Showing 1 - 10 of 4,696
Using unique data of a survey among small and medium-sized German banks, we analyze various aspects of risk management over a short-term and medium-term horizon. We especially analyze the effect of a 200-bp increase in the interest level. We find that, in the first year, the impairments of...
Persistent link: https://www.econbiz.de/10012160610
In this paper it will be shown that large banks have a lower deposit rate, offer more competitive prices and finally realize higher profitability than the small ones. Data cover Western European Banks as well as the United States during the period 1997-2008. Data source is O.E.C.D. Panel data...
Persistent link: https://www.econbiz.de/10013138248
Persistent link: https://www.econbiz.de/10014581689
Persistent link: https://www.econbiz.de/10012507117
Persistent link: https://www.econbiz.de/10011380395
Persistent link: https://www.econbiz.de/10010245604
adequacy regimes, which assess a bank's current capital adequacy, with the ability to assess its future capital adequacy based …. Instead, our study focuses on NIM forecasting at an individual bank's level and employs both linear regression and non … first systematic study on forecasting bank-specific NIM by Machine Learning Techniques; also, it is a first systematic study …
Persistent link: https://www.econbiz.de/10012897479
Persistent link: https://www.econbiz.de/10013204847
explained better by a bank's current balance sheet composition, the longer the forecast horizon. The opposite holds for banks …
Persistent link: https://www.econbiz.de/10011632218
Persistent link: https://www.econbiz.de/10011667892