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Determinants of capital adequacy and voluntary capital buffer among microfinance institutions in an emerging market

Duho, King Carl Tornam - In: Cogent economics & finance 11 (2023) 2, pp. 1-33

This study examines the determinants of capital adequacy and voluntary capital buffers among microfinance institutions (MFIs). We apply the two-stage least squares (2SLS) with instrumental variables to account for endogeneity. Using quarterly panel data of 439 MFIs in Ghana covering the period...

Persistent link: https://www.econbiz.de/10014501012

Contingent Credit Under Stress

Acharya, Viral V.; Jager, Maximilian; Steffen, Sascha - National Bureau of Economic Research - 2023

Over the past two decades, banks have increasingly focused on offering contingent credit in the form of credit lines as a primary means of corporate borrowing. We review the existing body of research regarding the rationales for banks' provision of liquidity insurance in the form of credit...

Persistent link: https://www.econbiz.de/10014437040

Investigation on the credit risk transfer effects on the banking stability and performance

Younes, R. - In: Cogent economics & finance 10 (2022) 1, pp. 1-21

performance. Nevertheless, the effect of residential mortgage loans securitization on bank risk appeared to be negative after the …

Persistent link: https://www.econbiz.de/10013435725

Securitisation in France: recent developments

O. Birouk.; F. Darves. - In: Quarterly selection of articles - Bulletin de la Banque …, 32, pp. 29-47

Securitisation is growing at a moderate pace in France. With total outstanding securitised assets of EUR 215 billion at mid-2013, France ranks fifth in the euro area. The majority of securitised assets are loans to French residents. Securitisation has facilitated banks’ access to Eurosystem...

Persistent link: https://www.econbiz.de/10010760463

Financing private credit

Boyarchenko, Nina; Elias, Leonardo - 2024

Using data on balance sheets of both financial and nonfinancial sectors of the economy, we use a "demand system" approach to study how lender composition and willingness to provide credit affect the relationship between credit expansions and real activity. A key advantage of jointly modeling the...

Persistent link: https://www.econbiz.de/10014634857

Comparative study of microfinance sustainability : credit risk-taking and capital structure

Fersi, Marwa; Abbes, Mouna Boujelbène - In: International journal of management, economics and … 12 (2023) 3, pp. 184-216

financial performance. Fixed and Random effects GLS with a first-order autoregressive disturbance was used to empirically … analyze the impact of risk-taking on performance as well as the role of capital structure in moderating the effects on the … relationship between non-performing loans and performance. The dataset covers 179 Conventional MFIs and 57 Islamic MFIs in four …

Persistent link: https://www.econbiz.de/10014368527

The Performance Analysis

Andreea, Trandafir Raluca; Denisa, Truicã Luiza; … - In: Ovidius University Annals, Economic Sciences Series XII (2012) 1, pp. 697-700

The notion of performance has multiple meanings and sometimes it is paradoxical as each company must define performance … for its internal and external communication. As we are trying to find a definition of performance based upon the features … thing is certain: performance is achieved over time and can be seen. We will test the model on the analysis of credit risk …

Persistent link: https://www.econbiz.de/10010632024

The impact of climate risk on corporate credit risk

Bell, Francesca; Van Vuuren, Gary - In: Cogent economics & finance 10 (2022) 1, pp. 1-16

Firms must estimate expected credit losses (EL) to comply with accounting standards and unexpected credit losses (UL) to determine regulatory credit risk capital. Both rely on estimates of obligor probabilities of default (PD). Investors also pay close attention to credit ratings-derived from...

Persistent link: https://www.econbiz.de/10014500385

Crypto exchanges and credit risk : modeling and forecasting the probability of closure

Fantazzini, Dean; Calabrese, Raffaella - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-23

While there is increasing interest in crypto assets, the credit risk of these exchanges is still relatively unexplored. To fill this gap, we considered a unique dataset of 144 exchanges, active from the first quarter of 2018 to the first quarter of 2021. We analyzed the determinants surrounding...

Persistent link: https://www.econbiz.de/10012794905

Internal vs. external corporate social responsibility at U.S. banks

Bolton, Brian - In: International Journal of Financial Studies 8 (2020) 4, pp. 1-28

performance. I find that banks' investments in CSR have a positive impact on financial performance, measured in terms of both … accounting performance and stock market value. However, not all CSR investments are the same. I distinguish between internal CSR … their internal CSR investments. Banks with a larger gap between internal and external CSR investments have worse performance …

Persistent link: https://www.econbiz.de/10013200312