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Concentration risk is an important feature of many banking sectors, especially in emerging and small economies. Under the Basel Framework, Pillar 1 capital requirements for credit risk do not cover concentration risk, and those calculated under the Internal Ratings Based (IRB) approach...
Persistent link: https://www.econbiz.de/10012977807
Using a comprehensive database on bank credit, covering 135 developing countries over the period 1960–2011, we identify …
Persistent link: https://www.econbiz.de/10013027670
relationship between bank-specific, macroeconomic determinants, and institutional environment non-performing loans on country …
Persistent link: https://www.econbiz.de/10014382229
This paper studies the business cycle effects on the performance of commercial bank loan portfolios across major … related to expected losses in bank income statements). Our results indicate that while economic growth is the main driver of … equivalent to the median emerging market bank profitability; while a decline of more than 10 pp in growth implies significant …
Persistent link: https://www.econbiz.de/10013130571
This paper investigates whether the effect of bank lending shocks has changed over time using a sign-restriction Vector … Autoregression approach. To the extent to which the effect of bank lending shocks depends critically on firms' ability to access …. Indeed, we confirm that the effect of bank lending shocks on output has decreased significantly since the 1980s. Consistent …
Persistent link: https://www.econbiz.de/10012871078
public guarantee programmes and by the European Central Bank’s policies on the provision of liquidity to credit institutions …
Persistent link: https://www.econbiz.de/10013247341
Financing conditions for households and businesses have remained accommodating in the second half of 2020, assisted by the support measures introduced by the economic and monetary authorities to contend with the fallout of the COVID-19 pandemic. However, there are signs of some tightening in...
Persistent link: https://www.econbiz.de/10013247342
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