Showing 1 - 10 of 3,501
-risk borrowers in the foreign bank’s loan profile and correspondingly, higher default rates. We analyze the results to derive …
Persistent link: https://www.econbiz.de/10012607039
alleviate excess liquidity, and the factors that promote or retard the rate of growth of banks' assets. Loan default rates in …
Persistent link: https://www.econbiz.de/10010611226
falling asset prices affect the banking system through wide-spread borrower default, while deriving explicit solutions and …This paper links banking with asset prices in a monetary macroeconomic model. The main innovation is to consider how …-linear, and involves feedback from the banking system in the form of a credit contraction. When borrowers repay, the effect …
Persistent link: https://www.econbiz.de/10005063352
-spread default affects the banking system. We find that the interaction of credit, asset prices, and loan losses explains a complete …We link banking and asset prices in a simple monetary macroeconomic model. Our main innovation is to consider how wide … deteriorate, an asset price decline causes default among leveraged firms, and banks suffer loan losses. Their size determines …
Persistent link: https://www.econbiz.de/10005412610
falling asset prices affect the banking system through wide-spread borrower default, while deriving explicit solutions and …This paper links banking with asset prices in a monetary macroeconomic model. The main innovation is to consider how …-linear, and involves feedback from the banking system in the form of credit contraction. When borrowers repay, the effect ‘passes …
Persistent link: https://www.econbiz.de/10005413177
alleviate excess liquidity, and the factors that promote or retard the rate of growth of banks’ assets. Loan default rates in …
Persistent link: https://www.econbiz.de/10005422714
Tsomocos D.P. highlights the potential of the framework of strategic partial default of banks with credit chain on the …
Persistent link: https://www.econbiz.de/10011025863
Purpose – The German banking sector has recently been facing high real estate loan default rates resulting in the … banking and the real estate perspective and aims to provide a recommendation for banks on the integration or disintegration of …
Persistent link: https://www.econbiz.de/10014898190
bank loan announcements in the Chinese financial market, where poor quality borrowers are prevalent and the banking system … the possibility of expropriation or tunnelling. The paper contributes to the banking and corporate governance literature.  …
Persistent link: https://www.econbiz.de/10014952140
Persistent link: https://www.econbiz.de/10011296241