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Despite the extensive debate on the effects of bank competition on risk-taking and procyclicality, there is no evidence … cycle. We contribute to the literature by investigating the impact of bank competition on the effects of individual … macroprudential tools in a sample covering over 70,000 bank-level observations in 109 countries from 2004 to 2015. Our results are in …
Persistent link: https://www.econbiz.de/10012861004
PurposeThe purpose of this paper is to examine the effects of bank mergers on systemic and systematic risks on the ….Design/methodology/approachThis research examines the impact and association between merger announcements and regulatory reforms at bank and system levels by … investigating the impact of various bank consolidation strategies on firms’ risks. We estimate beta(s) as an index of financial …
Persistent link: https://www.econbiz.de/10013244787
We assess the quantitative effects of the recent proposal for more robust bank capital adequacy (Admati and Hellwig …
Persistent link: https://www.econbiz.de/10012827262
This paper builds a dataset on bank ownership that covers more than 6,500 banks in 181 countries (59 low … reversed these trends. At the country level, the relationship between bank ownership and each of GDP growth and financial depth …. Bank-level regressions show that state-owned banks are less profitable and have a higher share of non-performing loans than …
Persistent link: https://www.econbiz.de/10014249625
hypothesis using a bank holding company (BHC) level heterogeneity index based on granular balance-sheet, income statements, cash … flow statements, and off-balance-sheet information for the U.S. bank holding companies over a sample period spanning the …-2009) and the COVID-19 Recession, especially for the largest bank holding companies (BHCs). As such, a declining level of …
Persistent link: https://www.econbiz.de/10014355963
hypothesis using a bank holding company (BHC) level heterogeneity index based on granular balance-sheet, income statements, cash … flow statements, and off- balance-sheet information for the U.S. bank holding companies over a sample period spanning the …) and the COVID-19 Recession, especially for the largest bank holding companies (BHCs). As such, a declining level of …
Persistent link: https://www.econbiz.de/10014258573
bank holding companies from 1993Q1 to 2020Q1, our results provide the empirical support to the theory that BC has non … that the US bank holding companies involve in higher magnitude of liquidity creation during the expansion phase (normal …
Persistent link: https://www.econbiz.de/10013405422
In light of the current debate about the link between accounting and financial stability, we investigate the determinants of procyclical book leverage for US commercial and savings banks. We find that total asset growth and GDP growth are both positively related to book leverage growth. Our...
Persistent link: https://www.econbiz.de/10013006615
In light of the current debate about the link between accounting and financial stability, we investigate the determinants of procyclical book leverage for U.S. commercial and savings banks. We find that total asset growth and GDP growth are both positively related to book leverage growth. Our...
Persistent link: https://www.econbiz.de/10012947938
This paper investigates the extent of vulnerability in the U.S. commercial banking system through a pro-cyclical interaction between the market-wide risk perception and system-wide asset management behavior. Based on a Markov regime-switching model, the proposed diagnostic framework clearly...
Persistent link: https://www.econbiz.de/10013036607