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Credit Smoothing and Determinants of Loan Loss Reserves. Evidence from Europe, US, Asia and Africa
Ozili, Peterson K - Volkswirtschaftliche Fakultät, … - 2015
) non-performing loans, bank portfolio risk and loan portfolio size are significant determinants of the level of loan loss … reserves; and (v) credit risk, proxy by loan growth, do not have a significant impact on loan loss reserves but tend to have …
Persistent link: https://www.econbiz.de/10011212790
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Bank Capital, Securitization and Credit Risk: an Empirical Evidence
Dionne, Georges; Harchaoui, Tarek - Volkswirtschaftliche Fakultät, … - 2007
securitization and bank risk-taking. Profit-risk measure is more sensitive than loss-risk measure to the variation in securitization …
Persistent link: https://www.econbiz.de/10011110741
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Loan loss provisioning in the commercial banking system of Barbados: practices and determinants
Craigwell, Roland C; Elliott, Wayne A - Volkswirtschaftliche Fakultät, … - 2011
The purpose of this paper is to investigate the process of loan loss provisioning within the commercial banking system … addition, the results from this approach reveal, for the first time in Barbados, the individual banks‟ procedures for loan loss …. In particular, loan loss provisions are heavily dependent upon the performance of the real economy and competition in …
Persistent link: https://www.econbiz.de/10009294930
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Strengthening the annual financial statements of the banks
Troaca, Victor; Troaca, Mihaela-Elvira - Volkswirtschaftliche Fakultät, … - 2008
Strengthening of the annual financial statements of companies that are in some cases explicitly regulated is a legal obligation stemming on the part of international practice and on the other side of prudential requirements and supervision. Specificity and impact on the banking, financial and...
Persistent link: https://www.econbiz.de/10005619405
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Are banks’ below-par own debt repurchases a cause for prudential concern?
Lubberink, Martien - Volkswirtschaftliche Fakultät, … - 2014
high for the most loss absorbing capital securities. More importantly, the premiums increase with leverage and in times of …
Persistent link: https://www.econbiz.de/10011114168
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Capital Requirements, Banking Supervision and Lending Behavior: Evidence from Tunisia
Guizani, Brahim - Volkswirtschaftliche Fakultät, … - 2014
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 through 2010 and to assess the effectiveness of the banking...
Persistent link: https://www.econbiz.de/10011258981
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El seguro de depósito dentro de la red de seguridad financiera.
Heinrich, Gregor - Volkswirtschaftliche Fakultät, … - 2007
The text explores generally whether recommendations relating to deposit insurance are international guidleines or mandatory rules, explores the role of deposit insurance as one of several elements in the financial safety net, and offers an outlook to a future with more research and cross-border...
Persistent link: https://www.econbiz.de/10011260867
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Il rischio di liquidità: regolamentazione e best practice
Panetta, I. C.; Porretta, P. - Volkswirtschaftliche Fakultät, … - 2009
In the light of the recent financial market turmoil, this paper focuses on liquidity risk management from the point of view of both supervisory authorities and large financial institutions. This research aims at pointing out the main differences between national regulations and supervisory...
Persistent link: https://www.econbiz.de/10011261021
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Enforcement actions and bank behavior
Delis, Manthos D; Staikouras, Panagiotis; Tsoumas, Chris - Volkswirtschaftliche Fakultät, … - 2013
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
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The evil force of borrowing and the weakness of Quantitative Easing
De Koning, Kees - Volkswirtschaftliche Fakultät, … - 2015
The U.S. housing market crash in 2007-2008 was not caused overnight by an over-supply of new homes that could not be sold. It was caused by the new money flows into mortgages ever since 1998. What changed in 1998 was that mortgage funds were not only used for building new homes at a price in...
Persistent link: https://www.econbiz.de/10011163523