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literature. This paper seeks to study the determinants of bank asset quality and profitability using panel data techniques and … contrary to the general perception. Similarly, with regard to rural bank branches, the results reveal that aversion to rural …
Persistent link: https://www.econbiz.de/10010507831
the denominator of capital adequacy ratios. Our approach centres on modelling the internal risk structure of bank …
Persistent link: https://www.econbiz.de/10014495257
foster additional non-bank sources of finance, mobilize private savings more efficiently and enhance capital market … finances. In a CMU sovereign risks have to be treated adequately in bank regulation. Third, it should be assessed in advance … which sources of non-bank finance will be demanded by companies and will become systemic. We recommend an integrated …
Persistent link: https://www.econbiz.de/10011292921
The Global Financial Crisis (GFC: 2008–2009) and the Euro Sovereign Crisis (ESC: 2010–2012) seem a process of creative destruction for the European Union (EU). The huge damage provoked by the GFC and ESC was, in fact, followed by important institutional building steps as the Banking Union...
Persistent link: https://www.econbiz.de/10012153491
This paper analyzes the impact of US firms’ equity risk on bank lending standards and on the macroeconomy for two … an increase in firm risk on bank lending standards and the economy are amplified in a recession compared to an expansion. …
Persistent link: https://www.econbiz.de/10013462030
The article deals with the liquidity risk in the banks in the context of the financial crisis. At first, the balance sheet and market liquidity are defined and the main principles of the methods for measuring liquidity risk, which banks use, are identified. Then follow review of main challenges...
Persistent link: https://www.econbiz.de/10011460084
Based on a modified version of a model used in Corvoisier and Gropp (2002) and de Guevara et al (2005), we argue that banks' soundness, the structural characteristics and efficiency of the banking sector and the development of the capital markets are forming a financial nexus. For a data set of...
Persistent link: https://www.econbiz.de/10013054889
This paper examines the impact of bank opacity on European financial stability. Based on a panel dataset of capital … market-oriented European banks covering the period 2002-2018, it can be shown that bank opacity has a significant influence … mitigation of bank opacity and reducing systemic risk. Both the risk reporting in accordance with IFRS 7 and the measures …
Persistent link: https://www.econbiz.de/10013249070
We investigate the effect of financial integration on the degree of international business cycle synchronization. For identfication, we use a confidential database on banks' bilateral exposure over the past three decades and employ a novel bilateral country-pair panel instrumental vari- ables...
Persistent link: https://www.econbiz.de/10008669981
We identify the effect of financial integration on international business cycle synchronization, by utilizing a confidential database on banks' bilateral exposure and employing a country-pair panel instrumental variables approach. Countries that become more integrated over time have less...
Persistent link: https://www.econbiz.de/10003986638