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Patterns of Capital Structure in Indian Private Corporate Sector : A Study on Indian Banks and Steel Industry
Srivastava, Ankita - 2014
The paper presents an analysis of patterns of capital structure of Indian private corporate sector. The patterns in Indian private corporate sector has been analysed by taking two industries from BSE 500 listed companies from twenty six industries for the period of 1999-2000 to 2012-13. The...
Persistent link: https://www.econbiz.de/10013050356
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Banking reform
Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011554963
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Impaired bank health and default risk
Fukuda, Shin'ichi; Kasuya, Munehisa; Akashi, Kentaro - In: Pacific-Basin finance journal 17 (2009) 2, pp. 145-162
Persistent link: https://www.econbiz.de/10003830621
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Ownership Structure, Revenue Diversification and Insolvency Risk in European Banks
Sanya, Sarah - 2011
, an insight into how the ownership structure of a bank affects investment decisions, performance and ultimately insolvency … risk - the focus of this paper - is crucial. Our results show revenue diversification reduces insolvency risk in banks with … the impact of the latter on insolvency risk in banks. The results also have important policy implications for regulators …
Persistent link: https://www.econbiz.de/10013128385
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Why Do Banks Default When Asset Quality is High?
Kao, Lie-Jane - 2012
Short-term financing, e.g., asset-backed commercial paper (ABCP) or repurchase agreements (repo), was prevalent prior to the 2007-2008 financial crises. Banks funded by short-term debts, however, are exposed to rollover risk as the banks are unable to raise sufficient funds to finance their...
Persistent link: https://www.econbiz.de/10013113740
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Loss Given Default of Corporate Bank Loans : Large Scale Evidence from Europe
Deborgies-Sanches, Laurence D. M. - 2014
Using a unique data set on companies' defaults provided by a consortium of 31 banks, this paper gives new insights into the determinants of the workout-loss-given-default (W-LGD): losses based on the cash flows observed between the default and the resolution times.As between 1997 and 2010, 18%...
Persistent link: https://www.econbiz.de/10013067402
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Bankruptcy Prediction Model of Banks in Indonesia Based on Capital Adequacy Ratio
2019
Objective – The purpose of this study is to examine the influence of capital on bankruptcy banks. The hypothesis of this research is that capital has an effect on the bankruptcy of a bank.Methodology/Technique – This research examines financial reports between 2005-2014. An econometric model...
Persistent link: https://www.econbiz.de/10012889621
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Modeling Financial Distress : The Case of Indonesian Banking Industry
Sjahrial, Rinaldo - 2017
The existing financial distress models vary in their prediction accuracy. Some well known models are Altman, CAMEL, NPL, and Take Over Models, which involve around 6 financial ratios. Possible sources are different uses of composition ratio, different Industry specification, the level of data...
Persistent link: https://www.econbiz.de/10012945608
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Loss Given Default for Commercial Loans at Failed Banks
Shibut, Lynn - 2016
This paper extends what we know about loss given default (LGD) on commercial loans by studying certain types of these loans that have been excluded from previous research but that may be more representative of loans held by small and mid-sized banks. We use a newly available dataset on...
Persistent link: https://www.econbiz.de/10013002186
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Do Firms Hedge in Order to Avoid Financial Distress Costs? New Empirical Evidence Using Bank Data
Hahnenstein, Lutz - 2020
We present a new approach to test the financial distress costs theory of corporate hedging empirically. We estimate the ex ante expected financial distress costs, which serve as a starting point to construct further explanatory variables in an equilibrium setting, as a fraction of the value of...
Persistent link: https://www.econbiz.de/10012852946