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relationship between size and performance is documented regardless of the level of bank soundness (healthy vs. failed and assisted … impact of bank performance on failure probability strongly depends on size. Evidence shows that authorities tend not to save …
Persistent link: https://www.econbiz.de/10011260077
This paper aims to answer the following question: what is (are) the cause(s) of the severe reduction in bank credits in … period an ultra–expansionary monetary policy has been implemented by the Bank of Japan. A theoretical lending–supply model is …
Persistent link: https://www.econbiz.de/10011260241
estimation of the propose measure of bank probability of default could be made over the capital ratio from supervisory …
Persistent link: https://www.econbiz.de/10011112342
different combinations of bank asset and funding sources and assess their impact on the mortgage crisis. We then estimate how … distinct strategies have affected bank profitability and risk before the crisis, and what impact they have put on the mortgage …
Persistent link: https://www.econbiz.de/10011272695
one-period probit model used by Cole and Gunther (1998). Using data on U.S. bank failures from 1985 – 1992, we find that …, from an econometric perspective, the hazard model is more accurate than the probit model in predicting bank failures, but … data from the 1980s performs surprisingly well in forecasting bank failures during 2009 – 2010. …
Persistent link: https://www.econbiz.de/10008615025
In this study, we analyze why U.S. commercial banks failed during the recent financial crisis. We find that proxies for commercial real estate investments, as well as traditional proxies for the CAMELS components, do an excellent job in explaining the failures of banks that were closed during...
Persistent link: https://www.econbiz.de/10008615045
securitisation is conducive to the optimal hedging of bank interest rate risk. The empirical results reported in this work suggest …
Persistent link: https://www.econbiz.de/10009372586
without reference to new activities, like establishing a bad bank, does not generate adverse incentives but may have higher …
Persistent link: https://www.econbiz.de/10008531933
Central Bank of Nigeria’ cashless policy is an initiative at the right direction since it will help in minimising the cost of …
Persistent link: https://www.econbiz.de/10011258979
banking system took its first step at the end of 1990 when the newly established commercial bank Banca Comerciala Romana (BCR …) took over retail operations performed previously by the National Bank of Romania (NBR). Simultaneously some privately … unfriendly economic environment, the poor quality of bank managers and shareholders and cumbersome legal procedures led to an …
Persistent link: https://www.econbiz.de/10008578237