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systemic risk (SRISK) is intimately tied to the implementation of internal models for determining credit risk as well as market …
Persistent link: https://www.econbiz.de/10012910412
(SRISK) is intimately tied to the implementation of internal models for determining credit risk as well as market risk. Based …
Persistent link: https://www.econbiz.de/10012946327
(SRISK) is intimately tied to the implementation of internal models for determining credit risk as well as market risk. Based …
Persistent link: https://www.econbiz.de/10012950027
the flow of lending that are likely to be still in the stock at different points in time. Then we estimate how key …
Persistent link: https://www.econbiz.de/10012925785
mechanism, we set up a causal mediation analysis to prove that the judicial system affects banks credit risk exposure both …
Persistent link: https://www.econbiz.de/10012485338
Persistent link: https://www.econbiz.de/10012201680
instruments to study international spillovers of prudential policy changes and their effects on bank lending growth. The … bank lending. Second, international spillovers vary across prudential instruments and are heterogeneous across banks. Bank …-specific factors like balance sheet conditions and business models drive the amplitude and direction of spillovers to lending growth …
Persistent link: https://www.econbiz.de/10011568519
instruments to study international spillovers of prudential policy changes for bank lending growth. The collective analysis has … three main findings. First, prudential instrument effects sometimes spill over across borders through bank lending. Second … sheet conditions and business models drive the amplitude and direction of spillovers to lending growth rates. Third …
Persistent link: https://www.econbiz.de/10011595267
The goal of this study is to identify empirically how country-level development, taking into account the financial and macroeconomic environment, affect the risk profiles of the banking sector in Europe. Through a dataset that covers 3,399 European banks spanning the period 1996-2011, and the...
Persistent link: https://www.econbiz.de/10011760927
Persistent link: https://www.econbiz.de/10012288687