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The current financial crisis has sparked intense debate about how weak banks should be resolved. Despite international …
Persistent link: https://www.econbiz.de/10010266061
Member Central Banks. We generally observed that, banking crisis management provisions in the parent legislations of WAMZ … their legal and regulatory frameworks with these provisions relevant for the resolution of such banks. …
Persistent link: https://www.econbiz.de/10013362894
Member Central Banks. We generally observed that, banking crisis management provisions in the parent legislations of WAMZ … their legal and regulatory frameworks with these provisions relevant for the resolution of such banks. …
Persistent link: https://www.econbiz.de/10013342792
The big Chinese state-owned banks came as winners out of the global financial crisis. According to the Banker ranking …, Chinese banks led the global banking profitability ranking through the years from 2008 to 2010 and contributed one fifth of …. However, the low efficiency in Chinese banks is still persistent, as evident in many empirical studies (e.g. Feyzioglu, (2009 …
Persistent link: https://www.econbiz.de/10010307920
To reconcile the mixed empirical results, we develop a theoretical model whose main implication is a concave impact of regulation on the probability of a crisis. We test this relationship by applying a Probit model of a non-linear specification to annual data from 1999 to 2011 drawn from 132...
Persistent link: https://www.econbiz.de/10012052830
loan rates, especially for banks with more access to international wholesale markets. Effects are also important for other …
Persistent link: https://www.econbiz.de/10012211195
Over the last few decades, large banks worldwide have become more interconnected, and as a result, the failure of one …-19 pandemic. We measure how extreme negative stock market returns for one bank spill over to all other banks within the … network, and on this basis, we propose a new measure of systemic risk among banks. Our results indicate that the systemic risk …
Persistent link: https://www.econbiz.de/10012224668
Over the last few decades, large banks worldwide have become more interconnected. As a result, the failure of one can … pandemic. We measure how extreme negative stock market returns from one bank can spill over to the other banks within the … Han et al. (2016). The results indicate that the systemic risk and the density of the spillover network among 83 banks in …
Persistent link: https://www.econbiz.de/10012254795
-15 period focusing on the time of a loan application and its granting. First, when VIX is low (proxying for good times) banks …: (i) banks with less capital (proxying for moral hazard problems between bank owners and taxpayers/debtholders); (ii) non …-listed banks (proxying for moral hazard problems between bank management and shareholders); (iii) loans to firms in geographical …
Persistent link: https://www.econbiz.de/10014280703
whether banks are sufficiently resilient to stress effects, which can arise if the economy suffers an unexpected downturn, for … example. This might coincide with system-wide deleveraging if banks are insufficiently resilient. Systemwide deleveraging, in … take multiple first-round scenarios into account. The sequence comprises (i) the loss-absorbing capacity of banks in the …
Persistent link: https://www.econbiz.de/10014476339