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This paper presents the pilot top-down climate stress test of the Hungarian banking system over the 2020-2050 horizon. The focus is on a core indicator of financial soundness, the ratio of non-performing loans. Three scenarios are considered with different grades of compliance with the Paris...
Persistent link: https://www.econbiz.de/10013489715
which are bank specific, financial sector specific and macroeconomic are used as explanatory variables in the balanced panel … regressions. Among the bank-specific variables, capital ratio and credit risk have significant impact on bank profitability. While … bank profitability positively. Two financial sector development variables are used as explanatory variables in the panel …
Persistent link: https://www.econbiz.de/10013014880
Systemically Important Banks (G-SIBs) on bank lending behaviour. Using a difference-in-differences estimation strategy, we find no …
Persistent link: https://www.econbiz.de/10012299026
the role played by bank-level variables, banking sector features in each country, and the specific characteristics of the …/substitution effects of both bank- and portfolio-level variables with the characteristics of the banking sector when explaining credit risk …
Persistent link: https://www.econbiz.de/10012822183
banking system penetration promotes financial inclusion-notably, access to bank credit and to formal credit. The results of …
Persistent link: https://www.econbiz.de/10012509932
influenced by bank size and market share, and to a somewhat lesser extent by deposit rates and non-performing loans. In addition …. Furthermore, bank size and market share, as well as the differential between domestic and foreign rates, are the most important …
Persistent link: https://www.econbiz.de/10011623362
monetary transmission processes of Islamic and conventional banks using disaggregated bank-level data for Saudi Arabia over the … to various shocks make it easier for the Saudi central bank to achieve macroeconomic goals through monetary policy …
Persistent link: https://www.econbiz.de/10013400126
risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …, on average, lower loan losses, (b) the loss rate of a given industry in a bank's loan portfolio is lower if the bank has …
Persistent link: https://www.econbiz.de/10010233376
attempt to examine various banking factors that affect NPLs with respect to developing economies. In this study, the bank … have a negative association with NPLs. The results confirm that if the bank-specific conditions change, the credit quality … and bank management of banks are affected. It was concluded that the performance of banks is responsive to an effective …
Persistent link: https://www.econbiz.de/10013347052
This paper investigates the macroeconomic determinants of credit risk in the banking system of 22 Sub-Saharan African economies. We measure credit risk as the ratio of non-performing loans to total gross loans (NPLs) and employ dynamic panel data methods over the period 2000-2016. Using a...
Persistent link: https://www.econbiz.de/10011980001