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increase with the length of maturity. Performance measures, such as return on risk-adjusted capital and the Sharpe ratio, show …Based on German government bond yields, this paper analyses the performance of laddered strategies during a period of … structures are systematically changed. A constructed rolling window of annual returns reveals that risk and return significantly …
Persistent link: https://www.econbiz.de/10014524424
This paper investigates the implications and effectiveness of Basel III leverage requirements for the banking sector in the Czech Republic and its comparison with the Central and Eastern European (CEE) region. We discuss the relationships between the leverage and capital ratios and analyse their...
Persistent link: https://www.econbiz.de/10012623008
In most economies the banking sector plays the major role in the financial system. Therefore, it is of great importance to analyse and understand the mechanism of transmission of monetary policy and its impact on the banking sector. One of the possible repercussions of changing the level of...
Persistent link: https://www.econbiz.de/10013466238
In this paper, we ask about the capacity of macroprudential policies to reduce the procyclical impact of capital ratio on bank lending. We focus on aggregated macroprudential policy measures and on individual instruments and test whether their effect on the association between lending and...
Persistent link: https://www.econbiz.de/10013470728
This study investigated the impact of banking management on credit risk using a sample of Indian commercial banks. The … study employed dynamic panel estimations to evaluate the link between banking management variables and credit risk. The … findings suggest that high capital requirements and large bank size do not reduce default risk, whereas high profitability and …
Persistent link: https://www.econbiz.de/10011996129
The paper investigates how income diversification and capital adequacy affect the liquidity creation of banks in Kenya. We employed unbalanced panel data from 36 commercial banks from 2001 to 2020. We extracted data from published banks' financial reports and statements. The study used the broad...
Persistent link: https://www.econbiz.de/10014527883
This study empirically examines the impact of geographic expansion and income diversification on bank stability in Vietnam between 2006 and 2015 using the system generalized method of moments (GMM). The findings show that in general geographic expansion can enhance bank stability while income...
Persistent link: https://www.econbiz.de/10014001671
Various literatures mention that an increasingly concentrated market will have an impact on performance. This study … profitability of the Indonesian Islamic banking industry. This result implies that the performance of the Islamic banking industry … performance of the Islamic banking industry in Indonesia. …
Persistent link: https://www.econbiz.de/10012217916
made donations had a higher performance index of more than 2 and 3 points over the companies that did not make donations …
Persistent link: https://www.econbiz.de/10013200288
Credit risk is important in developing the performance of a microfinance institution. The aim of this research was to … analyze credit risk through a harmonious cultural approach to improve financial performance. Qualitative approach was used to … influenced the financial performance. The research result had an implication to risk management in improving financial …
Persistent link: https://www.econbiz.de/10012703602