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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
The Scale-Efficiency version of the Efficient-Structure Hypothesis and the Structure-Conduct-Performance Hypothesis find empirical support in German banking data from 1998 to 2002. Due to the acceptance of the two hypotheses and the existence of overall economies of scale, we conclude that...
Persistent link: https://www.econbiz.de/10010296340
This paper discusses the relationship between bank size and risk-taking under Pillar I of the New Basel Capital Accord …
Persistent link: https://www.econbiz.de/10010264763
-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