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The impact of bank capital, bank liquidity and credit risk on profitability in postcrisis period : a comparative study of US and Asia
Abbas, Faisal; Iqbal, Shahid; Aziz, Bilal - In: Cogent economics & finance 7 (2019) 1, pp. 1-18
The purpose of this study is to explore the influence of bank capital, bank liquidity level and credit risk on the … USA banking industry. The findings show that bank capital and credit risk influence profitability in Asian developed … is similar for large, small and medium-size banks. The results of this paper indicate that liquidity and bank capital …
Persistent link: https://www.econbiz.de/10012023980
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Current Expected Credit Loss Standard and Bank Lending Procyclicality : Evidence from the US Housing Market
Chen, Yi-Chun; Lin, Tse-Chun; Yang, Donghe - 2023
to take a forward-looking approach to recognizing life-of-loan losses upon loan origination. Using bank mortgage approval … booms. Overall, our findings suggest that CECL adoption reduces bank lending procyclicality …
Persistent link: https://www.econbiz.de/10014351167
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The loan puzzle : a study of loans to different groups in the USA.
Cafiso, Gianluca - 2020
We study loans from banking and non-banking lenders to different groups of borrowers in order to unveil significant differences on how those respond to a shock and evaluate possible alternative explanations for such differences. The objective is to gain insights useful to explain the loan...
Persistent link: https://www.econbiz.de/10012194423
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How commercial banks adjust capital ratios : empirical evidence from the USA?
Abbas, Faisal; Ali, Shoaib; Yousaf, Imran; Rizwan, Sohail - In: Cogent business & management 7 (2020) 1, pp. 1-18
, policymakers, and bank managers for better decision making. …
Persistent link: https://www.econbiz.de/10012655130
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Why does fast loan growth predict poor performance for banks?
Fahlenbrach, Rüdiger; Prilmeier, Robert; Stulz, René M. - 2016
From 1973 to 2014, the common stock of U.S. banks with loan growth in the top quartile of banks over a three-year period significantly underperforms the common stock of banks with loan growth in the bottom quartile over the next three years. The benchmark-adjusted cumulative difference in...
Persistent link: https://www.econbiz.de/10011516043
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Credit standards and capital allocation in a low interest rate environment
Andersen, Svend Greniman; Kuchler, Andreas - 2016
Using firm-level data from surveys and financial statements, this paper presents an analysis of credit standards, capital allocation and financial conditions of non-financial enterprises in Denmark since the beginning of the financial crisis. The analysis indicates that low interest rates and...
Persistent link: https://www.econbiz.de/10011489436
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Credit Fluctuations and 'Neglected Crash Risk' in U.S. Bank Returns
Mihai, Marius - 2019
Using U.S. quarterly data from 1960, the paper studies the interaction between bank stock returns and aggregate credit … fluctuations on a set of economic dimensions. First, I investigate the source of "Neglected Crash Risk" in U.S. bank returns using … bank stock returns by 5%, and their dividend growth by almost 6% over the following year. This variable embeds important …
Persistent link: https://www.econbiz.de/10012861958
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Nonbanks, banks, and monetary policy : U.S. loan-level evidence since the 1990s
Elliott, David; Meisenzahl, Ralf R.; Peydró, José-Luis; … - 2022
We show that nonbanks (funds, shadow banks, fintech) affect the transmission of monetary policy to output, prices and the distribution of risk via credit supply. For identification, we exploit exhaustive US loan-level data since the 1990s, borrowerlender relationships and Gertler-Karadi monetary...
Persistent link: https://www.econbiz.de/10013259697
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Nonbanks, banks, and monetary policy : U.S. loan-level evidence since the 1990s
Elliott, David; Meisenzahl, Ralf R.; Peydró, José-Luis; … - 2020
-regulated, more fragile nonbanks. The bank-to-nonbank shift largely neutralizes total credit and associated consumption effects for …
Persistent link: https://www.econbiz.de/10012425891
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Monetary Transmission Through Bank Securities Portfolios
Greenwald, Daniel; Krainer, John; Paul, Pascal - National Bureau of Economic Research - 2024
We study the transmission of monetary policy through bank securities portfolios using granular supervisory data on U ….S. bank securities, hedging positions, and corporate credit. Banks that experienced larger losses on their securities during …
Persistent link: https://www.econbiz.de/10014544727