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We investigate the impact of global and local crises on bank stability in the MENA region and examine the effect of … owning bank subsidiaries in other countries. We consider banks that experienced both types of crises during our sample period …. Our findings highlight a negative impact of the Global Financial Crisis of 2007-2008 on bank stability but, on the whole …
Persistent link: https://www.econbiz.de/10012970083
Foreign bank lending has stopped growing since the global financial crisis. Changes in banks' business models, balance …
Persistent link: https://www.econbiz.de/10012977751
The UBS- Credit Suisse (CS) merger in March 2023, one of the biggest banking unions in history, was an emergency rescue deal engineered by Swiss authorities to avoid more market-shaking turmoil in global banking. The merger resulted in a significant increase in the combined stakeholder net...
Persistent link: https://www.econbiz.de/10014349670
hypothesis using a bank holding company (BHC) level heterogeneity index based on granular balance-sheet, income statements, cash … flow statements, and off-balance-sheet information for the U.S. bank holding companies over a sample period spanning the …-2009) and the COVID-19 Recession, especially for the largest bank holding companies (BHCs). As such, a declining level of …
Persistent link: https://www.econbiz.de/10014355963
-wide distress move procyclically during credit and house cycles, meaning that during upturns in credit and house cycles bank … cycle. Additionally, the empirical analysis shows that both bank-specific and macroeconomic factors influence banks …
Persistent link: https://www.econbiz.de/10012839826
This paper empirically analyzes the determinants of banks' systemic importance. In constructing a measure on the systemic importance of financial institutions we find that size is a leading determinant. This confirms the usual "Too big to fail" argument. Nevertheless, banks with size above a...
Persistent link: https://www.econbiz.de/10013091736
hypothesis using a bank holding company (BHC) level heterogeneity index based on granular balance-sheet, income statements, cash … flow statements, and off- balance-sheet information for the U.S. bank holding companies over a sample period spanning the …) and the COVID-19 Recession, especially for the largest bank holding companies (BHCs). As such, a declining level of …
Persistent link: https://www.econbiz.de/10014258573
The 2019 revision to the Capital Requirements Directive allowed the systemic risk buffer to be applied on a sectoral basis in the European Union. Since then an increasing number of countries have implemented the new tool, primarily to address vulnerabilities in the residential real estate...
Persistent link: https://www.econbiz.de/10014563847
We analyse systemic risk in the core global banking system using a new network-based spectral eigen-pair method, which treats network failure as a dynamical system stability problem. This is compared with market price-based Systemic Risk Indexes (SRIs), viz. MES (Marginal Expected Shortfall),...
Persistent link: https://www.econbiz.de/10012854769
designation of a bank as a G-SIB, and two to the additional capital surcharges and TLAC requirements, applicable to these banks …
Persistent link: https://www.econbiz.de/10012871732