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period during which more than 1,300 banks failed. Bank failures are fundamentally important because of the unique role played … during this period. First, commercial real estate was only a factor in the bank failures of 1988-92. Second, construction … loans played a much larger role in bank failures than permanent loans, and the relationship is strongest with construction …
Persistent link: https://www.econbiz.de/10008615013
The aim of this article is to identify systemically important banks on a European scale, in accordance with the criteria proposed by the supervisory authorities. In this study we discuss the analytical framework for identifying and benchmarking systemically important financial institutions. An...
Persistent link: https://www.econbiz.de/10011107825
privileges for banks to manage their capital and payments of income to share holders and bank creditors as the capital position … of the bank deteriorated and the risk of failure rose. In effect regulators could take preemptive action to keep banks …
Persistent link: https://www.econbiz.de/10005835744
of the European Parliament and of the Council have been revised and the new decree of Czech National Bank has come into … companies. According to the new rules, the bank’s capital charge is calculated to capture credit, market and operational risk …
Persistent link: https://www.econbiz.de/10005836492
With a sample of 354 U.S. large bank holding companies, this paper investigates the determination of financial distress …
Persistent link: https://www.econbiz.de/10011257756
This paper represents a contribution to the still meager literature on the impact of prudential regulation bank … behavior in Tunisia. It aims to examine the effect of the capital requirements on bank credits during the period from 1999 … framework has been binding bank lending in Tunisia during the period of study; well-capitalized banks have lent more than less …
Persistent link: https://www.econbiz.de/10011258981
We propose a quantitative model of lending standards with two reasons for inefficient credit: lenders' moral hazard from deposit insurance or government guarantees, and imperfect information about the persistence of asset price growth, which generates incorrect but rational beliefs in the...
Persistent link: https://www.econbiz.de/10011108310
The recent global financial crisis has highlighted the importance of the procyclicality of the financial sector. The procyclicality has transformed banks from mitigation mechanisms to amplifiers of changes in economic activity, potentially affecting financial stability and economic growth. The...
Persistent link: https://www.econbiz.de/10011112023
This paper examines relationships between theory of financial risk and size. Based on the work of Makridakis / Taleb [2009] and Taleb / Tapiero [2009], presents the problems of excessive risk and imbalances caused by the size of firms. Markets mixed on firm growth traps externalities can...
Persistent link: https://www.econbiz.de/10008871187
Insurance Industry is going through a very important stage of its transformation - the transition from the classical system of management into a risk-based management. These changes were launched in Europe by international organizations which deal with the development of the necessary...
Persistent link: https://www.econbiz.de/10008728065