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Bank deregulation in the form of the repeal of the Glass-Steagall Act facilitated the entry of non-bank lenders into … conventional view that regulatory arbitrage caused the rise of non-bank lenders. …
Persistent link: https://www.econbiz.de/10014533282
This paper investigates how banks with different organizational cultures (defined as either control-dominant, collaborate-dominant, compete-dominant, create-dominant) manage their loan loss provisions (LLPs) in response to intensified industry competition. For identification, we utilise the...
Persistent link: https://www.econbiz.de/10014244788
that a bank's credit policy and a bank's valuation are associated. …
Persistent link: https://www.econbiz.de/10013393431
an individual bank's loan loss provision ratio also depends on how far the bank allocates its loan portfolio towards …
Persistent link: https://www.econbiz.de/10012909612
The author's study analyzes, loan valuation methods using discrete time model of contingent claims analysis. In the empirical test, the undiversifiable risk was measured by the correlation coefficient of one borrower with the average return of all borrowers. The results of the test supported the...
Persistent link: https://www.econbiz.de/10012920146
the data analysis shows that there is a strong relationship between credit risk parameters and returns of the bank …
Persistent link: https://www.econbiz.de/10012887677
How much of the heterogeneity in bank loan pricing is explained by disparities in banks' attitude towards risk? The … answer to this question is not simple because there are only very weak proxies for gauging the degree of a bank's risk … confirm that disparities in market power, banks' funding costs, and banks' funding risks are re ected in bank lending rates …
Persistent link: https://www.econbiz.de/10012420270
size of these institutions. A literature review onthe indicators that can impact bank notes has been made. As a result, the … influence on bank credit ratings. Bigger banks receive higher credit ratings than the smaller ones in similar financial … subsamples according to the size of a bank and banking sector and capitalization. …
Persistent link: https://www.econbiz.de/10012284882
Loan loss reserves make up an essential part of a bank's soundness and more generally its viability. An under …-provisioned reserve account implies that capital ratios may overstate a bank's ability to absorb future losses. For this reason, both …
Persistent link: https://www.econbiz.de/10011698559
risk in the banking sector that affect the bank performance, as it exhibits loss probability because of the failure of … debtor to fulfill its obligations to bank. In June 2016, the level of non-performing loans in Albania appears in 24.4% of … purpose of the estimable model outlined in this section is to capture the effects of macroeconomic, bank specific factors and …
Persistent link: https://www.econbiz.de/10012101508