Showing 1 - 10 of 17,671
securitization, which contributes to increase bank risk, our analysis does not allow us to conclude that the Canadian banking system …
Persistent link: https://www.econbiz.de/10010837031
mortgage securitization. Nevertheless, in spite of obvious weaknesses, securitization contributes to decrease the …Since the subprime crisis, securitization by financial institutions has been threatened, both in the U.S. and in Canada …. In the U.S., private financial institutions have almost completely stopped their securitization activities. In Canada …
Persistent link: https://www.econbiz.de/10010837037
trading and capital markets business lines than their U.S. peers. Even though U.S. banks are more exposed to securitization …
Persistent link: https://www.econbiz.de/10010712507
Multi-market banks reallocate capital when local credit demand increases after natural disasters. Following such events, credit in unaffected but connected markets declines by about 50 cents per dollar of additional lending in shocked areas, but most of the decline comes from loans in areas...
Persistent link: https://www.econbiz.de/10011114906
This paper documents some stylized facts about the Canadian financial structure. I explore these empirical facts in the context of the Canadian financial legislation. I find that, over the 1990s, Canadian businesses became more heavily dependent on financial markets as their primary source of...
Persistent link: https://www.econbiz.de/10005427453
This study extends the literature on the determinants of NPL. I investigate whether banks anticipate non-performing loans by making balance sheet adjustments. This study draws insights into the actions taken by credit risk management teams and bank managers to minimize the size of non-performing...
Persistent link: https://www.econbiz.de/10011261765
Purpose–The purpose of this paper is to build an easy to implement, pragmatic and parsimonious yet accurate model to determine an exposure at default (EAD) distribution for CCL (contingent credit lines) portfolios. Design/methodology/approach–Using an algorithm similar to the basic...
Persistent link: https://www.econbiz.de/10009415545
The commercial banks main operation is the granting of credits that occupies the first place among the total investments. Any bank assumes risks to a certain extent when granting credits and certainly all the banks generally incur losses when some debtors fail to comply with their obligations....
Persistent link: https://www.econbiz.de/10010632712
In-spite of large volume of Contingent Credit Lines (CCL) in all commercial banks paucity of Exposure at Default (EAD) models, unsuitability of external data and inconsistent internal data with partial draw-down, has been a major challenge for risk managers as well as regulators for managing CCL...
Persistent link: https://www.econbiz.de/10008543788
We present a new approach to analyse historical recovery rates on distressed bank assets. Our approach uses banks’ reported impaired assets and the corresponding specific provisions. The dynamics and drivers of this credit loss recovery proxy are studied for a comprehensive sample of...
Persistent link: https://www.econbiz.de/10008472075