Similar Search Results

The non-monotonic impact of bank size on their default swap spreads : cross-country evidence

Benbouzid, Nadia; Leonida, Leone; Mallick, Sushanta Kumar - In: International review of financial analysis 55 (2018), pp. 226-240

Persistent link: https://www.econbiz.de/10012006193

The role of bank management in the EU resolution regime for NPLs

Kokkinis, Andreas; Miglionico, Andrea - In: Journal of financial regulation 6 (2020) 2, pp. 204-232

Persistent link: https://www.econbiz.de/10012316739

Asset measurement in imperfect credit markets

Bertomeu, Jeremy; Cheynel, Edwige - In: Journal of accounting research 53 (2015) 5, pp. 965-984

Persistent link: https://www.econbiz.de/10011410702

The interrelationships among default risk, capital ratio and efficiency : evidence from Indian banks

Thanh Pham Thien Nguyen; Nghiem, Son Hong - In: Managerial finance 41 (2015) 5, pp. 507-525

Persistent link: https://www.econbiz.de/10011335039

Capital and liquidity requirements : impact on bank lending spreads

Swamy, Vighneswara - In: International journal of banking, accounting and finance 6 (2015) 1, pp. 53-72

Persistent link: https://www.econbiz.de/10011573591

Large EU banks' capital and liquidity : relationship and impact on credit default swap spreads

Sclip, Alex; Girardone, Claudia; Miani, Stefano - In: The British accounting review : the journal of the … 51 (2019) 4, pp. 438-461

Persistent link: https://www.econbiz.de/10012058785

Optimal bank regulation in the presence of credit and run risk

Kashyap, Anil K.; Tsomocos, Dimitrios P.; Vardoulakis, … - 2017

joint implementation of a capital and a liquidity regulation … liability side. The endogenously determined asset portfolio and capital structure interact to support credit extension, as well … as to provide liquidity and risk-sharing services to the real economy. Our modifications create wedges in the asset and …

Persistent link: https://www.econbiz.de/10011803125

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis

Das, Sonali; Sy, Amadou N. R. - International Monetary Fund (IMF) - 2012

We study how investors account for the riskiness of banks' risk-weighted assets (RWA) by examining the determinants of stock returns and market measures of risk. We find that banks with higher RWA had lower stock returns over the US and European crises. This relationship is weaker in Europe...

Persistent link: https://www.econbiz.de/10009654141

Macroprudential Policy; What Instruments and How to Use them? Lessons From Country Experiences

International Monetary Fund (IMF); International … - 2011

This paper provides the most comprehensive empirical study of the effectiveness of macroprudential instruments to date. Using data from 49 countries, the paper evaluates the effectiveness of macroprudential instruments in reducing systemic risk over time and across institutions and markets. The...

Persistent link: https://www.econbiz.de/10009369434

Capital, liquidity, profitability, and credit risk nexus : a panel VAR study on selected developing countries

Ariefianto, Mochammad Doddy; Trinugroho, Irwan - In: Macroeconomic risk and growth in the Southeast Asian …, (pp. 149-164). 2023

Persistent link: https://www.econbiz.de/10014462358

1
2
3
4
5
6
7
8
9
10
Next
Last