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competition? Has it led to more or less credit risk? In all or some countries? In this study, we examine the evolution of … competition (through market power and concentration) and credit risk (through non-performing loans) in 2005-2017 across all euro … core and periphery with respect to competition and credit risk, especially post-crisis, in spite of some partial …
Persistent link: https://www.econbiz.de/10012302421
The aim of the paper is to assess the evolution of the cost of credit risk (CoR) of Polish banks as a result of the COVID-19 pandemic in the first three quarters of 2020 as well as its microeconomic determinants. We analysed the structural diversity of the sample of the 13 largest Polish...
Persistent link: https://www.econbiz.de/10012485103
structure shows a formation of bank clusters that are involved in competition. Specifically, network properties, such as … function in isolation, this study uses the Contemporary Theory of Networks to examine banking competition in India for five … centroid, average path length, the distance of a node from the centroid, the total number of connections in the inter-bank …
Persistent link: https://www.econbiz.de/10012628062
portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large …
Persistent link: https://www.econbiz.de/10011545145
This article deals with the issue of managing bank credit risk using a cost risk model. Modeling of bank credit risk … dynamics of overdue payment; assess the quality of the credit portfolio of the bank; determine possible trends in bank … the risk of the bank's credit portfolio. …
Persistent link: https://www.econbiz.de/10012534575
generate very high costs, but on the other hand it protects against insolvency. That’s why a bank needs to find the ‘Gold mean … study is identification of interdependencies between bank risk capital and effectiveness of the aggregated Eurozone banking … positive correlation between profitability and size of bank risk capital. To verify the hypothesis regression models were used …
Persistent link: https://www.econbiz.de/10012796224
This unique study examines the interactive role of bank competition and foreign bank entry in explaining the risk … stability. Furthermore, the joint effect of bank competition and foreign bank entry brings financial fragility because host … banks tend to make risky investments due to undue competition induced by foreign bank entry. We support the competition …
Persistent link: https://www.econbiz.de/10012025290
to explain the variation in a measure of a bank’s default risk (approximated by Z-score) and how these effects make their … structure rather than the characteristics of the portfolio of assets. Additionally, we use a model of bank behavior to simulate …
Persistent link: https://www.econbiz.de/10011669011
The recent financial crisis proved that financial contagion could spread among countries resulting in disruptive effects. In this paper, by modeling and simulating banking system behavior and linkages across countries, we assess, based on data from the BIS and IMF, the possible outcome of...
Persistent link: https://www.econbiz.de/10012626421
After the 2008 global financial crisis, U.S. bank holding companies needing to cover larger-than-expected loan losses …
Persistent link: https://www.econbiz.de/10013161851