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What drives bank coverage ratios : evidence from the euro area
Alessi, Lucia; Bruno, Brunella; Carletti, Elena; … - 2019
enhance coverage ratios primarily by increasing loan loss reserves rather than by resolving NPLs. …
Persistent link: https://www.econbiz.de/10012058355
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The Risk Sensitivity of Basel Risk Weights and Loan Loss Provisions : Evidence from European Banks
Baule, Rainer - 2019
expected losses, as reflected in loan loss allowances, we establish a theoretical link to asset volatility. We document a … sensitivity regarding loan loss allowances has been insufficient, at least since the financial crisis …
Persistent link: https://www.econbiz.de/10012902048
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Getting Better? The Effect of the Single Supervisory Mechanism on Banks' Loan Loss Reporting and Loan Loss Reserves
Ristolainen, Kim - 2018
smaller net interest margins either report relatively smaller loan loss reserves or less loan losses, even after including …
Persistent link: https://www.econbiz.de/10012918357
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Economic policy uncertainty, bank nonperforming loans and loan loss provisions : are they correlated?
Ozili, Peterson K. - In: Asian journal of economics and banking : AJEB 6 (2022) 2, pp. 221-235
loss provisions for 22 major developed countries over the 2008-2017 period. Design/methodology/approach - The study used … the Pearson correlation methodology to assess the correlation between EPU, bank nonperforming loans and loan loss … provisions. Findings - The findings reveal that EPU is negatively correlated with nonperforming loans and loan loss provisions in …
Persistent link: https://www.econbiz.de/10013352701
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Macroprudential Policy Tightening, Loan Loss Provisioning and Income Smoothing : Empirical Evidence from European Economic Area Banks
Olszak, Małgorzata; Godlewski, Christophe J.; … - 2023
In this study, we provide evidence of the effects of macroprudential policy tightening on loan loss provisions (LLP …
Persistent link: https://www.econbiz.de/10014355839
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Asset encumbrance in euro area banks : analysing trends, drivers and prediction properties for individual bank crises
Berthonnaud, Pierre; Cesati, Enrico; Drudi, Maria Ludovica - 2021
Asset encumbrance is a central concept in the context of banks’ liquidity crises, as it is associated with their capacity to obtain secured funding. This occasional paper summarises the work carried out by the task force on asset encumbrance, bringing together analyses by the ECB and those...
Persistent link: https://www.econbiz.de/10012617772
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The effects of the financial crisis on cooperative banks in Europe - a critical comparison
Henselmann, Klaus; Ditter, Dominik; Lupp, Philipp - 2016
cooperative banks or savings banks tended to be more robust to the financial crisis. We find that the volume of lending (loan loss … increase in loss avoidance behavior specifically for cooperative banks. Cooperative banks are also the group of banks that …
Persistent link: https://www.econbiz.de/10011697409
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The euro area Bank Lending Survey matters : empirical evidence for credit and output growth
Bondt, Gabe J. de; Maddaloni, Angela; Peydró, José-Luis - 2010
This study examines empirically the information content of the euro area Bank Lending Survey for aggregate credit and output growth. The responses of the lending survey, especially those related to loans to enterprises, are a significant leading indicator for euro area bank credit and real GDP...
Persistent link: https://www.econbiz.de/10003971193
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The Euro Area Bank Lending Survey Matters : Empirical Evidence for Credit and Output Growth
de Bondt, Gabe; Maddaloni, Angela; Peydró, José-Luis; … - 2021
This study examines empirically the information content of the euro area Bank Lending Survey for aggregate credit and output growth. The responses of the lending survey, especially those related to loans to enterprises, are a significant leading indicator for euro area bank credit and real GDP...
Persistent link: https://www.econbiz.de/10013316257
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Financial Stability in Europe : Banking and Sovereign Risk
Bruha, Jan - 2017
We analyze the link between banking sector quality and sovereign risk in the whole European Union over 1999–2014. We employ four different indicators of sovereign risk (including market- and opinion-based assessments), a rich set of theoretically and empirically motivated banking sector...
Persistent link: https://www.econbiz.de/10012955275