Showing 1 - 10 of 1,478
We investigate whether the relationship between competition and risk varies across different types of Japanese banks over the period 2000-2009. The results of our empirical investigation show that risk varies across bank types. Specifically, nationwide (City and Trust) banks are riskier on...
Persistent link: https://www.econbiz.de/10013133513
We test if interconnectedness in the interbank market is a channel through which banks affect each others riskiness. The evidence is based on quarterly bilateral exposures of all banks active in the Dutch interbank market between 1998 and 2008. A spatial lag model, borrowed from regional...
Persistent link: https://www.econbiz.de/10013119317
This unique study examines the interactive role of bank competition and foreign bank entry in explaining the risk-taking of banks over the globe. We used cross-country data for the banking sector from 2000 to 2016. Using the pooled regression model and Two-stage Least Squares model (2SLS with...
Persistent link: https://www.econbiz.de/10012025290
Recent events emphasize the role of cross-border linkages between banking systems in transmitting local developments across national borders. This paper analyzes whether international linkages in interbank markets affect the stability of interconnected banking systems and channel financial...
Persistent link: https://www.econbiz.de/10011374293
This study examines the exposure of microfinance institutions to liquidity, interest rate and foreign exchange (FX) risk. It builds on a manually collected set of data on FX positions and the maturity structure of assets and liabilities of the largest microfinance institutions worldwide. The...
Persistent link: https://www.econbiz.de/10011344326
This paper addresses the impact of corruption on bank risk-taking behavior, using the bank-level data of more than 1200 banks in 35 emerging economies during the period 2000-2012. We find consistent evidence that more severe corruption increases the risk-taking of banks, in favor of the “sand...
Persistent link: https://www.econbiz.de/10013006479
This paper examines how bank risk varies with changes in financial markets development in a broad data set of 52 publicly listed commercial banks in five Southeast Asian countries over a 23-year period between 1990 and 2012. A consequence of two financial crises (i.e. the Asian financial crisis...
Persistent link: https://www.econbiz.de/10013053220
In this paper, we examine whether banking crises or business cycles affect the influence of financial markets development on bank risk in a sample of 37 publicly listed commercial banks in seven South American countries over a 22-year period between 1991 and 2012. Banking crises in this region...
Persistent link: https://www.econbiz.de/10013021122
Using the entire universe of Bankscope and Amadeus Top 250,000 we construct the portfolios of shareholders who hold equity stakes in publicly traded and privately held European banks for each year over the period 1999–2008. We show that about 62% of banks' ultimate largest shareholders are...
Persistent link: https://www.econbiz.de/10013063883
This study examines the exposure of microfinance institutions to liquidity-, interest rate and foreign exchange (FX) risk. Using manually collected data from microfinance institutions' financial reporting, I find that the microfinance sector faces minimal liquidity risk, high interest rate risk...
Persistent link: https://www.econbiz.de/10011779562