Showing 1 - 10 of 9,065
European Central Bank's Financial Stability Committee Working Group on Stress Testing (WGST). Over a four-year period, the WGST …
Persistent link: https://www.econbiz.de/10014530302
Systemically Important Banks (G-SIBs) on bank lending behaviour. Using a difference-in-differences estimation strategy, we find no …
Persistent link: https://www.econbiz.de/10012299026
bank segregations are effective in cleaning up balance sheets and promoting bank lending only if they combine … purchases are funded privately; (ii) smaller shares of the originating bank's assets are segregated; and (iii) asset segregation … problem associated with the creation of a bad bank …
Persistent link: https://www.econbiz.de/10012841855
, in the context of the eurozone periphery, the increase in domestic government bond holdings, the reduction of bank credit …
Persistent link: https://www.econbiz.de/10011978342
The urgency of estimating the impact of climate risks on the financial system is increasingly recognized among scholars and practitioners. By adopting a network approach to financial dependencies, we look at how climate policy risk might propagate through the financial system. We develop a...
Persistent link: https://www.econbiz.de/10012855741
system and to stimulate bank competition, it is necessary to raise the level of bank information transparency. However … stability, or the relationship between transparency and bank stability, leave aside the link between transparency and … competition. The aim of this paper is to fill this gap in the literature. To test the hypothesis that greater bank information …
Persistent link: https://www.econbiz.de/10013047754
The recent financial crisis proved that financial contagion could spread among countries resulting in disruptive effects. In this paper, by modeling and simulating banking system behavior and linkages across countries, we assess, based on data from the BIS and IMF, the possible outcome of...
Persistent link: https://www.econbiz.de/10012626421
Some financial institutions can use internally developed credit risk models to determine their capital requirements. At the same time, the regulatory framework governing such models allows institutions to implement diverse rating systems with no specified penalty for poor model performance. To...
Persistent link: https://www.econbiz.de/10012320124
This study investigates the geographic loan expansion on bank risk using the aggregate data of 53 countries from 2005 … to 2016 using the system generalized method of moments. Our findings show that global expansion tends to increase bank … insolvency and reduce bank adjusted-risk-performance. Our findings further indicate loans distributed to advanced markets tend to …
Persistent link: https://www.econbiz.de/10013179533
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