impulse response analysis shows that an exogenous increase in the change in NPL ratios tends to depress bank lending volumes …, widens bank lending spreads and leads to a fall in real GDP growth and residential real estate prices; ii) A forecast error …

This study examines the interrelationships between bank risk and charter value in five countries in Southeast Asia … (ASEAN-5) from 2006 to 2019 using a simultaneous equations model. The findings show a two-way relationship between bank risk … and charter value. More specifically, the positive relationship between charter value and bank risk implies that banks …