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paper examines the main bank risk determinants in Latin America. The period analysed covers the timespan from 1999 to 2013 …-driven comparable methodology to classify and select commercial banks from the sample. We study bank risk proxied by the Z-score. In the … analysis, we apply bank specific, macroeconomic and regulatory variables. We use the system-GMM estimator as our main empirical …
Persistent link: https://www.econbiz.de/10012833469
paper examines the main bank risk determinants in Latin America. The period analysed covers the timespan from 1999 to 2013 …-driven comparable methodology to classify and select commercial banks from the sample. We study bank risk proxied by the Z-score. We use …
Persistent link: https://www.econbiz.de/10012293308
Persistent link: https://www.econbiz.de/10009780568
Persistent link: https://www.econbiz.de/10012114735
Persistent link: https://www.econbiz.de/10011795624
This paper analyzes the risks that contemporary banks experience. In particular, the trends that the financial sector has undergone during the last few decades with the introduction of derivatives, universalization of the United States banking industry, and globalization of several operations...
Persistent link: https://www.econbiz.de/10013080703
-out guarantee. The reason is that the prospect of a bail-out induces the rotected bank to expand, thereby intensifying competition … in the deposit market and depressing other banks' margins. In contrast, the effects on the protected bank's risk taking …
Persistent link: https://www.econbiz.de/10010361991
We analyze the relationship between bank size and risk-taking under the New Basel Capital Accord. Using a model with …
Persistent link: https://www.econbiz.de/10010366524
Based on a modified version of a model used in Corvoisier and Gropp (2002) and de Guevara et al (2005), we argue that banks' soundness, the structural characteristics and efficiency of the banking sector and the development of the capital markets are forming a financial nexus. For a data set of...
Persistent link: https://www.econbiz.de/10013054889
investigate the impact of such opacity on bank risk-taking, using a large panel of US bank holding companies, 1995-2013. We … the relationship between opacity and bank risk-taking is accentuated by the degree of banking market competition. Thirdly …, we show that the bank business model moderates the risk-taking incentives of opaque banks, albeit only marginally …
Persistent link: https://www.econbiz.de/10012931019