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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
The purpose of this paper is to measure the potential impact of business-sector concentration on economic capital for loan portfolios and to explore a tractable model for its measurement. The empirical part evaluates the increase in economic capital in a multi-factor asset value model for...
Persistent link: https://www.econbiz.de/10010295916
subset of large German banks, we estimate the target level and the adjustment speed of the capital ratio for each bank …
Persistent link: https://www.econbiz.de/10010295925
This paper examines how capital is determined by German banks. We analyse whether the determinants found in the previous empirical literature hold for the special German banking sector with its three characteristic banking groups of savings banks, cooperative banks and other banks. On the basis...
Persistent link: https://www.econbiz.de/10010297333
Die vorliegende Studie analysiert vor dem Hintergrund der durch die Finanzkrise bedingten Abschreibungen im Bankensektor die aktuelle Gefahr einer Kreditklemme in Deutschland und ihre möglichen Konsequenzen für die konjunkturelle Entwicklung. In einem Makromodell mit Bankensektor wird dabei...
Persistent link: https://www.econbiz.de/10010300038
We study the implications of the value at risk concept for the bank's optimum amount of equity capital under credit … managerial and market factors. Furthermore, the bank's equity and asset/liability management has to be addressed simultaneously … by bank managers. …
Persistent link: https://www.econbiz.de/10010305454
Verflechtungen zwischen Banken und Politikern werden hier am Beispiel ukrainischer Geschäftsbanken analysiert. Es zeigt sich, dass die "Nähe zur Politik" tendenziell einen dämpfenden Effekt auf die Entwicklung der Zinsmargen und einen positiven Effekt auf die Veränderung der...
Persistent link: https://www.econbiz.de/10011601732
We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this … supporting the bad management and efficiency version of the moral hazard hypotheses. In contrast, bank efficiency improvements … contribute to shore up bank capital levels. Our findings suggest that banks lagging behind in their efficiency levels might …
Persistent link: https://www.econbiz.de/10011605257
goes public, it can engage an investment bank that is related through a common main bank, or can select an alternative … investment bank. The main bank relationship can be an efficient way for the investment bank to acquire information generated by … the main bank, but may give rise to conflicts of interest. We use data from two different investment banking regimes in …
Persistent link: https://www.econbiz.de/10010263296
goes public, it can engage an investment bank that is related through a common main bank, or can select an alternative … investment bank. The main bank relationship can be an efficient way for the investment bank to acquire information generated by … the main bank, but may give rise to conflicts of interest. We use data from two different investment banking regimes in …
Persistent link: https://www.econbiz.de/10010276761