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Does credit growth in the EMU banking sector follow its capital adequacy?

Veselinovič, Draško; Fabijan, Janez; Vadnjal, Jaka - In: Journal of central banking theory and practice 12 (2023) 2, pp. 33-62

We put our hypothesis very straightforward, considering the euro area and the whole European Economic and Monetary Union (EMU) banking sector. The paper's central hypothesis that capital adequacy of the EMU banking sector influenced credit growth and activities in the nonfinancial sector was...

Persistent link: https://www.econbiz.de/10014316648

Bank capital buffers and bank risks : evidence from the Namibian banking sector

Sheefen, Johannes P. S. - In: International journal of business and economic sciences … 15 (2022) 3, pp. 60-68

Purpose: This paper analysed the effects of bank's risk on capital buffer in Namibia, in the absence of the consensus on the cyclical behavior of capital buffers. Design/methodology/approach: The study employed the autoregressive distributed lag (ARDL) modelling technique on quarterly data for...

Persistent link: https://www.econbiz.de/10014281281

Countercyclical prudential tools in an estimated DSGE model

Frache, Serafin; Garcia-Cicco, Javier; Ponce, Jorge - In: Latin American journal of central banking : LAJCB 4 (2023) 3, pp. 1-25

We developed a dynamic stochastic general equilibrium (DSGE) model for a small, open economy with a banking sector and endogenous default to assess two macroprudential tools: countercyclical capital buffers (CCB) and dynamic provisions (DP). The model is estimated with data for Uruguay, where...

Persistent link: https://www.econbiz.de/10014382973

A new pricing approach for SME loans issued by commercial banks based on credit score mapping and Archimedean Copula simulation

Liu, Chang; Shi, Haoming; Cai, Yujun; Shen, Shu; Lin, … - In: Journal of business economics and management 20 (2019) 4, pp. 618-632

The traditional loans pricing methods are usually based on risk measures of individual loan's characteristics without considering the correlation between the defaults of different loans and the contribution of individual loans to the entire loan portfolio. In this study, using account-level...

Persistent link: https://www.econbiz.de/10012175768

Impact of Basel III liquidity and capital regulations on bank lending and financial stability : evidence from emerging countries

Sharma, Anil Kumar; Chauhan, Rosy - In: The journal of corporate accounting & finance 34 (2023) 4, pp. 28-45

Persistent link: https://www.econbiz.de/10014431489

Governance matters on non-performing loans : evidence from emerging markets

Byükoğlu, Burak; Šit, Ahmet; Ekši, İbrahim Halil - In: PSL quarterly review 74 (2021) 296, pp. 75-91

In this study, new determinants of non-performing loans (NPL) for the MSCI emerging countries were investigated. For this purpose, a new index was formed using the World Bank's Worldwide Governance Indicator data from 2002 to 2018. To test the effect of governance on NPL, we used the GMM...

Persistent link: https://www.econbiz.de/10013175043

The impact of capital structure on bank performance in emerging markets : empirical evidence from GCC countries

Khan, Shoaib - In: Financial internet quarterly 18 (2022) 1, pp. 56-65

The current literature is equivocal and provides inconsistent evidence about the relationship between firms' performance and capital structure choices. This study adds the empirical evi- dence on association between capital structure and bank performance to this inconclusive de- bate. It uses...

Persistent link: https://www.econbiz.de/10013252633

Comparative study of microfinance sustainability : credit risk-taking and capital structure

Fersi, Marwa; Abbes, Mouna Boujelbène - In: International journal of management, economics and … 12 (2023) 3, pp. 184-216

microfinance institutions (MFIs) while considering the capital structure’s role in moderating the risk-taking decisions’ effect on …-performing loan indicators and financial performance was confirmed in Conventional microfinance institutions. This paper can be … performance and sustainability of microfinance institutions. …

Persistent link: https://www.econbiz.de/10014368527

Non-Performing loans for Italian companies : when time matters. an empirical research on estimating probability to default and loss given default

Orlando, Guiseppe; Pelosi, Roberta - In: International Journal of Financial Studies : open … 8 (2020) 4/68, pp. 1-22

Within bank activities, which is normally defined as the joint exercise of savings collection and credit supply, risk-taking is natural, as in many human activities. Among risks related to credit intermediation, credit risk assumes particular importance. It is most simply defined as the...

Persistent link: https://www.econbiz.de/10012321142

Analysis of granularity adjustment for regulatory capital

Krali, Mario; Gurov, Andrey - In: Journal of central banking theory and practice 8 (2019) 3, pp. 111-132

The lack of portfolio granularity in terms of exposure has been shown to have important implications for the amount of a financial institution's economic capital. Based on a numerical simulation model, we provide concrete examples of how granularity affects capital levels. We achieve this by...

Persistent link: https://www.econbiz.de/10012101497

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