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Стресс-тест российской банковской системы : случай роста просроченной задолженности (Stress Test of the Russian Banking System: The Case of an Increase in Overdue Debt)...
Zubarev, Andrey; Shilov, Kirill - 2023
The study presents the results of a stress test of the Russian banking system. The main assumption of this test is an increase in the risk of overdue debts for various categories of loans. The assumptions for the stress test are formulated based on changes in the balance sheets of Russian banks...
Persistent link: https://www.econbiz.de/10014356153
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Анализ Факторов, Влияющих На Формирование Кредитного Портфеля Российских Банков (Econometrical Analysis of the Credit Portfolio Determinants in Russian Banks)...
Volkova, Olga N. - 2013
, contradictory to the common Western papers' results; (2) the participation of the Russian state in the bank equity is surprisingly …
Persistent link: https://www.econbiz.de/10013072368
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Impact of Credit Risk on the Performance of Russian Commercial Banks
Abu-Alrop, Jalal Hafeth - 2020
This study examined the effect of credit risk on the performance of 85 Russian commercial banks during the period (2008–2017). This study used multiple regression to measure the effect of credit risk on the performance of Russian banks. The study found that the Performance indicators were...
Persistent link: https://www.econbiz.de/10012824048
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Current state and perspectives of securitization processes in the Russian Federation
Nikolaevna, Koniagina Mariia - In: International journal of business and economic sciences … 13 (2020) 3, pp. 45-55
at developing methods and ways to improve the processes of bank asset securitization in Russia. Design …Purpose: The study is aimed not only at determining the current state of the bank asset securitization market but also … reduction of the Central Bank key rate, in the sphere of mortgage lending is indeed stimulating. Research limitations …
Persistent link: https://www.econbiz.de/10012485861
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The Negative Feedback Loop between Banks and Sovereigns
Angelini, Paolo - 2014
sovereign risk affects banking risk (and vice versa), presents some new evidence on bank-sovereign links, and discusses policy …
Persistent link: https://www.econbiz.de/10013055983
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The relationship between internal control and credit risk : the case of commercial banks in Vietnam
Nguyen Kim Quoc Trung - In: Cogent business & management 8 (2021) 1, pp. 1-17
This study examines whether the agency problem regarding credit risk is a useful corporate governance mechanism for controlling credit risk. For this purpose, we estimate the impact of internal control and agency problems on credit risk in commercial banks in Vietnam from 2009 to 2018. First, in...
Persistent link: https://www.econbiz.de/10012661269
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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
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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Ongena, Steven - 2019
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/10012064522
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Impact of higher capital buffers on banks' lending and risk-taking : evidence from the Euro Area experiments
Cappelletti, Giuseppe; Marques, Aurea Ponte; Varraso, Paolo - 2019
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …
Persistent link: https://www.econbiz.de/10012024808
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Stress Tests and Capital Requirement Disclosures : Do They Impact Banks' Lending and Risk-Taking Decisions?
Konietschke, Paul; Ongena, Steven; Ponte Marques, Aurea - 2022
How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding risk-taking, the ensuing effect on their...
Persistent link: https://www.econbiz.de/10013403421