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Credit risk determinants for the Bulgarian banking system
Nikolaidou, Eftychia; Vogiazas, Sofoklis D. - In: International advances in economic research : IAER ; an … 20 (2014) 1, pp. 87-102
Persistent link: https://www.econbiz.de/10010517291
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The impact of the Basel accord on Greek banks : a stress test study
Leventides, John; Donatou, Anna - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 181-197
portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large …
Persistent link: https://www.econbiz.de/10011545145
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Were US Banks exposed to the Greek debt crisis? : evidence from Greek CDS spreads
Cornett, Marcia Millon; Erhemjamts, Otgontsetseg; … - In: Financial markets, institutions & instruments 25 (2016) 1, pp. 75-104
Persistent link: https://www.econbiz.de/10011449592
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The impact of Basel III indexes of leverage and liquidity CRDIV/CRR on bank performance : evidence from Greek banks
Boufounou, Paraskevi; Avdi, Kallirroi - In: Spoudai : journal of economics and business 66 (2016) 1/2, pp. 79-107
performance ratios due to increased leverage imply increased solvency risk for banks. The effect of the liquidity ratio on bank … activity or recapitalizations are likely to adversely affect bank profitability during a stress period. Our findings provide …
Persistent link: https://www.econbiz.de/10011494400
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Empirical Investigation of Loans Loss Provisions Through Accounting and Macroeconomic Factors : The Case of Greek Banking System
Makri, Vasiliki - 2013
The aim of the present study is to investigate the loan portfolio quality of the Greek banking system. In our days, loan quality threatens the financial well-being and the soundness of banking institutions globally. However, Greece is under surveillance due to its severe ongoing sovereign debt...
Persistent link: https://www.econbiz.de/10013081621
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Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models : Case of Greek Banks
Derbali, Abdelkader - 2017
The main idea of this paper is to examine the dependence between the probability of default (PD) and the recovery rate (RR). For the empirical methodology, we use the bootstrapped quantile regression and the simultaneous quantile regression for a sample of 17 Greek banks listed in Athens...
Persistent link: https://www.econbiz.de/10012942498
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Do banks appraise internal capital markets during credit shocks? Evidence from the Greek crisis
Avramidis, Panagiotis; Asēmakopulos, Iōannēs; … - In: Journal of financial intermediation 45 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012656589
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Cross-subsidization of Bad Credit in a Lending Crisis
Artavanis, Nikolaos; Lee, Brian Jonghwan; Panageas, Stauros - National Bureau of Economic Research - 2022
We study the corporate-loan pricing decisions of a major Greek bank during the Greek financial crisis. A unique aspect … of our dataset is that we observe both the interest rate and the "breakeven rate" of each loan, as computed by the bank …
Persistent link: https://www.econbiz.de/10013172149
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Disrupted lending relationship and borrower's strategic default: evidence from the tourism industry during the greek economic crisis
Avramidis, Panagiotis; Asēmakopulos, Iōannēs; … - 2021
Persistent link: https://www.econbiz.de/10012493363
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Estimation of capital requirements in downturn conditions via the CBV model : evidence from the Greek banking sector
Papalamprou, Konstantinos; Antoniou, Paschalis - In: Operations research perspectives 6 (2019), pp. 1-10
default rates and can account for macroeconomic factors and have fed each model with portfolio data from a major Greek bank …
Persistent link: https://www.econbiz.de/10012029553