The present study employs the state of the art bias-corrected Malmquist Productivity Index method to examine the … sources of efficiency and productivity of the foreign and domestic banks operating in the Malaysian banking sector. The … attributed to technological progress. The empirical findings suggest that both the domestic and foreign banks have exhibited …

mortgage tax from being levied on borrowers to being levied on banks; (ii) some areas, for historical reasons, were exempt from … smaller number of lending relationships, not working for the lender, or facing less banks in their zip-code, thereby …-full tax pass-through, the tax shift increases banks' risk-taking. More affected banks reduce costly mortgage insurance in case …

banks using a non-parametric Monte Carlo re-sampling method following Carey [1998]. Our results are based on a panel data … set containing both loan and internal rating data from the banks complete business loan portfolios over the period 1997 … businesses in the sample is rated by both banks, we can generate loss distributions for SME, retail and corporate credit …

We estimate the cost of capital for the banking industry and find that while the cost of capital soared for banks in … the financial crisis, after the passage of the Dodd-Frank Act, the value-weighted cost of capital for banks fell … differentially more than did the cost of capital for nonbanks. The very largest banks drive the decline in expected returns. Over a …

This paper examines market liquidity in the post-crisis era in light of concerns that regulatory changes might have … considering additional drivers of market liquidity. We document a stagnation of dealer balance sheets after the financial crisis … liquidity. …

period spanning pre-GFC and GFC. The events of the GFC also showed how the capital of global banks was eroded as defaults … Australian and US banks. The paper finds highly significant variances in default probabilities and capital between quantiles in … both Australia and the US, and shows how these variances can assist banks and regulators in calculating capital buffers to …

With the New Basle Capital Accord banks' capital requirements are determined with risk weights based on internal and …

their liquidity buffers from 1976 to the 2008 crisis. Diversified banks also hold more illiquid small business loans, less … liquid mortgages, and have higher net liquidity creation. During the crisis, however, better diversified banks hoard more …This paper shows that US banks' increased geographic diversification is an important explanation for the decline of …