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the main consequences of the global financial crisis, the pro-cyclical contraction of bank credit, and the advanced …
Persistent link: https://www.econbiz.de/10014466503
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
Before the financial crisis securitization was commonly considered an efficient way of replacing illiquid assets with liquid securities (ABS), in which the risk was supposed to be adequately compensated by the tranching techniques. However, with the emergence of the crisis investors became more...
Persistent link: https://www.econbiz.de/10010188000
The paper documents cross-country variation in the relationship between the deposit insurance scheme and liquidity risk in banks and explores the banking sector specific and macroeconomic determinants that can explain the variation. There is a lack of articles exploring the phenomenon in Europe,...
Persistent link: https://www.econbiz.de/10014515041
The purpose of this paper is to derive a model for calculation of maturities and volumes of repayments that a bank may … intervals. The model in this paper is in interest of any bank and in particular of banks with a higher fraction of NPLs in their …
Persistent link: https://www.econbiz.de/10012021720
transmission channels from macroeconomic and idiosyncratic (bank idiosyncratic risks) factors to liquidity runs. By using the …
Persistent link: https://www.econbiz.de/10012306705
these two bank typologies. The results show that there is unidirectional causality from profitability to liquidity for … that different bank typologies behave differently in Bangladesh and hence policy makers should keep this in mind during …
Persistent link: https://www.econbiz.de/10012887748
their effects on the bank risk, liquidity and profitability before the crisis event and contributes to the recent scarce … performance. Nevertheless, the effect of residential mortgage loans securitization on bank risk appeared to be negative after the … crisis, indicating that the securitization of this type of credit can reduce the bank risk in the detriment of a lower profit …
Persistent link: https://www.econbiz.de/10013435725
This study examines the liquidity dynamics of banks in emerging market economies. Using annual data of 91 commercial banks from 11 countries, the study established that banks in emerging markets have target liquidity ratios they pursue and partially adjust due to market frictions. Overall, risk...
Persistent link: https://www.econbiz.de/10012805980
Persistent link: https://www.econbiz.de/10014382939