Showing 1 - 10 of 15
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
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 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
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
Im Zuge der Finanzkrise der Jahre 2007 bis 2009 rückte die Kontroverse um staatliche Notrettungsprogramme für den Bankensektor verstärkt ins Blickfeld. Diese Programme haben das Ziel, den Finanzsektor und somit auch realwirtschaftliche Entwicklungen zu stabilisieren. Dem stehen die...
Persistent link: https://www.econbiz.de/10011566492
Welche Auswirkungen haben große Schocks wie Naturkatastrophen auf das Risiko von Banken, und welche realwirtschaftlichen Implikationen ergeben sich daraus? Diesen Fragen geht ein aktueller Beitrag unter IWH-Beteiligung nach, der die Auswirkungen des Wirbelsturms Katrina in den USA untersucht....
Persistent link: https://www.econbiz.de/10011906682
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
Welche Auswirkungen makroökonomische Schocks in Form von Naturkatastrophen auf Banken haben und welche realwirtschaftlichen Implikationen sich daraus ergeben können, wurde unter dem Titel "Katrina und die Folgen: Sicherere Banken und positive Produktionseffekte" bereits an früherer Stelle in...
Persistent link: https://www.econbiz.de/10012262810
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
This study examines the speed of adjustment of the leverage and regulatory capital ratios between 2002 and 2018 for large commercial banks of the USA. The study applies a two-step system GMM technique to obtain the speed of adjustment. The results prove that higher-quality capital requires...
Persistent link: https://www.econbiz.de/10012657317