Showing 71 - 80 of 94,291
in line with the economic conditions they face. Bank responses feed back to the macroeconomic environment affecting …
Persistent link: https://www.econbiz.de/10012822724
in bank capital requirements. Intuitively, higher capital requirements raise banks' skin in the game and screening out …
Persistent link: https://www.econbiz.de/10012822744
This study investigated the impact of banking integration on recipient country bank default risk and, in particular … study found that banking integration lowers bank default risk in recipient countries. The foreign claims that Asian lenders …
Persistent link: https://www.econbiz.de/10012822943
the corresponding impact on the bank's profitability and lending behavior. It also seeks to investigate the macroeconomic …
Persistent link: https://www.econbiz.de/10012826179
observe provisioning practices before and after disclosure becomes mandatory. Our findings suggest that bank managers use loan … pressure and highlights the role of depositors and public pressure in the monitoring of bank managers. We exploit cross …
Persistent link: https://www.econbiz.de/10012826235
Using Federal Reserve (Fed) confidential stress test data, we exploit the gap between the Fed and bank capital …
Persistent link: https://www.econbiz.de/10012827732
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
This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk …
Persistent link: https://www.econbiz.de/10012897424
A bank's decision on loan supply and capital structure determines its immediate bankruptcy risk as well as the future … availability of internal funds. These internal funds in turn determine a bank's future costs of external finance and future …-to-asset ratios, liquidity coverage ratios and regulatory margin calls on the dynamics of loan supply and bank stability. Only …
Persistent link: https://www.econbiz.de/10012897598
This article proposes a sequential Bayesian updating approach to estimate default probabilities on rating grade level for no- and low-default portfolios. Bayesian sequential updating allows to obtain default probabilities also for those rating grades for which no defaults have been observed. The...
Persistent link: https://www.econbiz.de/10012897815