Using 11years of monthly Italian bank-by-bank data, this paper correlates the bilateral amounts and the identity of each interbank borrower and lender with a long list of explanatory variables. The results show that interbank customer relationships, i.e. stable and strong relationships between...

Cooperative banks are small credit institutions, and they are more likely than commercial banks to default in periods of financial stability. Focusing on Italy (one of the largest cooperative banking markets), we analyze the contribution of efficiency to the estimation of the probability of...

Bu calismanin amaci, Turk bankalarinin sermaye yeterlilik oranlarini etkileyen faktorleri ortaya koyabilmektir.Bu amacla 23 bankanin 2002:Q04–2012Q1 tarihleri arasindaki mali tablolarindan elde edilenucer aylik veriler panel yontemlerle incelenmistir. Sonucta sermaye yeterlilik orani ile risk,...

This paper investigates the relationship between operating cost efficiency and the loan quality of Rus-sian banks. It tries to answer the question whether it is always beneficial for banks to be highly cost effi-cient (the “bad management” hypothesis) or whether this higher cost efficiency...

This paper attempts to empirically identify the determinants of Luxembourgish banks? reliance on short term funding. The emphasis lies on making the link to developments in the macroeconomic environment and the build up of systemic risk while institution-specific factors are being controlled...

The US banking industry offers a unique, natural and fertile environment to study geography's effects on banks' behavior and performance. The literature on banks' operating performance, while extensive, says little about the influence of spatial interactions on banks' performance. We compute and...

Triggered by evidence that the mortgage interest margins have risen since 2009, an econometric analysis is conducted to explain the interest rates in the Dutch mortgage market at the bank level ver 2004 – 2010. Controlling for the influence of costs, risks and also for some regulatory...

A two-equation integrated model is developed to capture bank profit and risk-avoidance decisions. Output is limited to customer loans. The profit function is based on output and selected inputs. Risk-avoidance (using the capitalization ratio) depends on micro and micro∗macro interactive...

On 5-6 September 2012 SUERF held its 30th Colloquium “States, Banks, and the Financing of the Economy” at the University of Zürich, Switzerland. The papers included in this SUERF Study are based on contributions to the Colloquium. All the chapters in this publication discuss from different...

Extensive regulatory changes and technological advances have transformed banking systems to a great extent. Banks have reacted to the challenges posed by the new operating environment by creating new products and expanding their activities to some uncharted business areas. In this paper, we...