Showing 1 - 10 of 4,977
Procyclicality of credit supply, which refers to the simultaneous movement of credit issued to the non-financial sector …. The impact of credit supply on the financial and real sectors may vary across different economies, and the …
Persistent link: https://www.econbiz.de/10014515568
This paper presents the pilot top-down climate stress test of the Hungarian banking system over the 2020-2050 horizon. The focus is on a core indicator of financial soundness, the ratio of non-performing loans. Three scenarios are considered with different grades of compliance with the Paris...
Persistent link: https://www.econbiz.de/10013489715
The purpose of this paper was to investigate the determinants of risk-taking in the context of Islamic and conventional microfinance institutions (MFIs) while considering the capital structure’s role in moderating the risk-taking decisions’ effect on financial performance. Fixed and Random...
Persistent link: https://www.econbiz.de/10014368527
credit risk of the banking sectors operating in Brazil, Russia, India, China, and South Africa (BRICS), emerging countries … credit risk. To do so, we perform panel data analysis using the quantile estimation approach covering the period 2004 …-2020. The empirical results reveal that the country risk significantly leads to increasing the banking sector's credit risk and …
Persistent link: https://www.econbiz.de/10014289129
Persistent link: https://www.econbiz.de/10012516114
Persistent link: https://www.econbiz.de/10015062592
banks' financial distortions, which in turn increase with banks' credit risk. Higher capital requirements dampen the current … supply of banks' credit, but mitigate banks' future financial distortions. Capital requirements should be raised in response … to both an expansion of banks' credit supply and an increase in the expected future credit risk of banks. They should be …
Persistent link: https://www.econbiz.de/10012953076
We estimate the causal effect of emergency credit on households' finances after a negative shock. To do so, we link … a federally-declared natural disaster, to a panel of credit records before and after the shock. We exploit a … approved. Using an instrumented difference-in-differences research design, we find that credit provision at the time of a shock …
Persistent link: https://www.econbiz.de/10015053784
This paper investigates the risk-taking channel of monetary policy on the asset side of banks' balance sheets. We use a factor-augmented vector autoregression (FAVAR) model to show that aggregate lending standards of U.S. banks, e.g. their collateral requirements for firms, are significantly...
Persistent link: https://www.econbiz.de/10010485247
share ownership in the secondary market using data from the Shared National Credit Program, a credit register of syndicated … importance of bank liquidity risk management as a motivation for loan sales, in addition to the credit risk transfer motive …
Persistent link: https://www.econbiz.de/10013028630