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Determinants of European Banks' default risk

Soenen, Nicolas; Vander Vennet, Rudi - 2021

Persistent link: https://www.econbiz.de/10013166948

Two Sides of the Same Coin Insolvency Risk Measurement and Capital Adequacy Rules for Basel III

Gan, Vincent B.Y. - 2017

This paper studies the economic and theoretical foundations of insolvency risk measurement and capital adequacy rules … measuring insolvency risk and capital adequacy in Basel III. We show how insolvency risk measurement, capital adequacy and … integrated measure of risk and capital by disentangling assets, debt and equity; the Firm Insolvency Risk Index (FIRI) that is …

Persistent link: https://www.econbiz.de/10012959099

Would Two-Stage Scoring Models Alleviate Bank Exposure to Bad Debt?

Abdou, Hussein - 2019

The main aim of this paper is to investigate how far applying suitably conceived and designed credit scoring models can properly account for the incidence of default and help improve the decision-making process. Four statistical modelling techniques, namely, discriminant analysis, logistic...

Persistent link: https://www.econbiz.de/10012890456

Stealing Deposits : Deposit Insurance, Risk-Taking and the Removal of Market Discipline in Early 20th Century Banks

Calomiris, Charles W. - 2018

Deposit insurance reduces liquidity risk but can increase insolvency risk by encouraging reckless behavior. Several U … I's rise in world agricultural prices, insured banks increased their insolvency risk, and competed aggressively for …

Persistent link: https://www.econbiz.de/10012936427

Liquidity Mismatch Helps Predict Bank Failure and Distress

Cooke, J.B. - 2017

Liquidity mismatch—the risk of a bank being unable to fund increases in assets or meet its obligations as they come due—increased in the U.S. banking sector during the run-up to the financial crisis, especially at the largest institutions, contributing to bank failure and distress

Persistent link: https://www.econbiz.de/10012971245

Banks' Exposure to Rollover Risk and the Maturity of Corporate Loans

Paligorova, Teodora - 2016

In this paper, we show that when banks increase their use of wholesale funding they shorten the maturity of loans to corporations. This effect appears to be linked to banks' exposure to rollover risk resulting from their increasing use of short-term uninsured funding. Banks that use more...

Persistent link: https://www.econbiz.de/10013006666

Creditor Rights and Bank Losses

Heitz, Amanda - 2020

We develop hypotheses regarding the association between two types of creditor rights and bank loan losses. Contrary to prior research conclusions, bank lending risk is negatively associated with both restrictions on reorganization and the secured creditor being paid first. Using accounting...

Persistent link: https://www.econbiz.de/10012852719

‘Too Big to Fail’ – Can Alternative Resolution Regimes Really Remedy Systemic Risk in Large Financial Institutions Insolvency?

Binder, Jens-Hinrich - 2014

framework for the functional analysis of bank insolvency regimes and, against this background, analyses a package of reforms …

Persistent link: https://www.econbiz.de/10013051051

An Evidence of Link between Default and Loss of Bank Loans from the Modeling of Competing Risks

de Oliveira Jr, Mauro - 2014

In this paper we propose a method that provides a useful technique to compare relationship between risk involved that takes customer becomes defaulter and debt collection process that might make this defaulter recovered. Through estimation of competitive risks that lead to realization of the...

Persistent link: https://www.econbiz.de/10013056380

The Lehman Brothers Bankruptcy B : Risk Limits and Stress Tests

Wiggins, Rosalind - 2015

Investment banks are in the business of taking calculated risks. Risk management infrastructure facilitates the safe pursuit of profits and the balancing of associated risks. By 2006, Lehman Brothers was thought to have a very respectable risk management system, and even its regulator, the...

Persistent link: https://www.econbiz.de/10013025064