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reserves and lend to each other. Our systemic perspective points to these featuring dimensions of ongoing bank activity. Our … model considers bank activity process within each bank entity and across entities. Each bank keeps currency money in bank … deposits on behalf of other agents. But the bank activity is further characterised by the capacity or privilege to use these …
Persistent link: https://www.econbiz.de/10012932483
prudential indices. Additionally, we control for the effects of several country specific factors and bank specific … characteristics. Finally, we test the homogeneity of these effects, accounting for cycle, ownership, and bank effects. Generally, the …. The analysis of interactions between credit-based measures and bank specific variables show that the effects of prudential …
Persistent link: https://www.econbiz.de/10013219559
This paper examines the effectiveness of the bank lending channel in a dual banking system in Malaysia, where both … conventional and Islamic banks operate alongside each other. It also investigates the impact of bank competition on lending … ineffectiveness of the bank lending channel. Further, the empirical results suggest that the impact of monetary policy on bank lending …
Persistent link: https://www.econbiz.de/10012176543
We describe the evolution of balance sheets of monetary financial institutions (MFI) in Portugal before, during, and after the sovereign debt crisis of the late 2000's. We account for several dimensions of heterogeneity including size, type, and nationality. We find that the Portuguese MFI...
Persistent link: https://www.econbiz.de/10013018683
This paper studies the role of non-performing loans in the regulatory measures of the Chinese commercial banking system. A threshold panel regression model has been applied to the data of 87 commercial banks in China from 2006 to 2012. The empirical results suggest that a higher non-performing...
Persistent link: https://www.econbiz.de/10012937870
this approach to identify the balance sheet and income statement factors that are key in explaining bank heterogeneity in … capitalization measures at the bank-by-bank and industry-wide levels. Our results suggest that while capitalization of the U …
Persistent link: https://www.econbiz.de/10013022441
The recent financial crisis proved that financial contagion could spread among countries resulting in disruptive effects. In this paper, by modeling and simulating banking system behavior and linkages across countries, we assess, based on data from the BIS and IMF, the possible outcome of...
Persistent link: https://www.econbiz.de/10012626421
this approach to identify the balance sheet and income statement factors that are key in explaining bank heterogeneity in … capitalization measures at the bank-by-bank and industry-wide levels. Our results suggest that while capitalization of the U …
Persistent link: https://www.econbiz.de/10013033145
important private bank in Algeria in the face of liquidity risk. Our empirical analysis adopts a bottom-up approach based on an … accounting method. It studies the relationship between the bank solvency ratio (ratio cook) and bank portfolios, such as loans to … the construction, trade, industry, and automotive sectors. Microeconomic stress tests assess the credit risk of a bank …
Persistent link: https://www.econbiz.de/10012793520
The study presents the results of a stress test of the Russian banking system. The main assumption of this test is an increase in the risk of overdue debts for various categories of loans. The assumptions for the stress test are formulated based on changes in the balance sheets of Russian banks...
Persistent link: https://www.econbiz.de/10014356153