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Cost Structure Analysis Under Disequilibrium : Price, Scale, Efficiency and Capacity Utilization Effects with an Application to the G-5 Banking Industries

Sarkis, Ziad - 1999

not only of the technology but also of firm-level heterogeneity in technical and allocative efficiency levels. The …

Persistent link: https://www.econbiz.de/10014208518

Multiple lenders and corporate distress : evidence on debt restructuring

Brunner, Antje; Krahnen, Jan Pieter - 2006 - This version: June 2006

In the recent theoretical literature on lending risk, the coordination problem in multi-creditor relationships have been analyzed extensively. We address this topic empirically, relying on a unique panel data set that includes detailed credit-file information on distressed lending relationships...

Persistent link: https://www.econbiz.de/10009767665

Estimating Probability of Default and Comparing It to Credit Rating Classification by Banks

Volk, Matjaz - 2013

Credit risk is the main risk in the banking sector and is as such one of key issues for financial stability. We estimate various PD models and use them in the application to credit rating classification. Models include firm specific characteristics and macroeconomic or time effects. By linking...

Persistent link: https://www.econbiz.de/10013090960

Judicial efficiency and banks credit risk exposure

Canzian, Giulia; Ferrara, Antonella Rita - 2021

We exploit the outset of a regulation seeking to improve judicial efficiency through the rearrangement of courts … reform on both judicial efficiency and Non-Performing Loans ratio. Furthermore, we identify heterogeneous effects based on … indirectly (through judicial efficiency) and directly, thereby influencing borrowers who react to the perceived enforcement. …

Persistent link: https://www.econbiz.de/10012485338

Ownership and Bank Efficiency in Africa : True Fixed Effects Stochastic Frontier Analysis

Siraj, Ibrahim; Stephan, Andreas; Mutarindwa, Samuel - 2021

This paper investigates the effects of ownership patterns on bank cost and profit efficiencies taking a sample of 607 … from bank-level inefficiency but also from differences related to other bank- and country-specific factors. Specifically … efficiency. This study also reveals that ownership concentration (blockholding) has adverse effects for the profit and cost …

Persistent link: https://www.econbiz.de/10013232623

Cyclicality in losses on bank loans

Keijsers, Bart; Diris, Bart; Kole, Erik - 2015

Cyclicality in the losses of bank loans is important for bank risk management. Because loans have a different risk … default rate and loss given default of bank loans share a cyclical component, related to the business cycle. We infer this …

Persistent link: https://www.econbiz.de/10010515860

Market microstructure effects on firm default risk evaluation

Barsotti, Flavia; Sanfelici, Simona - In: Econometrics : open access journal 4 (2016) 3, pp. 1-31

Default probability is a fundamental variable determining the credit worthiness of a firm and equity volatility estimation plays a key role in its evaluation. Assuming a structural credit risk modeling approach, we study the impact of choosing different non parametric equity volatility...

Persistent link: https://www.econbiz.de/10011506497

Calculating Corporate Default Risk : Zombie Firm Model

Hiphanna, Rika; Dalimunthe, Zuliani - 2023

This study aims to determine the effect of financial literacy on millennials' investment choice preferences. This study uses advanced financial literacy measurement in three dimensions: financial knowledge, financial attitude, and financial behavior. Meanwhile, investment choices are deposits,...

Persistent link: https://www.econbiz.de/10014254909

An Empirical Study of the Returns on Defaulted Debt and the Discount Rate for Loss-Given-Default

Jacobs, Michael - 2010

Persistent link: https://www.econbiz.de/10013152416

The Stability of Efficiency Rankings When Risk-Preferences and Objectives are Different

Koetter, Michael - 2016

We analyze the stability of efficiency rankings of German universal banks between …

Persistent link: https://www.econbiz.de/10012989305

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