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Lifting the banking veil : credit standards' harmonization through lending transparency
Kang, Jung Koo; Loumioti, Maria; Moerman, Regina Wittenberg - 2020
We explore whether the transparency in banks' lending activities enhances the harmonization of credit terms that a bank … information on loan characteristics and performance. We find that loans originated under the transparency regime share more … convergence in their credit terms, suggesting that transparency facilitates learning across a bank's different geographic regions …
Persistent link: https://www.econbiz.de/10012154163
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A comparison of financial performance of Czech credit unions and European cooperative banks
Kuc, Matěj; Teplý, Petr - 2015
Czech credit unions have been yet criticized by both academics and regulatory representatives for its business based on moral hazard and excessive risk taking. This paper empirically assesses financial performance of Czech credit unions in relation with other European cooperative banks in terms...
Persistent link: https://www.econbiz.de/10011300232
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Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
Jacobson, Tor; Lindé, Jesper; Roszbach, Kasper - 2004
The new Basel II regulation contains a number of new regulatory features. Most importantly, internal ratings will be given a central role in the evaluation of the riskiness of bank loans. Another novelty is that retail credit and loans to small and medium-sized enterprises will receive a special...
Persistent link: https://www.econbiz.de/10010321275
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Regulation, credit risk transfer with CDS, and bank lending
Pausch, Thilo; Welzel, Peter - 2012
We integrate Basel II (and III) regulations into the industrial organization approach to banking and analyze the interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on lending behavior and risk sensitivity of a...
Persistent link: https://www.econbiz.de/10009509090
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Evaluation of minimum capital requirements for bank loans to SMEs
Düllmann, Klaus; Koziol, Philipp - 2013
Our paper addresses firm size as a driver of systematic credit risk in loans to small and medium enterprises (SMEs). Key contributions are the use of a unique data set of SME lending by over 400 German banks and relating systematic risk to the size dependence of regulatory capital requirements....
Persistent link: https://www.econbiz.de/10009751062
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Bank size and risk-taking under Basel II
Hakenes, Hendrik; Schnabel, Isabel - 2006
We analyze the relationship between bank size and risk-taking under the New Basel Capital Accord. Using a model with imperfect competition and moral hazard, we show that the introduction of an internal ratings based (IRB) approach improves upon flat capital requirements if the approach is...
Persistent link: https://www.econbiz.de/10010366524
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Banks' incentives and the quality of internal risk models
Plosser, Matthew C.; Santos, João A. C. - 2014
This paper investigates the incentives for banks to bias their internally generated risk estimates. We are able to estimate bank biases at the credit level by comparing bank-generated risk estimates within loan syndicates. The biases are positively correlated with measures of regulatory capital,...
Persistent link: https://www.econbiz.de/10010459741
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Measuring the performance of bank loans under Basel II/III and IFRS 9/CECL
Engelmann, Bernd; Pham Ha - In: Risks : open access journal 8 (2020) 3/93, pp. 1-21
In the last two decades, both internal and external risk management of banks have undergone significant developments. Banking supervision encourages banks to use a risk-based approach for computing minimum regulatory capital. Accounting rules have been tightened requiring more timely loss...
Persistent link: https://www.econbiz.de/10012293293
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Basel II and operational risk : implications for risk measurement and management in the financial sector
Chapelle, Ariane; Crama, Yves; Hübner, Georges; … - 2004
This paper proposes a methodology to analyze the implications of the Advanced Measurement Approach (AMA) for the assessment of operational risk put forward by the Basel II Accord. The methodology relies on an integrated procedure for the construction of the distribution of aggregate losses,...
Persistent link: https://www.econbiz.de/10011626236
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Credit risk versus capital requirements under Basel II : are SME loans and retail credit really different?
Jacobson, Tor; Lindé, Jesper; Roszbach, Kasper - 2004
The new Basel II regulation contains a number of new regulatory features. Most importantly, internal ratings will be given a central role in the evaluation of the riskiness of bank loans. Another novelty is that retail credit and loans to small and medium-sized enterprises will receive a special...
Persistent link: https://www.econbiz.de/10011583864