Showing 1 - 10 of 5,009
This study highlights the differences in performance of commercial banks operating in Pakistan in the context of credit …
Persistent link: https://www.econbiz.de/10012959556
This study examines the impact of credit rating announcement on stock returns of 22 banks rated by the Pakistan Credit …
Persistent link: https://www.econbiz.de/10012997395
This study investigated the impact of credit risk management on the performance of commercial banks of Pakistan listed … been considered as explanatory variables. Moreover, bank size has been used as a control variable in this study … pooled regression analysis revealed that bank performance is inversely affected by the credit risk management and …
Persistent link: https://www.econbiz.de/10012933407
Using detailed administrative Pakistani credit registry data, we show that banks with low leverage ratios are both significantly slower and less likely to recognize a loan as nonperforming than other banks that lend to the same firm. Moreover, we find suggestive evidence that this lack of...
Persistent link: https://www.econbiz.de/10013405505
decrease a bank's incentive to take risk with its remaining ineligible assets. A greater capacity to respond to liquidity … stress increases the potential profits a bank would put at stake by making risky investments, but it also mitigates the … illiquidity disadvantages of holding risky assets. We then empirically estimate the effect of two liquidity regulations on bank …
Persistent link: https://www.econbiz.de/10012839958
the role played by bank-level variables, banking sector features in each country, and the specific characteristics of the …/substitution effects of both bank- and portfolio-level variables with the characteristics of the banking sector when explaining credit risk …
Persistent link: https://www.econbiz.de/10012822183
This paper develops a theory in which heterogeneity in bank capital choices arises in a general equilibrium despite ex … continued access to funding liquidity but low-capital banks do not. Inter-bank trading in legacy assets allows some frozen banks … market funding from low-capital to high-capital banks. Inter-bank trading unfreezes the market without government …
Persistent link: https://www.econbiz.de/10012826432
Basel framework for bank's capital adequacy has been criticized for its over reliance on external credit rating … bank from a more holistic point of view. Here, we attain all the above issues and provide a comprehensive framework … regarding bank's capital adequacy and liquidity requirements which is claimed to settle all the aforementioned issues and …
Persistent link: https://www.econbiz.de/10012891898
This paper investigates whether monitoring by bank lenders affects CEO incentives of borrowing firms. We find that an … increase in bank monitoring incentives significantly reduce the sensitivity of CEO wealth to stock return volatility (Vega …). The results are more profound when bank lenders are more powerful and reputable and have a prior lending relationship with …
Persistent link: https://www.econbiz.de/10012972638
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 …
Persistent link: https://www.econbiz.de/10013004906