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estimated while controlling for the macroeconomic environment. An increase in bank' balance sheet risk is shown to increase the …
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conditions, credit default and bank capitalization for the transmission of macroeconomic shocks. We fit the model to euro area … empirical literature, i.e. the pro-cyclicality of bank profitability and the counter-cyclical response of firm default rates and …
Persistent link: https://www.econbiz.de/10012978077
Bank sector crisis across the globe is largely blamed on the joint effort of bank liquidity and bank credit risks. And …, spanning 2008 to 2018, to assess how liquidity and credit risks separately and interactively impact bank stability in Ghana … confirms an inverse liquidity risk-bank stability relationship, emphasising the need to channel idle funds into interest …
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Bank's expansion of arbitraged credit lines into high risk areas has forced the bank to increase Treasury assets 100 …
Persistent link: https://www.econbiz.de/10013033802
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Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...
Persistent link: https://www.econbiz.de/10012643066
affects a bank's risk-taking behavior and its future loan growth.Methodology – A sample of European banks (27 member countries … with bank fixed effects to control for unobserved characteristics that might affect the dependent variable.Findings – The … suggests that the current Basel III requirement on liquidity ratio can decrease bank's risking-taking behavior while not …
Persistent link: https://www.econbiz.de/10013323941