Showing 1 - 10 of 93,626
Persistent link: https://www.econbiz.de/10012802704
After the 2007-2009 global financial crisis and previous financial crises in Latin America, the liquidity-risk exposure of banking systems is considered one of the most important vulnerabilities. At the same time, that exposure may also be the most mysterious of those vulnerabilities, as the...
Persistent link: https://www.econbiz.de/10013086641
This paper revisits the competitive environment of the banking system in Latin America and the Caribbean (LAC) and investigates the early impact of fintech development in the region thus far. Against the backdrop of high net interest margins (NIMs) and limited financial depth in the region,...
Persistent link: https://www.econbiz.de/10013305629
policymakers' efforts to strengthen bank capitalization …
Persistent link: https://www.econbiz.de/10013104113
both foreign and domestic assets of the banks is highly signi cant in explaining bank CDS spreads even before the onset of …
Persistent link: https://www.econbiz.de/10013091358
protection selling in CDS, the effect being weaker when sovereign risk is high. Bank and country risk variables are mostly not … building a complete picture and understanding fully the economic drivers of the bank-sovereign nexus of risk …
Persistent link: https://www.econbiz.de/10012898392
policymakers' efforts to strengthen bank capitalization …
Persistent link: https://www.econbiz.de/10012988766
-stage fixed-effects quantile approach, which explicitly links bank interconnectedness to systemic risk contributions. The … equity and CDS prices. We provide new evidence on how banking sector fragmentation and sovereign-bank linkages evolved over …
Persistent link: https://www.econbiz.de/10013046470
This paper analyzes the evolution of the banking system sensitivity to cross-border contagion in 2006-2011. The study is performed on the basis of the BIS data on cross-border exposures and the Bankscope data on Tier 1 capital of 20 banking systems (Australia, Austria, Belgium, Canada, Finland,...
Persistent link: https://www.econbiz.de/10012928692
protection selling in CDS, the effect being weaker when sovereign risk is high. Bank and country risk variables are mostly not … building a complete picture and understanding fully the economic drivers of the bank-sovereign nexus of risk …
Persistent link: https://www.econbiz.de/10013222131