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purposes, we construct an agent-based simulation model with asset traders, commercial banks and a central bank. Our …
Persistent link: https://www.econbiz.de/10005343012
What is the impact of foreign bank entry on the pricing and availability of credit in developing economies? The Mexican … 2007. We construct and analyze a panel of Mexican bank financial data covering this period and find no evidence that …
Persistent link: https://www.econbiz.de/10010762708
The global crisis exposed weaknesses in the Hungarian financial system that pose risks to financial stability. Excessive risk-taking by banks and households had been masked by relatively stable exchange rates, the expected early adoption of the euro and unusually lax credit conditions in...
Persistent link: https://www.econbiz.de/10008552864
The document estimates the risk embraced by Colombian commercial banks, and establishes a measurement of excessive risk-taking that is consistent with such estimation. The construction of the excessive-risk measurement follows the basic efficient-portfolio framework, in which the variance of an...
Persistent link: https://www.econbiz.de/10010763443
banks are faced with the upcoming Basel III reform. Economic trends continue to exert pressure on the traditional bank …
Persistent link: https://www.econbiz.de/10011100363
In December 2010 the Basel Committee on Banking Supervision published a set of new regulations for banks in response to the financial crisis. This paper aims at evaluating the possible effects of the new framework on banks� available regulatory capital and risk-weighted assets and assessing...
Persistent link: https://www.econbiz.de/10011100377
It is often argued that branching stabilizes banking systems by facilitating diversification of bank portfolios … quantitatively more important than geographical diversification for bank stability in the 1920s and 1930s …
Persistent link: https://www.econbiz.de/10012721775
A bank determines whether potential borrowers are credit-worthy, that is, whether they meet the bank's credit or … lending standards. In making this determination, each bank is in competition with other banks, but without knowing the …;credit crunches.quot; Empirical tests of this repeated bank lending game are constructed based on parameterizing public information …
Persistent link: https://www.econbiz.de/10012721780
the local volume of bank deposits and local loan supply. Using the fraction of seniors as an instrument I show that the …
Persistent link: https://www.econbiz.de/10012721837
The regulatory framework established during the Great Depression spared us system-threatening financial failure for nearly four decades after World War II. The author gives a brief history of how the progressive deregulation of the financial system led to the crisis of 2008 and discusses the...
Persistent link: https://www.econbiz.de/10012722373