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Macroprudential Policy and Bank Systemic Risk : Does Inflation Targeting Matter?
Belkhir, Mohamed; Ben Naceur, Sami; Candelon, Bertrand; … - 2023
This paper investigates macroprudential policy effects on bank systemic risk and the role of inflation targeting in such effects. Using bank-level data for 45 countries comprising various monetary and exchange rate regimes, our regime-dependent dynamic panel regression results point to...
Persistent link: https://www.econbiz.de/10014354108
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Inflation targeting and bank risk : the interacting effect of institutional quality
Louati, Salma; Boujelbene, Younes - In: Cogent business & management 7 (2020) 1, pp. 1-15
This paper investigates whether institutional quality determines the effect of inflation targeting (IT) on the banking risk of Islamic versus conventional banks, using an unbalanced panel data over the period 2007-2016. However, the use of the generalized method of moments (GMM) and two measures...
Persistent link: https://www.econbiz.de/10012654750
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Market discipline and liquidity risk : evidence from the interbank funds market
Sarmiento, Miguel - 2016
demand for liquidity in the interbank market as wells as banks' access to this market. Results indicate that riskier banks … pay higher prices and borrow less liquidity, concurrent with the existence of market discipline. More capitalized and … higher prices and hoard liquidity when liquidity positions across them are more imbalanced and during a monetary policy …
Persistent link: https://www.econbiz.de/10011554714
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Determinants of European Banks' default risk
Soenen, Nicolas; Vander Vennet, Rudi - 2021
Persistent link: https://www.econbiz.de/10013166948
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Monetary policy, liquidity and bank risk-taking
Jiang, Hai; Zhang, Xiaolin; Tang, Shenfeng; Chen, Chuanglian - In: Frontiers of economics in China : selected publications … 18 (2023) 2, pp. 171-197
Persistent link: https://www.econbiz.de/10014555717
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When liquidity risk becomes a macro-prudential issue : empirical evidence of bank behaviour
End, Jan-Willem van den; Tabbae, Mostafa - 2009
Persistent link: https://www.econbiz.de/10003912742
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What Determines Creditor Recoveries?
Zhao, Xinlei Shelly - 2018
We examine determinants of creditor recoveries from defaulted debt instruments. First, we find that common measures of seniority and security, such as debt instrument types and collateral types, explain much less variations in recovery rates across defaulted debt instruments than seniority...
Persistent link: https://www.econbiz.de/10012940503
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What determines creditor recovery rates?
Mora, Nada - In: Economic review 97 (2012) 2, pp. 79-109
Persistent link: https://www.econbiz.de/10009633720
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Will CEOs with banking experience lower default risks? : evidence from P2P lending platforms in China
Gong, Qiang; Liu, Chong; Peng, Qianni; Wang, Luying - In: Finance research letters 36 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012484100
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Loose monetary policy and excessive credit and liquidity risk-taking by banks
Ongena, Steven; Peydró, José-Luis - In: Future of banking, (pp. 21-28). 2011
Persistent link: https://www.econbiz.de/10009522527