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can be concrete in time of crises. We analyze the contribution of efficiency to cooperative bank probability of default …. We estimate several measures of bank efficiency (focusing on costs, revenues, net profits, operating income …
Persistent link: https://www.econbiz.de/10013093780
We investigate two competing explanations for commercial bank distress during financial crises: liquidity shortages and … solvency concerns. If liquidity shortages cause distress, a lender of last resort can help by providing funds to banks having … banks with existing solvency problems, then liquidity provision may not spur lending. Our analysis of commercial banks shows …
Persistent link: https://www.econbiz.de/10013066422
Persistent link: https://www.econbiz.de/10012963587
measure the managing of liquidity. While Bank liquidity was affected by the crisis, bank performance remained relatively …The aim of this paper is to analyze the liquidity levels of various banks in the UAE for the period 2005-2009. To … understand the behavior of liquidity indicators especially during the financial crisis, the researcher will analyze the four …
Persistent link: https://www.econbiz.de/10012833413
We examine the impact of Federal Reserve stress tests from 2009 to 2016 on U.S. bank liquidity creation. Empirical … results show that regulatory stress tests have a negative effect on both on- and off-balance sheet bank liquidity creation and … asset-side liquidity creation. As banks enter the stress tests, they reduce their liquidity creation to avoid failing the …
Persistent link: https://www.econbiz.de/10012838691
meetings per year do matter to explain bank distress, giving credence to the extent of increasing supervision and regulation … as a key regulatory capital adequacy ratio in the Risk Management departments of European banks …
Persistent link: https://www.econbiz.de/10012954970
indeed find that a failure prediction model for large banks is considerably different from that for small banks. Major bank … for bank failures should be separate for small and large banks …
Persistent link: https://www.econbiz.de/10012895930
We find that banks subject to the Liquidity Coverage Ratio (LCR) create less liquidity per dollar of assets in the post … are more resilient, as they contribute less to fire-sale risk relative to non-LCR banks. For large banks, we estimate the … net after-tax benefits from reduced lending and fire-sale risk to be about 1.4 percent of assets from second-quarter 2013 …
Persistent link: https://www.econbiz.de/10012898995
transformation risk, which could result in excessive constraints on bank liquidity creation, thereby negatively affecting economic … therefore imply a trade-off between financial stability (higher capital, reduced risk) and economic growth (liquidity creation) …This paper aims to evaluate the relationship between capital and liquidity following the implementation of the Basel …
Persistent link: https://www.econbiz.de/10012935659
bank heading to bankruptcy. We conduct a comparative analysis based on both Canonical Discriminant Analysis and Logit …
Persistent link: https://www.econbiz.de/10012968419