Showing 1 - 10 of 204
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
The recent period of crisis in credit markets has highlighted the crucial role of bank risk taking. Our paper assesses … the inter-temporal relationships among bank efficiency, capital and bank risk-taking in the EU-26 commercial banking …
Persistent link: https://www.econbiz.de/10013136814
This paper explores the ability of financial analysts to gauge the risk taken by banks and investigates the impact of the recent financial crisis. Using a sample of 36,343 analyst forecasts issued for 411 European banks over 2003-2009 we find that analyst forecasts are influenced by risk, the...
Persistent link: https://www.econbiz.de/10013113856
The recent period of crisis in credit markets has highlighted the crucial role of bank risk taking. Our paper assesses … the inter-temporal relationships among bank efficiency, capital and bank risk-taking in the EU-26 commercial banking …
Persistent link: https://www.econbiz.de/10013153674
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/10013142777
confidential supervisory measure of IRR, this paper identifies which bank-specific characteristics can amplify or weaken the impact … the European Central Bank (ECB) reveal greater IRR exposure. These findings advance the debate on the impact on euro area …
Persistent link: https://www.econbiz.de/10012318814
confidential supervisory measure of IRR, this paper identifies which bank-specific characteristics can amplify or weaken the impact … the European Central Bank (ECB) reveal greater IRR exposure. These findings advance the debate on the impact on euro area …
Persistent link: https://www.econbiz.de/10013314909
This paper investigates risk and stability features of Islamic banking using a sample of 553 banks from 24 countries between 1999 and 2009. Small Islamic banks that are leveraged or based in countries with predominantly Muslim populations have lower credit risk than conventional banks. In terms...
Persistent link: https://www.econbiz.de/10013099534
. Using information on bank M&As between 1997 and 2008 for a sample of nine EU economies, we find that banks pay higher merger …
Persistent link: https://www.econbiz.de/10013038137
banks that are considered ‘Too-systemically important-to-fail' (TSITF). In this paper, we exploit a sample of bank mergers … whether they affect the probability of a bank being rescued during the recent crisis. We find that safety net benefits derived … in banking systems pre-crisis. Third, we do not find that gaining safety net subsidies leads to TSITF bank's increased …
Persistent link: https://www.econbiz.de/10013112297