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Assessing contingent convertible bonds for bank recapitalization in Nigeria
Katata, Kabir - In: CBN Journal of Applied Statistics 10 (2019) 1, pp. 119-153
bank's balance sheet information. The study also finds that CoCo bonds are likely to be fully subscribed when issued given …This study estimates the parameters of credit derivatives, equity derivatives and structural models for bank …. The study finds the structural approach as the preferred model for CoCo pricing, as it reported the least pricing errors …
Persistent link: https://www.econbiz.de/10012229205
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How do bank capital and capital buffer affect risk: Empirical evidence from large US commercial banks
Abbas, Faisal; Younas, Zahid Irshad - In: Journal of Central Banking Theory and Practice 10 (2021) 2, pp. 109-131
This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …
Persistent link: https://www.econbiz.de/10014558394
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MREL and TLAC: The Path from Bail-out to Bail-in for Banks' Creditors in the European Union
Best, Stefan; Read, Oliver - In: Credit and Capital Markets – Kredit und Kapital 50 (2017) 3, pp. 337-362
In the wake of the financial market crisis new rules on banking recovery and resolution of systemic banks have been enacted in order to facilitate the bail-in of banks' creditors. Banks will be required to maintain sufficient amounts of own funds and bail-inable debt called Minimum Requirement...
Persistent link: https://www.econbiz.de/10014522672
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Impact of cost efficiency on bank capital and the cost of financial intermediation: Evidence from BRICS countries
Rahman, Mohammed Mizanur; Ashraf, Badar Nadeem; Zheng, … - In: International Journal of Financial Studies 5 (2017) 4, pp. 1-18
this study, we argue that bank efficiency generates incentives that can impact banks' capital holdings and the cost of … positive impact on bank capital during the global financial crisis of 2007-2009. We also observe that on average, banks … intermediation costs. Our results imply the beneficial impact of bank efficiency for bank stability and real economy. …
Persistent link: https://www.econbiz.de/10011996065
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Commercial bank capital and risk in India: Does financial crisis matter?
Mohanty, Seba; Mahakud, Jitendra - In: Cogent Economics & Finance 6 (2018) 1, pp. 1-23
This study investigates the relationship between bank capital and risk in the Indian banking sector. The sample … on capital with some bank-specific variables and regulatory pressure as control variables using generalised method of … moments (GMM) technique. The results reveal that bank risk, bank-specific variables and regulatory pressure are significantly …
Persistent link: https://www.econbiz.de/10012657460
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Macroprudential policy, countercyclical bank capital buffers and credit supply: evidence from the spanish dynamic provisioning experiments
Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - In: Journal of Political Economy 125 (2017) 6, pp. 2126-2177
To study the impact of macroprudential policy on credit supply cycles and real effects, we analyze dynamic provisioning. Introduced in Spain in 2000, revised four times, and tested in its countercyclicality during the crisis, it affected banks differentially. We find that dynamic provisioning...
Persistent link: https://www.econbiz.de/10012211192
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Divulgence of additional capital requirements in the EU banking union
Kruszka, Michał; Wrónski, Marcin - In: Economies 8 (2020) 2, pp. 1-10
The European Central Bank, as a supervisory authority, set additional to the European level one capital requirements …
Persistent link: https://www.econbiz.de/10013199666
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The Impact of CRD IV on Bank Lending
Huhtilainen, Matias - In: European Journal of Government and Economics (EJGE) 8 (2019) 2, pp. 203-217
relationship between increased capital requirements and the subsequent change in both supply and the price of bank credit. This … finding in regards to the effect of bank profitability as well as fairly consistent findings in regards to the effect of bank …
Persistent link: https://www.econbiz.de/10012218010
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The impact of bank capital, bank liquidity and credit risk on profitability in postcrisis period: A comparative study of US and Asia
Abbas, Faisal; Iqbal, Shahid; Aziz, Bilal - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-18
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/10012657522
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Month-end regularities in the overnight bank funding markets
Baig, Ahmed S.; Winters, Drew B. - In: Journal of Risk and Financial Management 14 (2021) 5, pp. 1-16
The money market rates in the United States exhibit various calendar patterns that are grounded in institutional and regulatory factors. In this paper, we document a new regularity in the overnight fed funds market. Specifically, we identify patterns of decreased volatility along with consistent...
Persistent link: https://www.econbiz.de/10012611761