Showing 1 - 10 of 9,656
curtailed credit supply, particularly at less-well capitalized banks. Second, such negative impact was larger for countries … significantly smaller for foreign-owned banks, suggesting that opening up to foreign investors may be an effective way to partly … shield the domestic banking sector from negative shocks. Overall, CAR enforcement — by inducing banks to reduce their lending …
Persistent link: https://www.econbiz.de/10013124730
We explore the effects of ownership concentration on the risk-taking behavior of banks. Our analysis focuses on East … concentrated ownership improves banks' liquidity. Further, the recent financial crisis does not appear to change the fundamental …
Persistent link: https://www.econbiz.de/10013092657
Hypothesis, under which stress-tested banks reduce credit supply – particularly to relatively risky borrowers – to decrease their … credit risk. The findings do not support the Moral Hazard Hypothesis, in which these banks expand credit supply … banks, banks that passed the stress tests, and the earlier stress tests …
Persistent link: https://www.econbiz.de/10012955765
banks (CSBs) had on the quality of their borrowers' financial statements. Using a difference-in-difference research design …-on-assets (ROA) after a bank's IPO. We also find that pursuant to the IPOs by their lending banks, various measures of borrowers' FRQ …
Persistent link: https://www.econbiz.de/10012936432
We present an empirical study of stress testing for portfolios of auto loans. We find that loans aged five years or more have significantly higher default probabilities. This finding raises concerns about the increasing maturity of auto loans in recent years. A challenge in stress testing is the...
Persistent link: https://www.econbiz.de/10012937351
larger banks),but also boosted bank risk in the long term. Results remain robust to considerations of (1) bank …
Persistent link: https://www.econbiz.de/10013008299
in domestic credit and M2. A new finding is that similar variables for other systemic countries – the UK and the Euro … Area – are also important, sometimes even more so, consistent with the dominant role of European banks in cross … also the cyclical impact of global liquidity, with sensitivities of flows to banks decreasing with stronger macroeconomic …
Persistent link: https://www.econbiz.de/10013053045
liquidity is driven primarily by uncertainty (VIX), US monetary policy (term premia), and UK and Euro Area bank conditions … is consistent with the dominant role of European banks in cross-border lending. We also show that borrowing countries can …
Persistent link: https://www.econbiz.de/10013054284
Chinese banks have sought ways to rapidly expand lending in light of strict regulatory mandates to reduce official … collateralize repurchases remain a channel for banks to increase their balance sheet and reduce official lending. Many banks even … classify repurchase lending underneath the heading of lending to banks. As back door lending funds roll-overs and commodity …
Persistent link: https://www.econbiz.de/10013033802
to analyze eleven sanctions episodes between 2002 and 2015, we find that banks located in Germany reduce their positions … adjust its positions after the imposition of sanctions. For affiliated banks located in countries with low financial …
Persistent link: https://www.econbiz.de/10012230708