Showing 1 - 10 of 5,209
Persistent link: https://www.econbiz.de/10011488486
Systemically Important Banks (G-SIBs) on bank lending behaviour. Using a difference-in-differences estimation strategy, we find no …
Persistent link: https://www.econbiz.de/10012299026
Some financial institutions can use internally developed credit risk models to determine their capital requirements. At the same time, the regulatory framework governing such models allows institutions to implement diverse rating systems with no specified penalty for poor model performance. To...
Persistent link: https://www.econbiz.de/10012320124
the public, long-term systemic risk among banks tends to increase. From the dynamic perspective, bank penalties represent … long-term. In this respect, bank penalties resemble still waters that run deep. In contrast, a settlement with regulatory …
Persistent link: https://www.econbiz.de/10012697108
The paper reviews application of the AHP with the 9-point scale into credit scoring model development for low-default porfolios. Based on random simulation results, the authors provide threshold levels of the consistency statistics for the 5-point scale cases. On that basis, a scoring model for...
Persistent link: https://www.econbiz.de/10012983780
commercial banks in Vietnam from 2009 to 2018. First, in line with corporate governance theory, we find that the agency problem …
Persistent link: https://www.econbiz.de/10012661269
experienced serious liquidity and solvency problems. Based on the new policy of the State Bank of Vietnam, in order to ensure safe … paper investigates the effects of the Basel II capital requirement implementation in Viet Nam on the bank lending rate and …). The main finding of the paper is that at the bank level, a tightening of regulatory capital requirements does not induce a …
Persistent link: https://www.econbiz.de/10011959821
This paper aims to study the impacts of bank funding diversity, non-performing loans (NPLs), and business cycles on … bank performance. We employ Fixed Effect Models and the two-step system Generalized Method of Moments to examine a sample … proxies of bank performance, economic cycles, and FED interest rate cycles. The findings help determine the optimal funding …
Persistent link: https://www.econbiz.de/10014504822
significant role of the leverage ratio in dealing with non-performing loans at commercial banks in Vietnam during the COVID-19 …
Persistent link: https://www.econbiz.de/10014436664
develops a methodology to detect problems at the individual bank level in an effort to identify those firms with financial … facilitate bank monitoring tasks, as well as some disaggregated subcomponents that are intended to display the relative …
Persistent link: https://www.econbiz.de/10011283443