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Russian banks have been strongly influenced by the worldwide financial crisis which started in the second half of 2008. This was caused by a combination of domestic, regional and international factors. We estimate an early warning model for the Russian crisis. We identified 47 Russian banks...
Persistent link: https://www.econbiz.de/10003951770
bank lending and risk-taking channels of monetary policy by exploiting – Italian's unique – credit and security registers …
Persistent link: https://www.econbiz.de/10012854350
, policymakers, and bank managers for better decision making. …
Persistent link: https://www.econbiz.de/10012655130
This paper investigates the determinants of banking system fragility by underlining the impact of bank liberalization …
Persistent link: https://www.econbiz.de/10009565371
. Building on these findings, we show that asset encumbrance indicators carry predictive information for bank-specific crises as …
Persistent link: https://www.econbiz.de/10012617772
the funding liquidity of liabilities, for 2882 bank holding companies over 2002 to 2014. The aggregate LMI decreases from … system in early 2007. Moreover, LMI predicts a bank's stock market crash probability and borrowing decisions from the … government during the financial crisis. The LMI is therefore informative about both individual bank liquidity and the liquidity …
Persistent link: https://www.econbiz.de/10012973857
We present an analysis of VaR forecasts and P&L-series of all 13 German banks that used internal models for regulatory purposes in the year 2001. To this end, we introduce the notion of well-behaved forecast systems. Furthermore, we provide a series of statistical tools to perform our analyses....
Persistent link: https://www.econbiz.de/10009764769
Persistent link: https://www.econbiz.de/10009269994
Using count data on the number of bank failures in US states during the 1960 to 2006 period, this paper endeavors to … instruments to absorb potential endogeneity between the number of bank failures and economic and regulatory conditions. Results … suggest that bank failures are not merely self-fulfilling prophecies but relate systematically to inflation as well as to …
Persistent link: https://www.econbiz.de/10003882304
Persistent link: https://www.econbiz.de/10013259596