Showing 41 - 50 of 3,487
This paper examines banks' disclosures and loss recognition in the financial crisis and identifies several core issues …, banks' disclosures about relevant risk exposures were relatively sparse. Such disclosures came later after major concerns … about banks' exposures had arisen in markets. Similarly, the recognition of loan losses was relatively slow and delayed …
Persistent link: https://www.econbiz.de/10012241734
This paper studies the extent to which monetary policy may affect banks' perception of credit risk and the way banks … indicators on banks' risk weights for credit risk. We present robust evidence of the existence of the risk-taking channel in the … possible side-effects of monetary policy on how banks measure risk. …
Persistent link: https://www.econbiz.de/10011786136
The determinants of default risk of banks in emerging economies have so far received inadequate attention in the … the economy. Public sector banks have shown significant performance in containing bad debts. Private banks have continued … banks, apart from other accepted determinants of profitability, asset size has no significant impact on profitability. …
Persistent link: https://www.econbiz.de/10010507831
banks' liabilities thereby decreasing the cost of equity relative to the cost of debt. Using a difference …-in-differences approach we assess the impact of this tax levy on banks' participation in the syndicated loan market. We further investigate … the impact of the tax levy along bank size and capital structure. We find that banks located in countries where the tax …
Persistent link: https://www.econbiz.de/10013168993
When the Covid-19 crisis struck, banks using internal-rating based (IRB) models quickly recognized the increase in risk … and reduced lending more than banks using a standardized approach. This effect is not driven by borrowers' quality or by … banks in countries with credit booms before the pandemic. The higher risk sensitivity of IRB models does not always result …
Persistent link: https://www.econbiz.de/10013485965
We show that nonbanks (funds, shadow banks, fintech) affect the transmission of monetary policy to output, prices and …, borrowerlender relationships and Gertler-Karadi monetary policy shocks. Higher policy rates shift credit supply from banks to …
Persistent link: https://www.econbiz.de/10013259697
When the Covid-19 crisis struck, banks using internal-rating based (IRB) models quickly recognized the increase in risk … and reduced lending more than banks using a standardized approach. This effect is not driven by borrowers' quality or by … banks in countries with credit booms before the pandemic. The higher risk sensitivity of IRB models does not always result …
Persistent link: https://www.econbiz.de/10013470241
, which are free from CRA obligations, to banks in need of CRA-eligible mortgages. Our findings underscore the pitfalls of a …
Persistent link: https://www.econbiz.de/10013490642
sector of 40 countries by the affiliates of the 68 largest German banks. We find that affiliates local deposits and …
Persistent link: https://www.econbiz.de/10010338422
activities. For this purpose, I propose a novel measure of synthetic leverage, which can be estimated based on publicly available … information. In the empirical application, I show that German equity funds have increased their risk-taking via synthetic leverage …
Persistent link: https://www.econbiz.de/10012489580