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We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this … supporting the bad management and efficiency version of the moral hazard hypotheses. In contrast, bank efficiency improvements … contribute to shore up bank capital levels. Our findings suggest that banks lagging behind in their efficiency levels might …
Persistent link: https://www.econbiz.de/10003973573
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tests, asking do they add value to the information available in the bank capital ratios observed at the start of the stress … holding of domestic government bonds all require a bank-specific approach in the supervisory review and evaluation process …
Persistent link: https://www.econbiz.de/10012843606
We find evidence of a bank lending channel for the euro area operating via bank risk. Financial innovation and the new … ways to transfer credit risk have tended to diminish the informational content of standard bank balance-sheet indicators …. We show that bank risk conditions, as perceived by financial market investors, need to be considered, together with the …
Persistent link: https://www.econbiz.de/10003867093
This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that …
Persistent link: https://www.econbiz.de/10008668337
This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that …. - Bank risk ; monetary policy ; credit crisis …
Persistent link: https://www.econbiz.de/10003971290
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