Showing 1 - 10 of 131
The recent crisis has underlined the importance of sound bank liquidity management. In response, regulators are … authors analyse the impact of liquid asset holdings on bank profitability for a sample of large U.S. and Canadian banks … that this relationship varies depending on a bank's business model and the state of the economy. These results are …
Persistent link: https://www.econbiz.de/10010280016
on a European level. Following De Nicolo and Kwast (2001), mean rolling-window correlations between bank stock returns …
Persistent link: https://www.econbiz.de/10010298100
on a European level. Following De Nicolo and Kwast (2001), mean rolling-window correlations between bank stock returns …
Persistent link: https://www.econbiz.de/10010301767
Because of secrecy, little is known about the political economy of central bank lending. Utilizing a novel, hand … unprecedented government bailout of the central bank, and resulted in loss of shareholder control over the central bank. …
Persistent link: https://www.econbiz.de/10014290136
Zahlungs- und Schuldendeckungsfähigkeit stellen finanzwirtschaftliche Existenzbedingungen dar, deren Einhaltung in Bankenkrisen gefährdet ist. Das war nicht anders in den Bankenkri-sen der National Banking-Ära der USA. Fraglich ist, ob mit der Einführung des Federal Re-serve Systems eine...
Persistent link: https://www.econbiz.de/10010300264
Russian banks have been strongly influenced by the worldwide financial crisis which started in the second half of 2008. This was caused by a combination of domestic, regional and international factors. We estimate an early warning model for the Russian crisis. We identified 47 Russian banks...
Persistent link: https://www.econbiz.de/10010427551
In August 2007 the United Kingdom experienced its first bank run in over 140 years. Although Northern Rock was not a … particularly large bank (it was at the time ranked 7th in terms of assets) it was nevertheless a significant retail bank and a … outside the bank as depositors rushed to withdraw their deposits. There was always a fear that this could spark a systemic run …
Persistent link: https://www.econbiz.de/10011689937
incentives, risk management models and procedures, conflicts of interest and bank strategies. Their perspectives are quite …
Persistent link: https://www.econbiz.de/10011689953
This paper introduces a stress test of the corporate credit portfolios of 24 large German banks by a two-stage approach: First, a macro-econometric model is used to forecast the impact of a substantial increase of the user cost of business capital for firms worldwide on three particularly...
Persistent link: https://www.econbiz.de/10010308263
The paper analyses problems arising from the interdependence of liquidity provision in the financial system. Findings document, that liquidity shortage of minor financial players can translate into liquidity shortage for systemic relevant players, thereby putting the proper functioning of the...
Persistent link: https://www.econbiz.de/10010294698