 85-100

The aim of this study is to identify the economic impacts on G7 banking industry when sovereign rating is revised. We used event study methodology (t-statistics) and found that sovereign rating changes significantly affect share market prices. It seems that there is information leakage prior to...

Persistent link: https://www.econbiz.de/10012016809