Narrow search
Showing 1 - 10 of 7,309
Cover Image
ESG Risk and Syndicated Lending Relationship
Newton, David; Perotti, Pietro; Xie, Ru; Zhao, Binru - 2022
We investigate the impact of Environmental, Social, and Governance (ESG) ratings on borrower-lender matching and the consequences of this matching for syndicated loan contracts. We find that firms with high ESG scores are more likely to borrow from banks likewise with high ESG and that this...
Persistent link: https://www.econbiz.de/10013403918
Cover Image
What Drives Microfinance Institution's Financial Sustainability
Ayayi, Ayi Gavriel - 2011
Microfinance promises to trim down poverty. To achieve this noble objective microfinance institutions (MFIs) have to become steady profitable because donor constancy is not a given. Thus important question is: what factors drive the financial sustainability of MFIs? Using data on 217 MFIs in 101...
Persistent link: https://www.econbiz.de/10013118859
Cover Image
Macroeconomic, institutional and bank-specific determinants of non-performing loans in emerging market economies : a dynamic panel regression analysis
Bayar, Yılmaz - In: Journal of central banking theory and practice 8 (2019) 3, pp. 95-110
, institutional, and bank-specific factors behind nonperforming banking loans as an indicator of banking sector functioning in …
Persistent link: https://www.econbiz.de/10012101485
Cover Image
A macroprudential framework for the early detection of banking problems in emerging economies
Loser, Claudio M.; Kiguel, Miguel A.; Mermelstein, David - 2010
develops a methodology to detect problems at the individual bank level in an effort to identify those firms with financial … facilitate bank monitoring tasks, as well as some disaggregated subcomponents that are intended to display the relative …
Persistent link: https://www.econbiz.de/10011283443
Cover Image
Are Banks' Internal Risk Parameters Consistent? Evidence from Syndicated Loans
Firestone, Simon - 2014
many of these loans are held by more than one bank. We study differences in banks' estimates of risk parameters used to … parameters affect bank credit supply …
Persistent link: https://www.econbiz.de/10013065553
Cover Image
The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios
Craig, Ben R. - 2020
Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the sovereign bond portfolios of the major European banks....
Persistent link: https://www.econbiz.de/10012838336
Cover Image
Bank Capital Regulation of Trading Portfolios : An Assessment of the Basel Framework
Alexander, Gordon J. - 2017
In setting minimum capital requirements for trading portfolios, the Basel Committee on Banking Supervision (1996, 2011a, 2013) initially used Value-at-Risk (VaR), then both VaR and stressed VaR (SVaR), and most recently, stressed Conditional VaR (SCVaR). Accordingly, we examine the use of SCVaR...
Persistent link: https://www.econbiz.de/10012952232
Cover Image
The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios
Craig, Ben R. - 2019
Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the sovereign bond portfolios of the major European banks....
Persistent link: https://www.econbiz.de/10012901818
Cover Image
How Much Capital Does a Bank Need : A Few Points Regarding the Basel Accord
Mehedi Nizam, Ahmed - 2019
Basel framework for bank's capital adequacy has been criticized for its over reliance on external credit rating … bank from a more holistic point of view. Here, we attain all the above issues and provide a comprehensive framework … regarding bank's capital adequacy and liquidity requirements which is claimed to settle all the aforementioned issues and …
Persistent link: https://www.econbiz.de/10012891898
Cover Image
Loan Loss Provisions and Bank Lending Behavior : Do Information Sharing, Strength of Legal Rights and Bank Size Matter?
Soedarmono, Wahyoe - 2018
We examine the roles of information sharing, strength of legal rights and bank size on the procyclical effect of bank …
Persistent link: https://www.econbiz.de/10012936121