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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
the Turkish lira and foreign currency composition of bank assets and liabilities between 2002 and mid-2009 when the policy …
Persistent link: https://www.econbiz.de/10013096515
structure. Using data from 55 countries, we find that more timely loan loss recognition reduces firms' reliance on bank debt …, consistent with firms relying less on bank debt due to more costly monitoring by banks. In addition, we find that this negative … with such markets facilitating a switch from bank debt when banks impose more costly monitoring on firms …
Persistent link: https://www.econbiz.de/10012900764
European Central Bank's Financial Stability Committee Working Group on Stress Testing (WGST). Over a four-year period, the WGST …
Persistent link: https://www.econbiz.de/10014530302
banking system penetration promotes financial inclusion-notably, access to bank credit and to formal credit. The results of …
Persistent link: https://www.econbiz.de/10012509932
influenced by bank size and market share, and to a somewhat lesser extent by deposit rates and non-performing loans. In addition …. Furthermore, bank size and market share, as well as the differential between domestic and foreign rates, are the most important …
Persistent link: https://www.econbiz.de/10011623362
monetary transmission processes of Islamic and conventional banks using disaggregated bank-level data for Saudi Arabia over the … to various shocks make it easier for the Saudi central bank to achieve macroeconomic goals through monetary policy …
Persistent link: https://www.econbiz.de/10013400126
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
We review heterogeneous agent-based models of financial stability and their application in stress tests. In contrast to the mainstream approach, which relies heavily on the rational expectations assumption and focuses on situations where it is possible to compute an equilibrium, this approach...
Persistent link: https://www.econbiz.de/10011906282
The purpose of this paper is to investigate whether credit and liquidity risks individually and/or jointly impact bank … patterns in terms of the effect of the two risk categories on bank stability. Towards these goals, we estimate a dynamic panel … jointly bank stability. Our results also show that as banks are subject to more credit risk, they raise their risk-taking more …
Persistent link: https://www.econbiz.de/10014332071