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Banking Across Borders : Are Chinese Banks Different?

Cerutti, Eugenio; Koch, Cathérine; Pradhan, Swapan-Kumar - 2021

We explore the global footprint of Chinese banks and compare it with that of other bank nationalities. Chinese banks have become the largest cross-border creditors for almost half of all emerging market and developing economies (EMDEs). Their global reach resembles that of banks from advanced...

Persistent link: https://www.econbiz.de/10013252034

Cross-Sectional Modeling of Bank Deposits

Costa, Sofia - 2020

Studying the dynamics of deposits is important for three reasons: first, it serves as an important component of liquidity stress testing; second, it is crucial to asset-liability management exercises and the allocation between liquid and illiquid assets; third, it is the support for a liquidity...

Persistent link: https://www.econbiz.de/10012845869

Should Bank Stress Tests Be Fair?

Glasserman, Paul; Li, Mike - 2022

Regulatory stress tests have become the primary tool for setting capital requirements at the largest U.S. banks. The Federal Reserve uses confidential models to evaluate bank-specific outcomes for bank-specific portfolios in shared stress scenarios. As a matter of policy, the same models are...

Persistent link: https://www.econbiz.de/10013404453

Efficiency and competition in Chinese banking

Tan, Yong - 2016

Efficiency and Competition in Chinese Banking gives a comprehensive analysis of the industry, including cost, technical …, profit, and revenue efficiency. The Chinese banking industry is of global importance. The book estimates the competitive … investigates the impact of competition on efficiency in Chinese banking while controlling for comprehensive determinants of bank …

Persistent link: https://www.econbiz.de/10011520765

Regulation of systemic liquidity risk

Cao, Jin; Illing, Gerhard - 2010

investor's payoff. In contrast, both "narrow banking" and imposing equity requirements as buffer are inferior mechanisms for …

Persistent link: https://www.econbiz.de/10003951791

The crisis as a wake-up call : do banks tighten screening and monitoring during a financial crisis?

Haas, Ralph de; Horen, Neeltje van - 2010

To what extent was the credit contraction during the global financial crisis due to more intense screening and monitoring by banks? We address this question by analysing changes in the structure of a large number of syndicated loans to private, non-financial corporations. We find an increase in...

Persistent link: https://www.econbiz.de/10003994253

Bank capital pressures, loan substitutablity, and nonfinancial employment

Lee, Seung Jung; Stebunovs, Viktors - 2016

We exploit the cross-state, cross-time variation in bank tangible capital ratios-brought about by bank branch deregulation on a state-by-state basis-to identify the effects of bank capital pressures on employment and firm dynamics during two waves of changes in bank capital regulation. We show...

Persistent link: https://www.econbiz.de/10011459508

Call me maybe? : the effects of exercising contingent capital

Vallee, Boris - 2013

This paper studies liability management exercises (LME) by banks, which have comparable regulatory capital effects than contingent capital triggers. LMEs are concentrated on low capitalization situations, both in the cross-section and in the time series and are frequently associated with equity...

Persistent link: https://www.econbiz.de/10010391944

Risk-Shifting Behavior at Commercial Banks Under Different Deposit Insurance Systems : Further Evidence from U.S. Markets

Chang, Chuang-Chang - 2011

This paper provides further evidence regarding the effect of deposit insurance on the risk-shifting behavior at commercial banks in the United States. In particular, we compare the risk-shifting behavior of commercial banks before and after adopting the risk-based capital requirements in the...

Persistent link: https://www.econbiz.de/10013121658

An Assessment of the Shadow Banking Sector in Europe

Bouveret, Antoine - 2012

We provide an estimate of the size of the shadow banking sector in Europe. We compare it to the shadow banking sector … aspects of hedge funds activities and exchange-traded funds. According to our estimates, the shadow banking sector in Europe … banking sector liabilities in Europe and 130% in the U.S. Beyond data uncertainties for Europe, the difference with the U …

Persistent link: https://www.econbiz.de/10013108750

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