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inflation will provide new research opportunities on a variety of relevant themes, from how to sustain bank performance and … resilience to the need to identify the bank business models of the future. The paper also emphasises how, going forward, more …
Persistent link: https://www.econbiz.de/10014354576
As part of Basel III reforms, the NSFR is a new prudential liquidity rule aimed at limiting excess maturity transformation risk in the banking sector and promoting funding stability. The revised package has been issued for public consultation with a plan of making the rule binding in 2018. This...
Persistent link: https://www.econbiz.de/10013050676
We exploit variation in commercial bank capital ratios across states to identify the impact of higher capital ratios on …
Persistent link: https://www.econbiz.de/10012905777
We exploit variation in commercial bank capital ratios across states to identify the impact of commercial bank balance … indicate a lack of substitutes for bank funding both in the short and long run. This lack of substitutes implies a notable … highlight the potential effects that bank balance sheet pressures, for example, from tightening capital adequacy standards, such …
Persistent link: https://www.econbiz.de/10013096073
bank performance to this inconclusive de- bate. It uses the data of commercial conventional banks listed on various stock … Emirates. The study uses unbalanced panel data of 50 banks operating in these coun- tries during 2012 to 2017, having 299 bank … year observations. ROA and ROE are used as perfor- mance variables, with total debt ratio as explanatory variables. Bank …
Persistent link: https://www.econbiz.de/10013252633
We analyze whether, and if so by how much, stable funding would have contributed to the financial soundness of German banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity mismatches in the wake of the financial crisis via the Net...
Persistent link: https://www.econbiz.de/10011627406
We analyze whether, and if so by how much, stable funding would have contributed to the financial soundness of German banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity mismatches in the wake of the financial crisis via the Net...
Persistent link: https://www.econbiz.de/10011608695
Persistent link: https://www.econbiz.de/10011492757
This paper examines bank risk and its main determinants when gauged at various bank threshold variables. We apply the … threshold effects in the relationship between bank risk and bank characteristics. Specifically, the positive impact of equity on … bank stability is more prominent for banks below the thresholds of equity, liquidity, or profitability. Banks’ government …
Persistent link: https://www.econbiz.de/10014357847
This paper presents empirical evidence on the impact of changes in capital requirements on bank lending, and delivers …
Persistent link: https://www.econbiz.de/10012925972