Showing 1 - 10 of 5,317
This paper analyzes the short-term impact of the lockdown policies implemented to stop the spread of the COVID-19 on the Ecuadorian financial system. We use a regression discontinuity in time (RDiT) design jointly with official data. Results show an overall decrease in total deposits (-3.4%) as...
Persistent link: https://www.econbiz.de/10013336005
. Using this framework, we show conditions under which idiosyncratic shocks to bank lending can generate aggregate … sector for many countries is indeed granular, as the right tail of the bank size distribution follows a power law. We then … concentration is associated with a positive and significant relationship between bank-level credit growth and aggregate growth of …
Persistent link: https://www.econbiz.de/10010225567
right tail of the bank size distribution follows a power law. Also, the presence of big banks as measured by high market …
Persistent link: https://www.econbiz.de/10010336792
estimated New Keynesian model with a bank. A key dimension of policy in the crisis was massive government support for banks … effects of bank asset losses, of government support for banks, and other fiscal stimulus measures, in the EA. Our results …
Persistent link: https://www.econbiz.de/10013099434
We analyze the reaction of stock returns and CDS spreads of banks from Europe and the United States to four major regulatory reforms in the aftermath of the subprime crisis, employing an event study analysis. In contrast to the public perception that nothing has happened, we find that financial...
Persistent link: https://www.econbiz.de/10013081106
objective of the thesis was twofold; to assess the cost impact of Basel III on bank capital, lending spreads, and steady state … banks to increase lending spreads to pass down a portion of the relevant costs to bank customers. The impact of 1 pp rise in … testing exercise revealed only a modest change in capital ratios and bank profitability in the baseline scenario. The impact …
Persistent link: https://www.econbiz.de/10012908765
estimated New Keynesian model with a bank. A key dimension of policy in the crisis was massive government support for banks … effects of bank asset losses, of government support for banks, and other fiscal stimulus measures, in the EA. Our results …
Persistent link: https://www.econbiz.de/10011590516
results highlight the importance of the starting level of bank capital, bank asset quality, and banks' adjustments for the …
Persistent link: https://www.econbiz.de/10012033284
mix, pricing decisions, management buffers, and profit distribution along with individual bank conditions, including their …
Persistent link: https://www.econbiz.de/10014477728
The Thai economy is vulnerable to external shocks because of its high exposure to trade and capital flows. Despite its adverse consequences on the real sector of the Thai economy in 2009, the global financial crisis had little impact on the Thai financial sector. The healthy performance and...
Persistent link: https://www.econbiz.de/10013111051