Showing 41 - 50 of 5,972
This paper investigates the effectiveness of supervisory discipline on bank risk over the years immediately before … public. Access to this information allows a complete analysis of the effects of regulatory enforcement actions on bank … effective tool for slowing declines in a bank's capital ratios and informal actions were relatively less potent. Post …
Persistent link: https://www.econbiz.de/10012943550
equity ratio, loan quality and bank size are the main determinants of bank bailout involvement. However, the aided banks … sufficient to restore bank health …
Persistent link: https://www.econbiz.de/10012934952
risk management. This infrastructure should identify, measure, monitor and control the risks that the bank is exposed to …
Persistent link: https://www.econbiz.de/10012905049
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
This study develops a multi-period structural model to value bank subordinated debt (subdebt) under different … risks, bank characteristics and regulatory policies affect subdebt prices and yield spreads. It finds that the … have the opposite effects. Also, subdebt spreads are less sensitive to bank risk when PCA is imposed than when capital …
Persistent link: https://www.econbiz.de/10013101079
Federal Reserve uses confidential models to evaluate bank-specific outcomes for bank-specific portfolios in shared stress … vulnerable to implicit misdirection of legitimate information to infer bank identity. We compare various notions of regression …, we argue for estimating and then discarding centered bank fixed effects as preferable to simply ignoring differences …
Persistent link: https://www.econbiz.de/10013404453
stability and stronger shareholder engagement. This ultimately benefits the bank and its stakeholders in the long run. However …
Persistent link: https://www.econbiz.de/10014503054
the central bank is responsible for bank supervision and bank regulators are equipped with more supervisory resources, but …
Persistent link: https://www.econbiz.de/10013294971
Using novel receivable-based-loan data, we study the effect of aging-report loan covenants on borrowers' accounts receivable reporting quality. Our purpose is to highlight a channel that lenders use to obtain private information and to understand whether lenders' information acquisition affects...
Persistent link: https://www.econbiz.de/10012842317
the role played by bank-level variables, banking sector features in each country, and the specific characteristics of the …/substitution effects of both bank- and portfolio-level variables with the characteristics of the banking sector when explaining credit risk …
Persistent link: https://www.econbiz.de/10012822183