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From bilateral two-way to unilateral one-way flow link-formation

Olaizola, Norma; Valenciano, Federico - In: SERIEs - Journal of the Spanish Economic Association 7 (2016) 2, pp. 257-278

We provide a model that allows for a transition between the simplest variation of two basic models of strategic network formation: Bala and Goyal's one-way flow model without decay, where links can be unilaterally formed, and a version without decay of Jackson and Wolinsky's connections model...

Persistent link: https://www.econbiz.de/10011650320

Characterization of efficient networks in a generalized connections model with endogenous link strength

Olaizola, Norma; Valenciano, Federico - In: SERIEs - Journal of the Spanish Economic Association 11 (2020) 3, pp. 341-367

We consider a natural generalization of Jackson and Wolinsky's (J Econ Theory 71:44- 74, 1996) connections model where …

Persistent link: https://www.econbiz.de/10014496086

The impact of bank capital, bank liquidity and credit risk on profitability in postcrisis period: A comparative study of US and Asia

Abbas, Faisal; Iqbal, Shahid; Aziz, Bilal - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-18

The purpose of this study is to explore the influence of bank capital, bank liquidity level and credit risk on the … economies similar to in the USA commercial banks, whereas the impact of liquidity on the profitability of the USA large … indicate that a 6% increase in capital leads to a 1% increase in profit, a 3.5% increase in liquidity leads to a 1% increase in …

Persistent link: https://www.econbiz.de/10012657522

A connections model with decreasing returns link-formation technology

Olaizola, Norma; Valenciano, Federico - In: SERIEs - Journal of the Spanish Economic Association 14 (2023) 1, pp. 31-61

We study a connections model where the strength of a link depends on the amount invested in it and is determined by an increasing strictly concave function. The revenue from investments in links is the value (information, contacts, friendship) that the nodes receive through the network. First,...

Persistent link: https://www.econbiz.de/10014496075

The Debt Structure of SMEs: An Optimization Model

Moro, Andrea; Lucas, Mike R.; Grimm, Uwe G. - In: The Journal of Entrepreneurial Finance (JEF) 16 (2012) 1, pp. 87-108

The existing finance literature is inadequate with respect to its coverage of the debt structure of small and medi-um sized enterprises (SMEs). In addition, the role of trust in accessing finance for such enterprises is under-investigated. This paper presents a mathematical model for optimizing...

Persistent link: https://www.econbiz.de/10010343136

Trust and the Demand for Personal Collateral in SME - Bank Relationships

Moro, Andrea; Lucas, Mike R.; Kodwani, Devendra - In: The Journal of Entrepreneurial Finance (JEF) 16 (2012) 1, pp. 57-79

Previous research on relationship lending has paid very little attention to the role of trust. Trust might be ex-pected to reduce agency costs, perceived credit risk and thus the request for personal collateral. Trustworthiness is associated with three attributes of SME owner/managers': ability,...

Persistent link: https://www.econbiz.de/10010343140

Much ado about nothing? Interest and non-interest products and services: Their impact on small banks' margins

Fredriksson, Antti; Maresch, Daniela; Moro, Andrea - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-14

We investigate the impact of interest and non-interest products and services on the margin a bank can derive from a specific customer. The analysis is based on 4,277 observations of relationships between small cooperative banks and small and medium-sized enterprises (SME) in Finland from 2001 to...

Persistent link: https://www.econbiz.de/10011988764

When the going gets tough, the tough get going

Fredriksson, Antti; Maresch, Daniela; Fink, Matthias; … - In: The Journal of Entrepreneurial Finance (JEF) 19 (2017) 1, pp. 83-104

A bank's lending decision is affected by the amount of information it can access and by its capability to manage this information. The latter aspect implies that the bank has to decide whether borrowers should be managed in a local branch of the bank or in its headquarters. By looking at a...

Persistent link: https://www.econbiz.de/10012012662

How do bank capital and capital buffer affect risk: Empirical evidence from large US commercial banks

Abbas, Faisal; Younas, Zahid Irshad - In: Journal of Central Banking Theory and Practice 10 (2021) 2, pp. 109-131

This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show that bank capital has a positive influence on total...

Persistent link: https://www.econbiz.de/10014558394

Dynamics of funding liquidity and risk-taking: Evidence from commercial banks

Abbas, Faisal; Ali, Shoaib; Yousaf, Imran; Wong, Wing Keung - In: Journal of Risk and Financial Management 14 (2021) 6, pp. 1-16

The purpose of this study is to investigate the impact of funding liquidity risk on the banks' risk-taking behavior. To … funding liquidity increases the banks' risk-taking of US commercial banks. Furthermore, banks with higher deposits are less … findings infer that increases in bank funding liquidity increase both risk-weighted assets and liquidity creation, and deposit …

Persistent link: https://www.econbiz.de/10013200965