Showing 1 - 10 of 1,943
The paper first investigates the causes of the recent financial and liquidity crisis in the US and all over the world …
Persistent link: https://www.econbiz.de/10005835450
This paper focuses on the impact of the corporate governance, using a plethora of measures, on the performance of US investment banks over the 2000-2012 period. This time period offers a unique set of information, related to the credit crunch, that we model using a dynamic threshold analysis to...
Persistent link: https://www.econbiz.de/10011113233
In our paper we analyze the heterogeneity between various business models among systemically important banks in 65 countries over the period of 2000-2012. For the first time, we are able to identify true banking strategies consisting of different combinations of bank asset and funding sources...
Persistent link: https://www.econbiz.de/10011272695
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 … liquidity level and distribution on crisis. As well as aggregate and idiosyncratic shocks, by considering possible correlations …
Persistent link: https://www.econbiz.de/10011111629
.e. profitability, risk, solvency and liquidity. Mean, standard deviation, T-test and F-test has been utilized to test the significance …
Persistent link: https://www.econbiz.de/10011107368
The aim of this paper is to verify whether and to which extent co-movements in EU banks’ risk, i.e. their degree of exposures of European banks to common shocks, have increased in time, following the completion of Monetary Union, the introduction of the euro and the process of European banking...
Persistent link: https://www.econbiz.de/10005836113
This study extends the literature on the determinants of NPL. I investigate whether banks anticipate non-performing loans by making balance sheet adjustments. This study draws insights into the actions taken by credit risk management teams and bank managers to minimize the size of non-performing...
Persistent link: https://www.econbiz.de/10011261765
Using a unique and comprehensive dataset, this paper develops and uses three distinct methods to quantify the risk of a systemic failure in the global banking system. We examine a sample of 334 banks (representing 80% of global bank equity) in 28 countries around 6 global financial crises (such...
Persistent link: https://www.econbiz.de/10005789807
continuing the liquidity crisis that aided in the degradation of the housing market into decreased liquidity in the capital …
Persistent link: https://www.econbiz.de/10009401323
The massive use of derivatives and securitisation by sovereign States for public debt and deficit management is a growing phenomenon in financial markets. Financial innovation can modify risks effectively run and alter the stability of the public sector finance. The experience of some developed...
Persistent link: https://www.econbiz.de/10009647244