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simulation of the model, calibrated to the U.S. banking system between 1997-2007. I find that large bankruptcy costs are required …
Persistent link: https://www.econbiz.de/10013350529
The purpose of this paper is to investigate whether credit and liquidity risks individually and/or jointly impact bank stability in the context of the dual banking system in the MENA region, and to check whether Islamic banks have different patterns in terms of the effect of the two risk...
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The role of banking -- Risk management and banking failures -- The role of the accounting information in banking failures -- Corporate Governance and banking failures -- Banking resolution and its key concepts and tools -- Conclusion.
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This note considers the role debt-equity conversions and NPL securitization can play in addressing excessive corporate debt in China, and the corresponding burden on banks of impaired assets. It finds that such techniques can play a role, but getting their design right is critical, as is nesting...
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Cyclicality in the losses of bank loans is important for bank risk management. Because loans have a different risk profile than bonds, evidence of cyclicality in bond losses need not apply to loans. Based on unique data we show that the default rate and loss given default of bank loans share a...
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