Showing 1 - 10 of 5,100
This paper studies how banks simultaneously manage the two sides of their balance sheet and its implications for bank … risk taking and real economic activity. First, we analyze how changes in funding affect the supply of bank loans. We then …
Persistent link: https://www.econbiz.de/10010488964
Switzerland has a systemically important financial sector. This paper analyzes the financial soundness and risk dynamics of Swiss banks and insurance companies for the past five years. The cross-country comparisons show that despite the recovery in profitability and capital for banks and...
Persistent link: https://www.econbiz.de/10013120250
both foreign and domestic assets of the banks is highly signi cant in explaining bank CDS spreads even before the onset of …
Persistent link: https://www.econbiz.de/10013091358
This paper presents a methodology to calculate the Systemic Risk Ranking of financial institutions in the European banking sector using publicly available information. The proposed model makes use of the network structure of financial institutions by including the stock return series of all...
Persistent link: https://www.econbiz.de/10013014960
mainly advocated by the IMF and the World Bank. The policy package was a part of structural adjustment programme and the …
Persistent link: https://www.econbiz.de/10013149059
indices; second, which bank-specific characteristics explain these risk exposures; third, are there clusters of banks with … analysis of bank-to-bank linkages suggests that any “globalization” of the euro area crisis is likely to be channelled through …
Persistent link: https://www.econbiz.de/10013079882
facilities contributes positively and significantly to stability in the banking sector, leading to greater bank resilience …
Persistent link: https://www.econbiz.de/10012816411
more non-interest income. In this paper, we analyze theories of bank stability on market concentration, financial deepening …, bank income structure and international debt situation by using panel data for 18 emerging countries. Our results show that … alternative financial system plays an important role in the bank risk behavior. The potentially important policy implication is …
Persistent link: https://www.econbiz.de/10009743442
Each year assets of the banking sector in Poland increase and thereby its significance in the real economy increases as well. At the same time, the ongoing consolidation process and changes in the ownership structure cause the Polish banking sector to play a substantial role not only on the...
Persistent link: https://www.econbiz.de/10011617054
This paper examines the driving effect of economic policy uncertainty on bank systemic risk with a distinction between … systemic linkage and bank tail risk. Using bank-level data of 25 economies during the period 2010-2020, we find consistent and … robust evidence that policy uncertainty is negatively associated with bank tail risk but positively related to systemic …
Persistent link: https://www.econbiz.de/10013404472