risks posed by individual banks but also, importantly, those posed by nonbanks and the system as a whole. The recent …

and European banks adjust their level of capital and portfolio risk under capital regulation, whether and how they react … equations model developed by Shrieves and Dahl. This model analyzes adjustments in capital and risk at banks when they approach … behavior. Both American and European banks that are close to minimum requirements simultaneously increase their capital. In …

We use country level data and bank level data from 71 countries and 857 banks to investigate the impact of bank … cost efficient banks, with higher than average levels of provisions relatively to their income, and lower liquidity tend to … have lower ratings. Larger and more profitable banks tend to obtain higher ratings. Higher equity to assets ratio results …

This paper proposes a model to assess risk for banks. Its main innovation is to incorporate endogenous interaction … among banks, where the actual risk an individual bank bears also depends on its interaction with other banks and investors …. We develop a two-period general equilibrium model with three active heterogeneous banks, incomplete markets, and …

This paper studies the performance of domestic and foreign banks in Thailand in terms of profitability and other … pooling cross-bank time-series data with the major balance sheet and income statement ratios for domestic and foreign banks in … Thailand for 1995–2000. All banks were found to have reduced their credit exposure during the crisis years, and to have …

approach model. Reported results indicate that foreign banks were on average more efficient than the other banks, although … their efficiency was comparable with the ‘good’ small banks’ efficiency in early years of their operation. Based on the … estimated results it is argued that early privatisation of state-owned commercial banks and more liberal policy towards foreign …