Showing 121 - 130 of 128,706
relationship between LGD and default date, workout period, loan modification, asset size, bank characteristics, geography, lien …
Persistent link: https://www.econbiz.de/10013002186
We examine the determinants of bank capital structure using a sample of 569 large and publicly traded banks in 26 … on bank's financing choices through three sets: institutional characteristics, banking industry and macroeconomic … indirect impacts as these country-level factors affect the way in which bank-level determinants influence bank capital …
Persistent link: https://www.econbiz.de/10013003543
on the effect of most factors on banks' share of equity according to the type of bank and to the region of the bank …
Persistent link: https://www.econbiz.de/10013006867
before the crisis of 2008. We show theoretically that a bank's use of the loophole reveals its private compliance cost, which …
Persistent link: https://www.econbiz.de/10013007448
This paper benefits from various risk- and non-risk-based regulatory capital ratios and examines their impact on bank … capital requirements enhances bank protection against risk, and improves efficiency and profitability. The impact of capital … requirements on bank performance is more pronounced for too-big-to-fail banks, banks in periods of crises and banks in countries …
Persistent link: https://www.econbiz.de/10013010026
%. When using the 2011 EBA capital exercise as a quasi-natural experiment to identify the impact of capital regulation on bank …
Persistent link: https://www.econbiz.de/10012850449
This paper studies how bank capital changes following the implementation and removal of a tax incentive on equity. We … equity from a base year. Using a difference-in-differences setting, we observe an 8.83% increase in bank capital ratios … ratio, showing the absence of a hysteresis effect in bank capital. We document a heterogeneous effect for large and small …
Persistent link: https://www.econbiz.de/10012853864
Fiscal deficits represent an important variable for banks' aggregate credit risk, revealing governments' ability to curb banks' losses in bad states, either with direct cash infusions or with macroeconomic stabilization policies. Deteriorating deficits are associated with increasing financial...
Persistent link: https://www.econbiz.de/10012854134
This paper empirically examines the association between bank capital and banks' monitoring effort. We use four proxies … quantity of labor input into monitoring effort). Using a bank and time fixed effects estimation, we find a positive association … between bank capital and each of our measures of monitoring effort. We find that this association is more pronounced for …
Persistent link: https://www.econbiz.de/10012855461
As part of Basel III reforms, the NSFR is a new prudential liquidity rule aimed at limiting excess maturity transformation risk in the banking sector and promoting funding stability. The revised package has been issued for public consultation with a plan of making the rule binding in 2018. This...
Persistent link: https://www.econbiz.de/10013050676