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Outright bank failures without prior indication of financial instability are very rare. Supervisory authorities monitor … regarded as troubled to varying degrees before outright closure. But to our knowledge virtually all studies that predict bank … failures neglect the ordinal nature of bank distress. Exploiting the distress database of the Deutsche Bundesbank we …
Persistent link: https://www.econbiz.de/10010295922
German banks experienced a merger wave throughout the 1990s. However, the success of bank mergers remains a continuous …
Persistent link: https://www.econbiz.de/10010295905
estimation. The analysis allows to distinguish between rents that accrue due to single bank lending, rents that accrue due to …
Persistent link: https://www.econbiz.de/10010303753
This article presents the results of stress tests of the Czech banking sector conducted using models of credit risk and credit growth broken down by sector. The use of these models enables the stress tests to be linked to the CNB's official quarterly macroeconomic forecast. In addition, the...
Persistent link: https://www.econbiz.de/10010322230
provide evidence in favor of the bank capital channel theory. Banks holding less regulatory capital and less interbank …
Persistent link: https://www.econbiz.de/10010295189
provide evidence in favor of the bank capital channel theory. Banks holding less regulatory capital and less interbank …
Persistent link: https://www.econbiz.de/10010277973
We test whether output growth in European economic agglomeration regions depends on financial development. To this end we suggest a relative measure of the quality of financial institutions rather than the usual quantity proxy of financial development. In order to measure the quality of...
Persistent link: https://www.econbiz.de/10010295929
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
conditional correlations between European bank stock indices. These correlations are used as an indication for the …
Persistent link: https://www.econbiz.de/10010298129
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