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rest of Europe and the rest of the world, we find evidence that geographic income diversification reduces bank performance … the world income and find that they reduce the bank performance except for the banks that are already more concentrated in …
Persistent link: https://www.econbiz.de/10013403233
This paper assesses the usefulness of private credit variables and other macrofinancial and banking sector indicators for the setting of Basel III/CRD IV countercyclical capital buffers (CCBs) in a multivariate early warning model framework, using data for 23 EU Members States from 1982 Q2 to...
Persistent link: https://www.econbiz.de/10013074386
collateral haircuts and the endogenous risk of a liquidity-driven bank run. We then test the model’s predictions using a novel … asset encumbrance increases bank risk, although this relationship is rather heterogeneous …
Persistent link: https://www.econbiz.de/10013214726
to engage in income-increasing earnings management significantly depend on bank size and ex-post interest margin …
Persistent link: https://www.econbiz.de/10014361478
actual riskiness. We explore the effects of these regulatory privileges on the co-variation between sovereign and bank sector … credit risks–the so-called sovereign-bank nexus. Examining sovereign bond portfolios of large European banks between 2010 and … sovereign-bank nexus and thus serve as a reasonable starting point for the future regulatory treatment of sovereign debt …
Persistent link: https://www.econbiz.de/10013324355
Conventional wisdom in banking argues that diversification tends to reduce bank risk and improve performance, but the … to benefit more from being diversified. This analysis provides important strategic and policy implications for bank …
Persistent link: https://www.econbiz.de/10013139765
This study examines structural shifts in the market for bank control resulting from the court decision of Northeast … motivated by protectionist policies. We document large, positive reactions in the affected bank stock prices, and show that it …
Persistent link: https://www.econbiz.de/10013057929
Persistent link: https://www.econbiz.de/10012989318
provide evidence that the size of the acquiring banks and the debt to equity ratio of the target bank play an important role …
Persistent link: https://www.econbiz.de/10014361975
provide evidence that the size of the acquiring banks and the debt to equity ratio of the target bank play a significant role …
Persistent link: https://www.econbiz.de/10014256695