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ratios- following intra- and (particularly) interstate liberalization of bank branching restrictions. This effect arises …
Persistent link: https://www.econbiz.de/10005858336
This paper analyzes the impact of ongoing financial integration and increase in crossborder activities on banks’ common exposure to shocks and on banking sector systemic risk. For that, we study the evolution of correlations between large international banks’ asset-to-debt ratios over...
Persistent link: https://www.econbiz.de/10005858331
This paper analyzes the effects of parliamentary election cycles on the Turkish banking system. Usingannual bank … bank assets, liabilities and financial performance across differentstages of the parliamentary election cycle. However, we …
Persistent link: https://www.econbiz.de/10009302550
This paper first provides a simple but very general framework for credit portfolio modellingwhich is based on the distinction between systematic and unsystematic risk. Unsystematicor borrower-specific risk vanishes through diversification in a very large, infinitelyfine-grained portfolio. The...
Persistent link: https://www.econbiz.de/10005843044
the loss given default on bank loans and corporate bonds, and seeks to empirically explain this critical relationship.(...) …
Persistent link: https://www.econbiz.de/10005846825
The transformation of private savers’ funds into business loans – the very essential function ofbanking intermediation - is weak in Belarus compared to other Eastern European economies.High concentration, governmental interference, an inconsistent regulation and a difficultbusiness environment...
Persistent link: https://www.econbiz.de/10005858572
We analyze optimal risk management strategies for a regulatory restricted bank financed with deposits and equity in an … infinite horizonmodel. The bank has a positive franchise value from rents coming from deposit related services (liquidity … franchise value and the liquidation costs in case of a bank run give the bank a motivation for risk management. The franchise …
Persistent link: https://www.econbiz.de/10005859100
taking bad assets off bank balance sheets, or can one wait till the crisis is over? We argue that an “overhang” of impaired …
Persistent link: https://www.econbiz.de/10005870915
Der vorliegende Beitrag beschäftigt sich mit der Aufarbeitung der Hintergründe der Subprime-Krisesowie der nachfolgenden internationalen Banken- und Finanzkrisen. Auf dieser Basis werden Vorschlägediskutiert, wie die erkannten Schwachstellen im Finanzsystem repariert bzw. behoben...
Persistent link: https://www.econbiz.de/10009418807
Vorliegende Arbeit sucht die Ursachen des Wandels der traditionellen Geschäftsstrategie vonKreditinstituten zu einem aktiven Steuerungsansatz unter dem Gesichtspunkt des Einflussesaufsichtsrechtlicher Anforderungen genauer zu analysieren. Es wird gezeigt, dass nicht nurökonomische Faktoren,...
Persistent link: https://www.econbiz.de/10009418814