Showing 1 - 10 of 2,117
Employing a unique data set for the period 2000-2010, this paper examines the impact of enforcement actions (sanctions) on bank capital, risk, and performance. We find that high risk weighted asset ratios tend to attract supervisory intervention. Sanctions whose cause lies at the core of bank...
Persistent link: https://www.econbiz.de/10011111185
The theoretical aspects of three generation of financial crisis’ models are analyzed. On the basis of retrospective analysis of these models are determined the main causes than make the economic misbalance more profound and than cause a crisis. Проаналізовано теоретичні...
Persistent link: https://www.econbiz.de/10008927055
It is likely that such a crisis could not be born somewhere else only in the United States. The "current financial disaster" is the fruit of the combination of specific factors in the US, where elements were gathered to catalyse such a crisis, like, someway, some "primal soup" where were...
Persistent link: https://www.econbiz.de/10008543034
We assess whether during the recent financial crisis banking systems in countries with more stringent prudential banking regulation have proved more stable. We find indicators of regulatory strength to be relatively well correlated with the extent to which countries have escaped damage during...
Persistent link: https://www.econbiz.de/10008545991
This paper analyzes the fast development of consumer loans including housing loans in Cambodia to check whether or not such a development posts any stability risk to banking system in Cambodia. Using stress-testing method, the paper finds that current level of consumer loans provided by banks...
Persistent link: https://www.econbiz.de/10011112035
As well as a consideration of why the lender of last resort facility should be used for emergency situations and systemically relevant institutions in particular, an interesting point which will be considered in this paper is the comparison between the European Central Bank (ECB) Recommendation...
Persistent link: https://www.econbiz.de/10008683301
The paper analyzes the role of guarantees on loan interest rates before and during the recent financial crisis in … Italian firm financing. The paper improves on existing literature by distinguishing between real and personal guarantees …. Further, the paper investigates the potential different role of guarantees in the bank-borrower relationship during the recent …
Persistent link: https://www.econbiz.de/10009647464
Why were some banks heavily affected by mortgage crises, while others barely? Why were some banking sectors dominated by “originate and distribute” model, while others were trading? Why did some banks decide not to follow the others, and preferred to stay traditional banks? How the models...
Persistent link: https://www.econbiz.de/10011109731
Using a signal extraction framework and looking at OECD countries over a 30 year period this paper attempts to identify a number of variables significant in predicting near-crises as a pre-cursor to full-fledged crises. These include growth in pension assets as an indicator for the development...
Persistent link: https://www.econbiz.de/10009652043
This paper measures credit risk in prime money market funds (MMFs), studies how such credit risk evolved in 2011-2012, and tests the efficacy of the Securities and Exchange Commission’s (SEC) January 2010 reforms. To accomplish this, we estimate the credit default swap premium (CDS) needed to...
Persistent link: https://www.econbiz.de/10011108102