Showing 1 - 10 of 89,557
) and the Liquidity Coverage Ratio (LCR), are likely to impact banks’ profitability (i.e., ROA), capital levels and default … way through banks’ ROA and CAR. We find that the liquidity regulations induce a decrease in average probabilities of … probabilities of default. Conversely, the impact on banks’ profitability is less clear-cut; what seems to matter is banks’ funding …
Persistent link: https://www.econbiz.de/10011669011
, the banks? Z-Score and ROA. The simulation exercise suggests that basically all banks would have seen a decrease in their …) and the Liquidity Coverage Ratio (LCR), are likely to impact the banks? profitabilities (i.e. ROA), capital levels and … their way through banks? ROA and CAR. We find that the liquidity regulations induce a decrease in average probabilities of …
Persistent link: https://www.econbiz.de/10010826811
The great financial turmoil that started 2007 has brought bank regulation back into the political debate. There is talk about imposing new regulations on banks and other financial intermediaries. Yet, we are not convinced that it is completely understood how the existing regulation affects...
Persistent link: https://www.econbiz.de/10011390660
The great financial turmoil that started 2007 has brought bank regulation back into the political debate. There is talk about imposing new regulations on banks and other financial intermediaries. Yet, we are not convinced that it is completely understood how the existing regulation affects...
Persistent link: https://www.econbiz.de/10009305791
profitability and liquid asset holdings. We test for an inverted Kuznets curve-shaped quadratic polynomial relationship using … to 2021. The study finds that profitability and liquid asset holdings have a concave nonlinear relationship suggesting a … their profitability is less responsive to changes in liquid asset holdings and needs more liquid assets to maximize …
Persistent link: https://www.econbiz.de/10014581559
The great financial turmoil that started 2007 has brought bank regulation back into the political debate. There is talk about imposing new regulations on banks and other financial intermediaries. Yet, we are not convinced that it is completely understood how the existing regulation affects...
Persistent link: https://www.econbiz.de/10009397222
The purpose of this paper is to investigate the regulatory and institutional factors which may increase excessive risk taking in banks. Few studies deal with the impact of these external factors on bank’s risk taking and probability of default, despite the fact that empirical investigation is...
Persistent link: https://www.econbiz.de/10005077012
This paper discusses different approaches to theoretical and empirical models of bank defaults. Through constructed binary probabilistic models of defaults the paper reveals key factors which have an impact on the viability of Russian banks during the financial crisis of 2008 to 2009. Policy...
Persistent link: https://www.econbiz.de/10010610600
This paper analyses contingent-claims based measures of distance to default (D2D) for the 41 largest global banking institutions over the period 2006H2 to 20011H2. D2D falls from end-2006 through to end-2008. Cross-sectional differences in D2D prior to the crisis do not predict either bank...
Persistent link: https://www.econbiz.de/10010753189
How damaging is competition between bank regulators? This paper models regulators that compete because they want to supervise more banks. Both banks' risk profiles and their access to wholesale funding are endogenous, leading to rich interactions. The sensitivity of regulatory standards to bank...
Persistent link: https://www.econbiz.de/10008577817