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Modeling of cash flows from nonperforming loans in a commercial bank

Devjak, Srečko - In: Naše gospodarstvo : NG 64 (2018) 4, pp. 3-9

loan portfolio. Contribution of this paper to the added value in the area of liquidity risk management in banks is high …

Persistent link: https://www.econbiz.de/10012021720

Funding liquidity and bank lending

Tran, Dung Viet - In: Cogent economics & finance 8 (2020) 1, pp. 1-16

We investigate how funding liquidity affects the bank lending using a large sample of US bank holding companies. We … liquidity is larger in high-loan-growth banks. The negative effects of funding liquidity on lending seem to be clearer before … funding liquidity after the crisis period. We believe our study is of interest to regulators and policymakers. …

Persistent link: https://www.econbiz.de/10012219239

What drives bank coverage ratios : evidence from the euro area

Alessi, Lucia; Bruno, Brunella; Carletti, Elena; … - 2019

We analyse micro and macro drivers of coverage ratios in a cross–country sample of euro area banks. Among the former, we find that coverage ratios increase with the reliance on deposit funding and when asset quality is very poor. Among the latter, coverage ratios increase with GDP growth and...

Persistent link: https://www.econbiz.de/10012058355

Governance matters on non-performing loans : evidence from emerging markets

Byükoğlu, Burak; Šit, Ahmet; Ekši, İbrahim Halil - In: PSL quarterly review 74 (2021) 296, pp. 75-91

In this study, new determinants of non-performing loans (NPL) for the MSCI emerging countries were investigated. For this purpose, a new index was formed using the World Bank's Worldwide Governance Indicator data from 2002 to 2018. To test the effect of governance on NPL, we used the GMM...

Persistent link: https://www.econbiz.de/10013175043

Macroeconomic and Bank-Specific Determinants of Nonperforming Loans in Greece : A Comparative Study of Mortgage, Business and Consumer Loan Portfolios

Vouldis, Angelos T.; Louzis, Dimitrios P.; Metaxas, … - 2022

This paper uses dynamic panel data methods to examine the determinants of nonperforming loans (NPLs) in the Greek banking sector, separately for each type of loan (consumer, business and mortgage loans). The study is motivated by the hypothesis that both macroeconomic and bank-specific variables...

Persistent link: https://www.econbiz.de/10013404350

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...

Persistent link: https://www.econbiz.de/10011557140

The countercyclical capital buffer and the composition of bank lending

Auer, Raphael A.; Matyunina, Alexandra; Ongena, Steven - 2021

Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...

Persistent link: https://www.econbiz.de/10012643066

The countercyclical capital buffer and the composition of bank lending

Auer, Raphael A.; Ongena, Steven - 2019

Persistent link: https://www.econbiz.de/10012064522

New perspectives on bank risk in Malaysia

Powell, R. J. - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

Stable banks in individual ASEAN countries are essential to the economic stability of the ASEAN region as these countries move towards the goal of greater financial integration in the region. This study comprehensively explores bank risk in Malaysia as compared to the ASEAN region over an...

Persistent link: https://www.econbiz.de/10011881093

Judicial efficiency and banks credit risk exposure

Canzian, Giulia; Ferrara, Antonella Rita - 2021

We exploit the outset of a regulation seeking to improve judicial efficiency through the rearrangement of courts’ geography in Italy to provide causal evidence on the relationship between judiciary structural reforms and banks financial stability. To this end, we apply a...

Persistent link: https://www.econbiz.de/10012485338

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