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supervisors and banks in order to improve the current regulatory framework and to set more effective risk management policies …
Persistent link: https://www.econbiz.de/10015408803
disclosure is conducive to bank stability. We find that bank deposits are sensitive to perceived bank performance. While banks … with strong fundamentals benefit from more precise disclosure, an opposing effect is present for solvent banks with weaker …
Persistent link: https://www.econbiz.de/10012250923
a difference-in-difference setting in which private domestic banks serve as the treatment group and state and foreign …-owned banks, whose deposit insurance regime does not change, serve as a control group. …
Persistent link: https://www.econbiz.de/10012421243
mortgage tax from being levied on borrowers to being levied on banks; (ii) some areas, for historical reasons, were exempt from … smaller number of lending relationships, not working for the lender, or facing less banks in their zip-code, thereby …-full tax pass-through, the tax shift increases banks' risk-taking. More affected banks reduce costly mortgage insurance in case …
Persistent link: https://www.econbiz.de/10012668346
The aim of this paper is twofold: first, to study the determinants of banks' net interest margin with a particular … for banks of the relaxation of a binding prudential limit on maturity mismatch, in place in Italy until the mid-2000s. The …
Persistent link: https://www.econbiz.de/10011848358
The purpose of this paper is to analyse the profitability determinants of seventeen banks operating in Portugal from … inflation target. Methodologically, a hypothetical-deductive approach was used based on panel data collected from banks …
Persistent link: https://www.econbiz.de/10015338873
The 2019 revision to the Capital Requirements Directive allowed the systemic risk buffer to be applied on a sectoral basis in the European Union. Since then an increasing number of countries have implemented the new tool, primarily to address vulnerabilities in the residential real estate...
Persistent link: https://www.econbiz.de/10014563847
lead to significant changes in the competitive environment should banks consider adding a granularity adjustment to the …
Persistent link: https://www.econbiz.de/10012101497
This paper studies the extent to which monetary policy may affect banks' perception of credit risk and the way banks … indicators on banks' risk weights for credit risk. We present robust evidence of the existence of the risk-taking channel in the … possible side-effects of monetary policy on how banks measure risk. …
Persistent link: https://www.econbiz.de/10011786136
banks experience positive abnormal equity returns and tighter CDS spreads, while failing banks show strong drops in equity … evaluating strategic options for affected banks and investors. …
Persistent link: https://www.econbiz.de/10012210061