Narrow search
Showing 1 - 10 of 8,006
Cover Image
Banking reform
Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame … Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial … College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …
Persistent link: https://www.econbiz.de/10011554963
Cover Image
The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame … Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial … College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …
Persistent link: https://www.econbiz.de/10011557140
Cover Image
Bank Loans Pricing and Basel II : A Multi-Period Risk-Adjusted Methodology Under the New Regulatory Constraints
Curcio, Domenico - 2011
more central in banking than in the past: banks are spurred to develop risk-adjusted measures, to avoid wasteful customers …
Persistent link: https://www.econbiz.de/10013131209
Cover Image
An Empirical Study of Bank Stress Testing for Auto Loans
Wu, Deming - 2018
We present an empirical study of stress testing for portfolios of auto loans. We find that loans aged five years or more have significantly higher default probabilities. This finding raises concerns about the increasing maturity of auto loans in recent years. A challenge in stress testing is the...
Persistent link: https://www.econbiz.de/10012937351
Cover Image
Credit Booms and Busts in Emerging Markets : The Role of Bank Governance and Risk Management
Andries, Alin Marius - 2017
This paper investigates to what extent risk management and corporate governance mitigate the involvement of banks in credit boom and bust cycles. Using a unique, hand-collected dataset on 156 banks from Central and Eastern Europe during 2005-2012, we assess whether banks with stronger risk...
Persistent link: https://www.econbiz.de/10012972256
Cover Image
The impact of credit risk on bank profitability in Nigeria
Onyeiwu, Charles; Ajayi, Gideon; Muoneke B., Obumneke - In: Journal of banking and financial economics 1 (2020) 13, pp. 5-22
This study examines the impact credit risk management has on the profitability of commercial banks in Nigeria. The main objective of this material is to show how credit risk parameters are related to the expected performance of commercial banks in Nigeria. Using the regression analysis,...
Persistent link: https://www.econbiz.de/10012887677
Cover Image
Credit Risk in Banks’ Exposures to Non-Financial Firms
Accornero, Matteo - 2017
This paper outlines a framework based on microdata and a structural model to gauge credit risk in banks' exposures to non-financial firms. Sectoral risk factors are accounted for using a multi-factor model. We use expected and unexpected losses as indicators of credit risk stemming from the...
Persistent link: https://www.econbiz.de/10012946809
Cover Image
Modelling bank asset quality and profitability : an empirical assessment
Swamy, Vighneswara - 2015
The determinants of default risk of banks in emerging economies have so far received inadequate attention in the literature. This paper seeks to study the determinants of bank asset quality and profitability using panel data techniques and robust data sets for the period between 1997 and 2009....
Persistent link: https://www.econbiz.de/10010507831
Cover Image
Firm equity risk, bank lending standards, and the macroeconomy
Nguyen, Hien - In: Cogent economics & finance 10 (2022) 1, pp. 1-24
, signaling the channel of how firm risk transfers through the banking system to the rest of the economy. Finally, the impacts of …
Persistent link: https://www.econbiz.de/10013462030
Cover Image
Consistency of banks' internal probability of default estimates
Stepankova, Barbora - 2020
Some financial institutions can use internally developed credit risk models to determine their capital requirements. At the same time, the regulatory framework governing such models allows institutions to implement diverse rating systems with no specified penalty for poor model performance. To...
Persistent link: https://www.econbiz.de/10012320124