The regulatory and institutional environment may influence bank risk taking behavior, especially in emerging market economies. The resulting excess risk may hamper bank stability. This article investigates the influence of institutional factors on bank's excess risk and ratings, particularly...

The primary purpose of this article is to investigate the relationship between bank capital and credit risk taking in emerging market economies. We also investigate the influence of several regulatory, institutional and legal features on the relationship between risk and capital. We apply a...

The purpose of this paper is to investigate the regulatory and institutional factors which may increase excessive risk taking in banks. Few studies deal with the impact of these external factors on bank's risk taking and probability of default, despite the fact that empirical investigation is...

This article proposes to apply the methodology of scoring and calibration in order to study the coherence of the ratings of banks with a model of defect of the banks in the emergent countries. Indeed, the role of the rating in time that vector of discipline of market, via the vehiculation of...

This article investigates the impact of institutional and regulatory factors on banks' default in emerging market economies. Few studies have investigated bank default in these economies. Although, the quality of institutions which determine investors' protection and bank regulation's efficiency...

Regulatory and institutional environment is not without effect on bank's risk taking and therefore on bank's default. In this article, we investigate regulatory and institutional determinants of credit risk taking and bank's default probability in emerging market economies. Using a two step...

The regulatory and institutional environment may influence bank risk taking behavior, especially in emerging market economies. The resulting excess risk may hamper bank stability. This article investigates the influence of institutional factors on bank's excess risk and ratings, particularly...

This article investigates the impact of institutional and regulatory factors on banks' default in emerging market economies. Few studies have investigated bank default in these economies. Although, the quality of institutions which determine investors' protection and bank regulation's efficiency...

In this study, we provide evidence of the effects of macroprudential policy tightening on loan loss provisions (LLP) and income smoothing of European Economic Area (EEA) banks. Overall, we find that tightening actions of macroprudential policy reduce LLP, but the results depend on the period of...

Cet article propose d'appliquer la méthodologie de scoring et de calibrage afin d'étudier la cohérence des ratings de banques avec un modèle de défaut des banques dans les pays émergents. En effet, le rôle du rating en temps que vecteur de discipline de marché, via la véhiculation...