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We study the optimal regulation of a cooperative credit society which has private information on the intrinsic quality of its loan portfolio (adverse selection) and where the cooperative’s choice of effort to improve this quality cannot be observed by the regulator (moral hazard). We...
Persistent link: https://www.econbiz.de/10011259760
This paper develops a methodology to identify systemically important financial institutions building on that developed by the BCBS (2011) and used by the Financial Stability Board in its yearly G-SIFIs identification. This methodology is based on publicly available data, providing fully...
Persistent link: https://www.econbiz.de/10011113924
market risk for bank equities in the case of an emerging market setting, Turkey. The analysis reveals that maturity … composition of a bank’s loans, the share of trading income in a banks’ overall revenue stream and foreign-ownership structure are … investors as safer companies to invest in while increases in trading income as a source of bank’s overall revenue increases the …
Persistent link: https://www.econbiz.de/10009370837
encourage banking institutions to supply credit to the economy. Increased bank supply of credit is a good thing but too much of … thing and how bank managers react to this. After examining 82 bank samples, I find that (i) bank underestimate the level of …) non-performing loans, bank portfolio risk and loan portfolio size are significant determinants of the level of loan loss …
Persistent link: https://www.econbiz.de/10011212790
provisioning. An evaluation of the impact of macroeconomic and bank specific factors on commercial banks‟ provisions utilising …
Persistent link: https://www.econbiz.de/10009294930
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
In the lead-up to the implementation of Basel III, European banks bought back debt securities that traded at a discount. Banks engaged in these Liability Management Exercises (LMEs) to realize a fair value gain that the accounting and prudential rules exclude from regulatory capital...
Persistent link: https://www.econbiz.de/10011114168
The integration process in the European banking sector considerably differs with regard to product types. Deep integration can be observed in the money market as well as the market for wholesale products. In contrast to that, a strong segmentation of national markets still exists in the field of...
Persistent link: https://www.econbiz.de/10013136603
relying much on recognised international best practices in bank supervision. China combines a strong regulatory hand together …
Persistent link: https://www.econbiz.de/10009422005
Attempt has been made to suggest a innovative idea for Tharparkar to establish a bank just like Grameen Bank. Concept …
Persistent link: https://www.econbiz.de/10008529217