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We put our hypothesis very straightforward, considering the euro area and the whole European Economic and Monetary Union (EMU) banking sector. The paper's central hypothesis that capital adequacy of the EMU banking sector influenced credit growth and activities in the nonfinancial sector was...
Persistent link: https://www.econbiz.de/10014316648
This paper presents the pilot top-down climate stress test of the Hungarian banking system over the 2020-2050 horizon. The focus is on a core indicator of financial soundness, the ratio of non-performing loans. Three scenarios are considered with different grades of compliance with the Paris...
Persistent link: https://www.econbiz.de/10013489715
risk in the banking sector. The share of non-performing loans in total loans indicates the quality of bank assets, so their …-performing loans depends on a number of factors, both macroeconomic and bank-specific, which regulatory authorities must keep in mind …
Persistent link: https://www.econbiz.de/10012534577
This paper investigates the macroeconomic determinants of credit risk in the banking system of 22 Sub-Saharan African economies. We measure credit risk as the ratio of non-performing loans to total gross loans (NPLs) and employ dynamic panel data methods over the period 2000-2016. Using a...
Persistent link: https://www.econbiz.de/10011980001
This paper reviews and assesses financial stability challenges in countries preparing for EU membership, i.e. Albania …
Persistent link: https://www.econbiz.de/10012110105
Persistent link: https://www.econbiz.de/10013186674
Persistent link: https://www.econbiz.de/10011781606
This paper builds a dataset on bank ownership that covers more than 6,500 banks in 181 countries (59 low … reversed these trends. At the country level, the relationship between bank ownership and each of GDP growth and financial depth …. Bank-level regressions show that state-owned banks are less profitable and have a higher share of non-performing loans than …
Persistent link: https://www.econbiz.de/10014249625
We propose a credit portfolio approach for evaluating systemic risk and attributing it across institutions. We construct a model that can be estimated from high-frequency CDS data. This captures risks from publicly traded banks, privately held institutions, and coöperative banks, extending...
Persistent link: https://www.econbiz.de/10014280065
We propose a methodology for measuring the market-implied capital of banks by subtracting from the market value of equity (market capitalization) a credit-spread-based correction for the value of shareholders' default option. We show that without such a correction, the estimated impact of a...
Persistent link: https://www.econbiz.de/10013168743