Showing 1 - 10 of 8,899
We examine liquidity creation per unit of assets by banks subject to the Liquidity Coverage Ratio (LCR) using the …. We find that, since 2013, there has been reduced liquidity creation by LCR banks compared to non-LCR banks, occurring …-off between lower liquidity creation and lower run risk from reduced liquidity mismatch of the largest banks. …
Persistent link: https://www.econbiz.de/10011868438
The big Chinese state-owned banks came as winners out of the global financial crisis. According to the Banker ranking …, Chinese banks led the global banking profitability ranking through the years from 2008 to 2010 and contributed one fifth of …. However, the low efficiency in Chinese banks is still persistent, as evident in many empirical studies (e.g. Feyzioglu, (2009 …
Persistent link: https://www.econbiz.de/10010307920
, and the interaction with banks’ risk management, supervisory tools and statistical requirements. It also examines how the … application of fair value accounting to banks’ trading book has impacted their share price volatility. It is concluded that the …
Persistent link: https://www.econbiz.de/10011606165
This paper reports estimates of the long-run costs and benefits of banks funding more of their assets with loss … of the benefits from having banks use more equity no estimate of costs - however accurate - can tell us what the optimal … level of bank capital is. We use empirical evidence on UK banks to assess costs; we use data from shocks to incomes from a …
Persistent link: https://www.econbiz.de/10010277870
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 … in risk. The reason is that rational depositors anticipate the banks' behavior and therefore ask for a higher risk …
Persistent link: https://www.econbiz.de/10011430018
require independence of banks' boards and regulators are ignored. Thus the largest Chinese banks remain under the firm state … 'transform major banks into internationally competitive joint-stock commercial banks with appropriate corporate governance … the international best practices in bank governance and regulation and listing of major banks at the Hong Kong stock …
Persistent link: https://www.econbiz.de/10011470781
The investigation of the sequencing of liberalization in the EU financial services industry is the primary object of this study. The relevance of the EU model for financial liberalization is threefold. First, the EU route towards liberalization in financial services could be regarded as a...
Persistent link: https://www.econbiz.de/10011689908
This paper examines the convergence properties of cost efficiency for Indonesian banks for the period 1992-2007. It …. Using panel data estimation, the paper examines β-convergence and σ-convergence, to test the speed at which Indonesian banks … reform process improved the average level of efficiency and improved the distribution of efficiency across banks …
Persistent link: https://www.econbiz.de/10010288852
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 … in risk. The reason is that rational depositors anticipate the banks' behavior and therefore ask for a higher risk …
Persistent link: https://www.econbiz.de/10011398285
importance of the different risks (e.g., liquidity, currency, and interest rate risks). Regarding the assessment of the soundness …
Persistent link: https://www.econbiz.de/10011283443