Showing 1 - 10 of 4,194
This paper attempts to investigate the impact of credit information sharing on bank-specific stock price crash risk. Using a sample of 1,402 listed-banks in 55 countries for the period 2005-2013, we show that credit information sharing through public credit registries is negatively associated...
Persistent link: https://www.econbiz.de/10012926760
The introduction of the Securities Financing Transactions Regulation into EU law provides a unique opportunity to obtain an in-depth understanding of repo markets. Based on the transaction-level data reported under the regulation, this paper presents an overview and key facts about the euro area...
Persistent link: https://www.econbiz.de/10014480027
This study investigates how three regulatory reforms undertaken in the aftermath of the global financial crisis have affected returns of real estate companies. The three reforms are aimed at regulating different segments of the market – Basel III targets banks, and could restrict the...
Persistent link: https://www.econbiz.de/10011514259
Persistent link: https://www.econbiz.de/10013400175
The objective of the paper is to analyse the impact of the Swiss National Bank's decision to introduce the floati ng exchange rate of the franc on January 15th, 2015, upon the market value of commercial banks operating in the Polish banking sector. The analysis involved twelve commercial banks...
Persistent link: https://www.econbiz.de/10011516782
dealing with large investor redemptions in the presence of liquidity mismatches. Their tools notwithstanding, bond OEFs had to …
Persistent link: https://www.econbiz.de/10014287902
significantly influencing the risk-taking attitudes of bank managers. Particularly, we intend to substantiate the theory that banks …
Persistent link: https://www.econbiz.de/10009515838
Persistent link: https://www.econbiz.de/10012420201
The article deals with the liquidity risk in the banks in the context of the financial crisis. At first, the balance … sheet and market liquidity are defined and the main principles of the methods for measuring liquidity risk, which banks use …, are identified. Then follow review of main challenges of managing the liquidity of banks. Finally, it discusses …
Persistent link: https://www.econbiz.de/10011460084
Persistent link: https://www.econbiz.de/10003753359