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Banking system adjustment to shock : the Kenyan case of liquidity-profitability trade-offs
Osoro, Jared; Josea, Kiplangat - 2022
between more liquidity and more profitability and ascertaining whether the post-shock recovery path is one of liquidity giving …. Using annual bank-level data from 2002 to 2020 and a fixed-effects regression model within an unbalanced panel data … of those trade-offs is sensitive to bank-specific attributes, especially bank size. It is more pronounced among smaller …
Persistent link: https://www.econbiz.de/10013175749
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Bank stability in the uncollateralised overnight interbank market : a topological analysis
Bai, Ye; Weiss, Pia; Murinde, Victor; Green, Christopher J. - In: International review of economics & finance : IREF 88 (2023), pp. 1223-1246
Persistent link: https://www.econbiz.de/10014475117
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Macro credit risk stress testing in Tanzanian banking sector : a global vector autoregressive (GVAR) approach
Kishimba, Khadijah Jumanne; Akande, Joseph Olorunfemi; … - In: Journal of African business 25 (2024) 3, pp. 531-554
Persistent link: https://www.econbiz.de/10015049510
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The exposure of Swiss banks to macroeconomic shocks : an empirical investigation
Lehmann, Hansjörg; Manz, Michael - 2006
Persistent link: https://www.econbiz.de/10003321792
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Stress testing German banks against a global cost-of-capital shock
Düllmann, Klaus; Kick, Thomas - 2012
This paper introduces a stress test of the corporate credit portfolios of 24 large German banks by a two-stage approach: First, a macro-econometric model is used to forecast the impact of a substantial increase of the user cost of business capital for firms worldwide on three particularly...
Persistent link: https://www.econbiz.de/10009509091
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Dynamic stress testing : the framework for testing banking sector resilience used ba the Czech National Bank
Geršl, Adam; Jakubík, Petr; Konečný, Tomáš; … - 2012
Persistent link: https://www.econbiz.de/10010200971
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Bank capital shock propagation via syndicated interconnectedness
Nirei, Makoto; Sushko, Vladyslav; Caballero, Julián - In: Computational economics 47 (2015) 1, pp. 67-96
Persistent link: https://www.econbiz.de/10011443423
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Unexpected loan losses and bank capital in an estimated DSGE model of the Euro area
Hristov, Nikolay; Hülsewig, Oliver - 2016
conditions, credit default and bank capitalization for the transmission of macroeconomic shocks. We fit the model to euro area … empirical literature, i.e. the pro-cyclicality of bank profitability and the counter-cyclical response of firm default rates and …
Persistent link: https://www.econbiz.de/10011557772
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Do banks propagate debt market shocks?
Hale, Galina; Santos, João A. C. - In: Journal of financial economic policy 6 (2014) 3, pp. 270-310
Persistent link: https://www.econbiz.de/10010490584
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Bank funding structure and lending under liquidity shocks : evidence from Korea
Jung, Hosung; Kim, Dongcheol - In: Pacific-Basin finance journal 33 (2015), pp. 62-80
Persistent link: https://www.econbiz.de/10011474051