Showing 1 - 10 of 21,784
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/10012205746
literature. This paper seeks to study the determinants of bank asset quality and profitability using panel data techniques and … contrary to the general perception. Similarly, with regard to rural bank branches, the results reveal that aversion to rural …
Persistent link: https://www.econbiz.de/10010507831
Systemically Important Banks (G-SIBs) on bank lending behaviour. Using a difference-in-differences estimation strategy, we find no …
Persistent link: https://www.econbiz.de/10012299026
regulatory liquidity requirements on bank behavior. A multi-stage decision situation allows for considering the interaction … between credit risk and liquidity risk of banks. This interaction is found to make a risk neutral bank behave as if it were …
Persistent link: https://www.econbiz.de/10010344667
the public, long-term systemic risk among banks tends to increase. From the dynamic perspective, bank penalties represent … long-term. In this respect, bank penalties resemble still waters that run deep. In contrast, a settlement with regulatory …
Persistent link: https://www.econbiz.de/10012697108
Since the European debt crisis economists and politicians discuss intensively the sovereign-bank nexus. The high … exposure on bank stability. This paper provides a new way to use European stress test data to study this relationship. In … addition, we explore the effect on a bank’s probability of default if the existing capital requirement privilege for EU …
Persistent link: https://www.econbiz.de/10012510319
of bank failure is sufficiently large, the surplus as well. Our results in overall highlight the need to take into …
Persistent link: https://www.econbiz.de/10014464895
We analyze the relationship between bank size and risk-taking under the New Basel Capital Accord. Using a model with …
Persistent link: https://www.econbiz.de/10010366524
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …
Persistent link: https://www.econbiz.de/10012024808
This paper studies the extent to which monetary policy may affect banks' perception of credit risk and the way banks measure risk under the internal ratings-based approach. Specifically, we analyze the effect of different monetary policy indicators on banks' risk weights for credit risk. We...
Persistent link: https://www.econbiz.de/10011786136