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Panizza, Ugo - 2023

This paper builds a dataset on bank ownership that covers more than 6,500 banks in 181 countries (59 low-income economies, 72 middle-income economies, and 50 high-income economies) over 1995-2020. I show that until 2010, there was a reduction in state-ownership of banks and an increase foreign...

Persistent link: https://www.econbiz.de/10014249625

Asset encumbrance, bank funding and financial fragility

Ahnert, Toni; Anand, Kartik; Gai, Prasanna; Chapman, James - 2016

How does asset encumbrance affect the fragility of intermediaries subject to rollover risk? We offer a model in which a bank issues covered bonds backed by a pool of assets that is bankruptcy remote and replenished following losses. Encumbering assets allows a bank to raise cheap secured debt...

Persistent link: https://www.econbiz.de/10011451099

Bank runs, bank competition and opacity

Ahnert, Toni; Martinez-Miera, David - 2021 - Last updated: June 22, 2021

We model the opacity and deposit rate choices of banks that imperfectly compete for uninsured deposits, are subject to runs, and face a threat of entry. We show how shocks that increase bank competition or bank transparency increase deposit rates, costly withdrawals, and thus bank fragility....

Persistent link: https://www.econbiz.de/10012549699

Bank screening heterogeneity

Duprey, Thibaut - 2016

Production efficiency and financial stability do not necessarily go hand in hand. With heterogeneity in banks' abilities to screen borrowers, the market for loans becomes segmented and a self-competition mechanism arises. When heterogeneity increases, the intensive and extensive margins have...

Persistent link: https://www.econbiz.de/10011570934

Calibrating the magnitude of the countercyclical capital buffer using market-based stress tests

Oordt, Maarten R. C. van - 2018

This paper proposes a novel methodology to calibrate the magnitude of the cap on the countercyclical capital buffer (CCyB) using market-based stress tests. The macroprudential authority in our paper aims to contain the possibility of a breach of a minimum capital ratio in the event of a severe...

Persistent link: https://www.econbiz.de/10011923244

Financial stability index for the financial sector of Pakistan

Babar, Sadia; Latief, Rashid; Ashraf, Sumaira; Nawaz, Sania - In: Economies : open access journal 7 (2019) 3/81, pp. 1-24

This study aims to develop a financial stability index for the Pakistani financial sector by using the financial reports for the period of 2001–2011. Specifically, we constructed three different classes of indices in this study based on a variance-equal weighted approach, a linear probability...

Persistent link: https://www.econbiz.de/10012131208

Bank restructuring, competition, and lending supply : evidence from the Spanish banking sector

Giannoccolo, Pierpaolo; Mansilla-Fernández, José Manuel - 2017 - This draft: November 6, 2017

This article analyses the effects of the bank restructuring process performed in Spain between 2010 and 2016. First, we create a unique dataset by combining information from Bankscope and the Table of Public Financial Assistance released by the Bank of Spain. Second, we investigate whether these...

Persistent link: https://www.econbiz.de/10011819351

Reforms to the European Union financial supervisory and regulatory architecture and their implications for Asia

Darvas, Zsolt M.; Schoenmaker, Dirk; Véron, Nicolas - 2016

European Union (EU) countries offer a unique experience of financial regulatory and supervisory integration, complementing various other European integration efforts following the Second World War. Financial regulatory and supervisory integration was a very slow process before 2008, despite...

Persistent link: https://www.econbiz.de/10011561790

Bank maturity, income diversification, and bank stability

Tariq, Waqas; Usman, Muhammad; Tariq, Adeel; Rashid, Robina - In: Journal of business economics and management 22 (2021) 6, pp. 1492-1511

The purpose of this research is to examine the influence of bank life cycle or bank maturity on income diversification ….e. bank life cycle or bank maturity on income diversification (ID) and stability consequence. Data were collected from the …, this research is the first to report specific evidence about bank maturity as an internal driver of income diversification …

Persistent link: https://www.econbiz.de/10013257333

Economic Convergence in South-Eastern Europe: Will the Financial Sector deliver?

Watson, Max; Herzberg, Valerie - 2007

The rhythm of financial development in south-eastern Europe has accelerated. In a setting of low inflation and robust growth, domestic credit and cross-border flows are expanding. This process can strengthen real convergence by supporting productivity gains that enhance competitiveness and a...

Persistent link: https://www.econbiz.de/10011689929

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