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Determinants of voluntary bank disclosure : evidence from Japanese shinkin banks
Spiegel, Mark; Yamori, Nobuyoshi - 2004
Disclosure is widely regarded as a necessary condition for market discipline in a modern financial sector. However, the … determinants of disclosure decisions are still unknown, particularly among banks. This paper investigates the determinants of … disclosure by Japanese Shinkin banks in 1996 and 1997. This period is unique because disclosure of non-performing loans was …
Persistent link: https://www.econbiz.de/10011402650
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Empirical evidence on disclosure and risk-taking of banks in Ghana
Kuranchie-Pong, Lydia; Bokpin, Godfred A.; Andoh, Charles - In: Journal of financial regulation and compliance : an … 24 (2016) 2, pp. 197-212
Persistent link: https://www.econbiz.de/10011563842
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The impact of capital market competition on relationship banking : evidence from the Japanese experience
Fraser, Donald R.; Rhee, S. Ghon; Shin, G. Hwan - In: Journal of empirical finance 19 (2012) 4, pp. 411-426
Persistent link: https://www.econbiz.de/10009615673
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Bank production with nonperforming loans : a minimum distance directional slack inefficiency approach
Fukuyama, Hirofumi; Matousek, Roman; Tzeremes, Nickolaos G. - In: Omega : the international journal of management science 113 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013534456
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Does banks size distort market prices? Evidence for too-big-to-fail in the CDS market
Völz, Manja; Wedow, Michael - 2009
This paper examines the potential distortion of prices in the CDS market caused by too-big-to-fail. Overall, we find evidence for market discipline in the CDS market. However, CDS prices are distorted due to a size effect which arises when investors expect a public bail-out as a result of...
Persistent link: https://www.econbiz.de/10010298782
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The Limits of Market Discipline in Reducing Banks' Risk Taking
Blum, Jürg - 2000
This paper analyzes the influence of market discipline on the risk-taking incentives of banks. It is shown that market discipline reduces risk if banks can credibly commit to a given level of risk before the interest rate on deposits is set. If, however, the bank can readjust the level of risk...
Persistent link: https://www.econbiz.de/10011430018
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Rebalancing the Three Pillars of Basel II
Rochet, Jean-Charles - Institut d’Économie Industrielle <Toulouse> - 2004
[...]This paper aims to fill that gap by providing a simpleframework for analyzing the interactions between the threepillars of Basel II. We start by offering a critical assessment ofthe academic literature on the three pillars,5 and argue thatnone of the existing models allows for a...
Persistent link: https://www.econbiz.de/10005869751
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Market Indicators, Bank Fragility, and Indirect Market Discipline
Gropp, Reint; Vesala, Jukka; Vulpes, Giuseppe - European Central Bank; UniCredit Group <Milano> - 2004
[...]This paper aims to ascertain the quality (that is, thepredictive power and prediction errors) of two marketindicators: the distance to default and the subordinated debtspread. Previous work has established that banks’ marketprices reflect contemporaneous information about bank riskin the...
Persistent link: https://www.econbiz.de/10005869753
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Market discipline and too-big-to-fail in the CDS market : does banks' size reduce market discipline?
Völz, Manja; Wedow, Michael - In: Journal of empirical finance 18 (2011) 2, pp. 195-210
Persistent link: https://www.econbiz.de/10009301132
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Market discipline in the banking industry : evidence from spread dispersion
Iannotta, Giuliano - In: The European journal of finance 17 (2011) 1/2, pp. 111-131
Persistent link: https://www.econbiz.de/10009155458