Showing 1 - 10 of 107
determinants of bank capital buffer has neglected the role of liquidity. On the whole, we find that banks decrease their regulatory …The theory of financial intermediation highlights various channels through which capital and liquidity are interrelated …. Using a simultaneous equations framework, we investigate the relationship between bank regulatory capital and bank liquidity …
Persistent link: https://www.econbiz.de/10010682601
Frictions prevent banks to immediately adjust their capital ratio towards their desired and/or imposed level. This …; (ii) which adjustment channels banks use to adjust their capital ratio; and (iii) how the speed of adjustment and … adjustment channels differ between large, systemic and complex banks versus small banks. Our results, obtained using a sample of …
Persistent link: https://www.econbiz.de/10012141558
We aim to assess how accurately accounting and stock market indicators predict rating changes for Asian banks. We … indicators but are more effective in predicting upgrades than downgrades, especially for large banks. Moreover, early indicators … are only significant in predicting rating changes for banks that are more focused on traditional banking activities such …
Persistent link: https://www.econbiz.de/10012148149
Fail banks in Asia. A stepwise logit model is first estimated to isolate the optimal set of accounting indicators to …
Persistent link: https://www.econbiz.de/10013137641
account crisis periods. Based on a broad set of commercial banks in Asia over the 1994-2009 period, the empirical results … volatility and higher insolvency risk of banks. In general, although banks in less competitive markets hold more capital, the … crisis periods, specifically the 1997 Asian crisis that has directly affected Asian banks, market power in banking has a …
Persistent link: https://www.econbiz.de/10013115973
. Using data for 203 banks across 10 Central and Eastern European countries, this paper empirically analyzes the implications …
Persistent link: https://www.econbiz.de/10013125731
account crisis periods. Based on a broad set of commercial banks in Asia over the 1994-2009 period, the empirical results … volatility and higher insolvency risk of banks. In general, although banks in less competitive markets hold more capital, the … crisis periods, specifically the 1997 Asian crisis that has directly affected Asian banks, market power in banking has a …
Persistent link: https://www.econbiz.de/10013100016
deposit insurance. However, several factors affect the strength of this discipline. State-owned banks are not disciplined … banks across 10 Central and Eastern European countries, this paper empirically analyzes the disciplining role of interbank …
Persistent link: https://www.econbiz.de/10013102941
deposit insurance. However, several factors affect the strength of this discipline. State-owned banks are not disciplined … banks across 10 Central and Eastern European countries, this paper empirically analyzes the disciplining role of interbank …
Persistent link: https://www.econbiz.de/10013102970
​We aim to assess how accurately accounting and stock market indicators predict rating changes for Asian banks. We … indicators but are more effective in predicting upgrades than downgrades, especially for large banks. Moreover, early indicators … are only significant in predicting rating changes for banks that are more focused on traditional banking activities such …
Persistent link: https://www.econbiz.de/10013104247