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Capital buffer, credit risk and liquidity behaviour : evidence for GCC banks

Ghosh, Saibal - In: Comparative economic studies 58 (2016) 4, pp. 539-569

Persistent link: https://www.econbiz.de/10011665944

Bank size, functional distance and loss given default rate of bank loans

Cotugno, Matteo; Stefanelli, Valeria - In: International journal of financial research 2 (2011) 1, pp. 31-44

Persistent link: https://www.econbiz.de/10009305718

How do banks respond to increased funding uncertainty?

Ritz, Robert A.; Walther, Ansgar - 2014

Persistent link: https://www.econbiz.de/10010366299

Bank markups, horizontalism and the significance of banks' liquidity prefererence : an empirical assessment

Deriet, Mark; Seccareccia, Mario - In: Money and production : selected essays, (pp. 267-291). 2024

Persistent link: https://www.econbiz.de/10015084551

Banks' concentration versus diversification in the loan portfolio : new evidence from Germany

Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - 2013

risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …, on average, lower loan losses, (b) the loss rate of a given industry in a bank's loan portfolio is lower if the bank has …

Persistent link: https://www.econbiz.de/10010233376

What drives banks' credit standards? : an analysis based on a large bank-firm panel

Faccia, Donata; Hünnekes, Franziska; Köhler-Ulbrich, Petra - 2024

standards change in reaction to two specific macroeconomic developments, namely an increase in bank funding costs and a sudden …. Insofar, we provide evidence of heterogeneity in the bank lending channel, depending on the situation of the lenders and the …

Persistent link: https://www.econbiz.de/10014486705

Credit risk and bank specific factors : an empirical study using panel GMM

Sharma, Renuka; Mehta, Kiran - In: International journal of economics and business … 27 (2024) 2, pp. 294-309

Persistent link: https://www.econbiz.de/10015063265

Zeitstetige und -diskrete dynamische Kreditportfoliomodellierung : ein Vergleich verschiedener Modelle

Avak, Britt-Kerstin - 2011 - 1. Aufl.

Persistent link: https://www.econbiz.de/10009412405

Financial dampening

Wieland, Johannes; Yang, Mu-Jeung - 2016

Persistent link: https://www.econbiz.de/10011460484

Stress testing of the Czech banking sector

Jakubík, Petr (contributor); … - 2008

This article presents the results of stress tests of the Czech banking sector conducted using models of credit risk and credit growth broken down by sector. The use of these models enables the stress tests to be linked to the CNB's official quarterly macroeconomic forecast. In addition, the...

Persistent link: https://www.econbiz.de/10003721287

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