) abilities and on the sectoral concentration risk of a credit portfolio. In this paper, we examine in the first part if … cooperative banks. In the second part we measure the overall effect of better monitoring and the associated higher sectoral credit … concentrations on the credit risk of the portfolio. Our empirical results suggest that specialization benefits overcompensate the …

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 … of credit risk for individual sectors. Based on the analysis, an answer is sought to the question of whether the observed …

lending behavior and risk sensitivity of a risk-neutral bank. CDS contracts may be used to hedge a bank's credit risk exposure … credit risk. Under the substitution approach in Basel II (and III) a risk-neutral bank will over-, fully or under-hedge its … interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on …

foreign bank lending on firm growth and financing. Foreign lending stimulates growth in firm sales, assets, and leverage, but …-1993 – arguably the most connected businesses – benefit least from foreign bank entry. This finding suggests that foreign banks can …

stronger competition implies significantly lower spreads between bank and market interest rates for most loan market products … where competitive pressures are stronger. Further, where loan market competition is stronger, we observe larger bank spreads …This paper analyses the impact of loan market competition on the interest rates applied by euro area banks to loans and …

created as a collaboration between Santander Bank and the University of Cantabria. SANFI works to identify, develop, support …

shields the private commercial bank from aggressive competition by these banks. … such cooperative practices. There are two adjacent markets with one savings or cooperative bank being focused on each one … and one private commercial bank serving both. We find that abolishing regional demarcation indeed increases total loan …

multiple technology regimes and group membership probabilities. The latter are conditioned on six bank traits of German banks … specific cost parameters to measure competition with Lerner indices. Large, national universal banks and the smallest, most … specialized banks exhibit the lowest level of competition. In turn, medium sized universal banks are both efficient and exhibit …

We assess the influence of competition and capital regulation on the stability of the banking system. We particularly … competitive environment affect bank monitoring choices and the effectiveness of capital regulation? Our approach deviates from the … show that competition improves the monitoring incentives of better quality banks and deteriorates the incentives of lower …