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The Impact of Bank Liquidity Risk on Risk-Taking and Bank Lending : Evidence from European Bank

Liang, Hongyan; Liu, Zilong - 2021

affects a bank's risk-taking behavior and its future loan growth.Methodology – A sample of European banks (27 member countries … with bank fixed effects to control for unobserved characteristics that might affect the dependent variable.Findings – The … suggests that the current Basel III requirement on liquidity ratio can decrease bank's risking-taking behavior while not …

Persistent link: https://www.econbiz.de/10013323941

Current state and perspectives of securitization processes in the Russian Federation

Nikolaevna, Koniagina Mariia - In: International journal of business and economic sciences … 13 (2020) 3, pp. 45-55

Purpose: The study is aimed not only at determining the current state of the bank asset securitization market but also … at developing methods and ways to improve the processes of bank asset securitization in Russia. Design … reduction of the Central Bank key rate, in the sphere of mortgage lending is indeed stimulating. Research limitations …

Persistent link: https://www.econbiz.de/10012485861

Do stress tests matter? : evidence from the 2014 and 2016 stress tests

Georgescu, Oana-Maria; Groß, Marco; Kapp, Daniel; Kok … - 2017

results enhanced price discrimination as the impact on bank CDS spreads and equity prices tended to be stronger for the weaker …

Persistent link: https://www.econbiz.de/10011648333

Quantifying systemic risk in the presence of unlisted banks : application to the European banking sector

Dimitrov, Daniel; Wijnbergen, Sweder van - 2023

We propose a credit portfolio approach for evaluating systemic risk and attributing it across institutions. We construct a model that can be estimated from high-frequency CDS data. This captures risks from publicly traded banks, privately held institutions, and coöperative banks, extending...

Persistent link: https://www.econbiz.de/10014280065

The Contribution of (Shadow) Banks and Real Estate to Systemic Risk in China

Bellavite Pellegrini, Carlo; Cincinelli, Peter; Meoli, … - 2022

We empirically evaluate how accounting and financial variables affect the level of systemic risk in traditional and shadow banks, and in real estate finance services in China over the period 2006-2019. We also conduct some stability analysis by evaluating the impact of crisis sub-periods. We...

Persistent link: https://www.econbiz.de/10013406342

Sector concentration in loan portfolios and economic capital

Düllmann, Klaus; Masschelein, Nancy - 2006

Persistent link: https://www.econbiz.de/10003391458

Sector concentration in loan portfolios and economic capital

Düllmann, Klaus; Masschelein, Nancy - 2006

The purpose of this paper is to measure the potential impact of business-sector concentration on economic capital for loan portfolios and to explore a tractable model for its measurement. The empirical part evaluates the increase in economic capital in a multi-factor asset value model for...

Persistent link: https://www.econbiz.de/10011618414

Political contributions and the price of credit risk : evidence from credit default swaps

Fang, Shunlan; Hanouna, Paul; Ovtchinnikov, Alexei V.; … - 2017

Firm political contributions are associated with lower credit default swap spreads for contributing firms. To address endogeneity, we employ novel instruments and use a set of exogenous events on campaign contribution restrictions: (a) the passage of the Bipartisan Campaign Reform Act (BCRA)...

Persistent link: https://www.econbiz.de/10011955864

Impact of the loan guarantees program reactiva on the performance of Peruvian companies

Ceron, Marcos; Cisneros, Gerald; Nivin, Rafael - 2023

Amid the global COVID-19 crisis, governments worldwide introduced measures to support private enterprises. This study utilizes a newly curated panel database, encompassing the financial records of firms in Peru, to investigate the impact of a substantial governmentbacked loan guarantee program,...

Persistent link: https://www.econbiz.de/10014368450

Evaluating internal credit rating systems depending on bank size

Frerichs, Hergen; Wahrenburg, Mark - 2003

Under a new Basel capital accord, bank regulators might use quantitative measures when evaluating the eligibility of …

Persistent link: https://www.econbiz.de/10010316304