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Avdjiev, Stefan - 2017

first comprehensive empirical analysis of bank CoCo issues, a market segment that comprises over 730 instruments totaling …

Persistent link: https://www.econbiz.de/10012942917

Does Competition Affect Bank Risk?

Jiang, Liangliang - 2020

Although policymakers often discuss tradeoffs between bank competition and stability, past research provides differing … competition materially boosts individual and systemic bank risk. With respect to the mechanisms, we find that competition reduces …

Persistent link: https://www.econbiz.de/10012854777

Product Diversification and Bank Performance : Does Ownership Depth Matter?

Zedek, Nadia - 2014

performance for a sample of European commercial banks. We measure banks' ownership network by the distance between the bank and … diseconomies of diversification vanish the farther is the bank in the pyramid so that the farthest banks enjoy economies of …

Persistent link: https://www.econbiz.de/10013049924

Ownership and Bank Efficiency in Africa : True Fixed Effects Stochastic Frontier Analysis

Siraj, Ibrahim; Stephan, Andreas; Mutarindwa, Samuel - 2021

This paper investigates the effects of ownership patterns on bank cost and profit efficiencies taking a sample of 607 … from bank-level inefficiency but also from differences related to other bank- and country-specific factors. Specifically …

Persistent link: https://www.econbiz.de/10013232623

Factors affecting bank loan quality : a panel analysis of emerging markets

Jakubik, Petr; Kadioglu, Eyup - 2021

This study investigates the factors affecting the loan quality of banking sector in seventeen emerging and developing markets using quarterly panel dataset covering period of 2010–2019 and utilising feasible generalised least square methodology. Our empirical analysis suggests that inflation...

Persistent link: https://www.econbiz.de/10013312364

Credit Rating, Banks' Capital Structure and Speed of Adjustment : A Cross-Country Analysis

Wojewodzki, Michal; Boateng, Agyenim; Brahma, Sanjukta - 2022

Recent studies examining the effects of a credit rating on firms’ capital structure and adjustment of capital structure to target have focused predominantly on non-financial firms, with virtually no attention given to financial institutions. Using an international sample of 391 rated banks...

Persistent link: https://www.econbiz.de/10013404996

A study of banks’ systemic importance and moral hazard behaviour : a panel threshold regression approach

Gupta, C. P.; Jain, Arushi - In: Journal of risk and financial management : JRFM 15 (2022) 11, pp. 1-23

faced by a bank. Assuming that loans may turn bad any year after they are granted, a banks’ lending behaviour has been shown … Indian banking industry. However, when the systemic importance of the bank is considered, the systemically important banks …

Persistent link: https://www.econbiz.de/10013475207

The new supervisory outlier test (SOT) on net interest income (NII) : empirical evidence from a sample of Italian banks

Curcio, Domenico; Gianfrancesco, Igor; Pansini, Annalisa; … - In: Risk management magazine 17 (2022) 3, pp. 42-52

This paper contributes to prior literature and to the current debate concerning the prudential supervisory framework to measure interest rate risk in the banking book (IRRBB), which has been significantly changed on April 2016, when the Basel Committee on Banking Supervision (BCBS) published the...

Persistent link: https://www.econbiz.de/10013501333

Fallacies, irrelevant facts, and myths in the discussion of capital regulation : why bank equity is not expensive

Admati, Anat R.; DeMarzo, Peter M.; Hellwig, Martin; … - 2010

disciplining role are based on inadequate theory lacking empirical support. We conclude that bank equity is not socially expensive …. -- capital regulation ; financial institutions ; capital structure ; "too big to fail" ; systemic risk ; bank equity ; contingent …

Persistent link: https://www.econbiz.de/10008662565

Basel II and financial stability: an investigation of sensitivity and cyclicality of capital requirements based on QIS 2

Zsámboki, Balázs (contributor) - 2007

creating a "model bank" with a portfolio mirroring the average asset composition of internationally active large banks, as well …

Persistent link: https://www.econbiz.de/10003604913