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distinct strategies have affected bank profitability and risk before the crisis, and what impact they have put on the mortgage … different combinations of bank asset and funding sources and assess their impact on the mortgage crisis. We then estimate how …
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
There are a number of international initiatives that have the goal of improving or maintaining financial stability by strengthening financial infrastructure. The Committee on Payment and Settlement Systems (CPSS) contributed to this process through its work on developing Core Principles for...
Persistent link: https://www.econbiz.de/10011261149
In this study, we identifie a small number of indicators of macro-prudential supervision important to monitoring of the banking’s system. We use the theory of Markov stochastic processes to measure the systemic risk of CEMAC by calculating the degree of fragility of system and we determine the...
Persistent link: https://www.econbiz.de/10008674251
In this paper, using network tools, I analyse systemic impacts of liquidity shocks in interbank market in case of endogenous haircuts. Gai, Haldane and Kapadia (2011) introduce a benchmark for liquidity crisis following haircut shocks, and Gorton and Metrick (2010) reveal the evidence from...
Persistent link: https://www.econbiz.de/10011111629
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
financial freedom positively influences the profitability of Islamic banks operating in the MENA banking sectors. Interestingly … independence reduces Islamic banks’ profitability, thus, supporting the benefits of government intervention in the development of …
Persistent link: https://www.econbiz.de/10011260680
success? Focusing on the Big Bang’s stated objectives of promoting profitability and efficiency, this study examines the … Japanese “Big Bang” deregulation from its start in 1996 to completion in 2001, and the following eight years. On profitability … see a steady decline in profitability. In addition, the main targets of the deregulation (and the most active in mergers …
Persistent link: https://www.econbiz.de/10009372495
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