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probability of bank failure during ‘normal’ economic conditions and times of financial crises. We also seek to determine whether … increased capital requirements would further reduce the rate of bank failure. Specific bank data, as well as some macro … bank failure rates. Importantly, the Basel I capital ratios appear to protect banks particularly well against insolvency in …
Persistent link: https://www.econbiz.de/10014134525
minimum standard is unlikely to exhibit adverse consequences for credit supply and bank profitability. … profitability of German banks and their capacity to lend. With a NSFR-model that is partially calibrated against reported NSFRs, we …
Persistent link: https://www.econbiz.de/10011541056
From 1973 to 2014, the common stock of U.S. banks with loan growth in the top quartile of banks over a three-year period significantly underperforms the common stock of banks with loan growth in the bottom quartile over the next three years. The benchmark-adjusted cumulative difference in...
Persistent link: https://www.econbiz.de/10011516043
Persistent link: https://www.econbiz.de/10008648412
detail, Darrell Duffie walks readers step-by-step through the mechanics of large-bank failures. He identifies where the … cracks first appear when a dealer bank is weakened by severe trading losses, and demonstrates how the bank's relationships … exposure to the dealer bank, the bank is forced to signal its strength by using up its slim stock of remaining liquid capital …
Persistent link: https://www.econbiz.de/10014487800
USA banking industry. The findings show that bank capital and credit risk influence profitability in Asian developed … economies similar to in the USA commercial banks, whereas the impact of liquidity on the profitability of the USA large … findings of the simultaneous equations model indicate that bank capital has a positive impact on profitability in large and …
Persistent link: https://www.econbiz.de/10012023980
Our research addresses the issue of the likely nature of financial system activities by the end of 2011. Our specific focus is on the banking industry, although our analysis begins by considering the likely role of banks relative to other credit providers in the financial system. We employ a...
Persistent link: https://www.econbiz.de/10013112239
Persistent link: https://www.econbiz.de/10001401459
corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the …
Persistent link: https://www.econbiz.de/10013403421
corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the …
Persistent link: https://www.econbiz.de/10013277156