Showing 1 - 10 of 296,176
to 2020 for the whole German banking sector. Our results show that loss rates in the residential mortgage portfolios of … distributed in the banking system leading, on average, to a 0.4 percentage points reduction in the CET1 ratio over the simulation …
Persistent link: https://www.econbiz.de/10012012997
Persistent link: https://www.econbiz.de/10003710851
Persistent link: https://www.econbiz.de/10012695796
Purpose: The study is aimed not only at determining the current state of the bank asset securitization market but also at developing methods and ways to improve the processes of bank asset securitization in Russia. Design/methodology/approach: The article presents the results of a survey of...
Persistent link: https://www.econbiz.de/10012485861
Persistent link: https://www.econbiz.de/10013419062
Persistent link: https://www.econbiz.de/10003408040
Persistent link: https://www.econbiz.de/10003696485
During the last years the lending business has come under considerable competitive pressure and bank managers often express concern regarding its profitability vis-a-vis other activities. This paper tries to empirically identify factors that are able to explain the financial performance of bank...
Persistent link: https://www.econbiz.de/10009768846
Most bank efficiency studies that use stochastic frontier analysis (SFA) employ each bank’s own implicit input price when estimating efficient frontiers. But the theoretical foundation of most studies is a cost minimisation and/ or profit maximisation problem assuming perfect input markets. At...
Persistent link: https://www.econbiz.de/10002739985
Most bank efficiency studies that use stochastic frontier analysis (SFA) employ each bank's own implicit input price when estimating efficient frontiers. But the theoretical foundation of most studies is a cost minimisation and/ or profit maximisation problem assuming perfect input markets. At...
Persistent link: https://www.econbiz.de/10012989329