)coordinated banks and their borrowers, bank strategic (re)actions when they draw their loan contracts and the impact of macroeconomic …

on the effect of most factors on banks' share of equity according to the type of bank and to the region of the bank …

regional banks provided by the Bank of Italy (1998-2011). We find that IRAP rate changes do not always lead to a change in …

deposits towards non-deposit liabilities. We find that unobserved time-invariant bank fixed effects are ultimately the most … important determinant of banks' capital structures and that banks' leverage converges to bank specific, time invariant targets …

adequate capitalisation of bank portfolios. Value-at-risk assessments are based on an ARMA-GARCH forecast model. Whereas the …

We present a model where bank assets are a portfolio of risky debt claims and analyze stockholders' risk …-taking behavior while considering the strategic interaction between debtors and creditors. We find that: (1) as the leverage of a bank … demonstrates that an increase in comovement of a loan portfolio increases the bank's cost of default directly, we find that the …

provisions estimate of banks. While bank credit risk teams are sometimes mesmerised by the short-term benefits of provisions … games, they do not care if their behaviour destroys bank value and the informativeness of loan loss provisioning estimates …. While it is not difficult for bank managers and analysts to understand that the provisioning process is subject to gaming …

this research is that capital has an effect on the bankruptcy of a bank.Methodology/Technique – This research examines … hypothesis.Novelty – This paper contribute to bank bankruptcy prediction models based on time dimension and bank groups using … financial ratios which are expected can influence bank in bankrupt condition.Type of Paper: Empirical …

Previous research on procyclical bank capital regulation has largely focused on the role of increased loan losses and … deteriorated credit ratings in economic downturns. We focus on the role of bank loan commitments, which have been increasingly … popular from the 2000s, on the procyclicality of bank capital regulation. Using the bank-level data of U.S. commercial banks …