. Based on a sample of publicly traded banks in Asia from 1998 to 2012, higher abnormal loan growth leads to higher systemic … bureaus can stem the buildup of bank systemic risk one year ahead due to higher abnormal loan growth. Eventually, this paper … negative impact of abnormal loan growth on bank systemic stability …

This paper analyses the systemic risk in relation to bank lending for Asian economies. The methodology complements … collect. Loan loss provisions of banks are decomposed into (i) a prediction component that is based on observable bank … characteristics, and (ii) two frailty components: a bank-specific systematic factor based on the assumption that a bank's asset …

and bank managers to minimize the size of non-performing loans. After examining 82 banks from US, Europe, Asia and Africa … predictive power of each bank-specific factor (excluding loan diversification), regulatory variable and macroeconomic indicator …

The purpose of this study is to explore the influence of bank capital, bank liquidity level and credit risk on the … USA banking industry. The findings show that bank capital and credit risk influence profitability in Asian developed … is similar for large, small and medium-size banks. The results of this paper indicate that liquidity and bank capital …

We review the recent academic and policy literature on bank loan loss provisioning (LLP) to identify several advances … smoothing, methodological issues in the bank loan loss provisions literature and the dynamic loan loss provisioning experiment …

This paper offers novel evidence on the impact of raising bank capital requirements in the context of an emerging … market: Peru. Using quarterly bank-level data and exploiting the adoption of bank-specific capital buffers, we find that … higher capital requirements have a short-lived, negative impact on bank credit in Peru, although this effect becomes …

We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …

, in the context of the eurozone periphery, the increase in domestic government bond holdings, the reduction of bank credit …