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to improve bank solvency and risk-adjusted-performance. As diversification is seen as a necessary strategy to diversify …This study investigates the geographic loan expansion on bank risk using the aggregate data of 53 countries from 2005 … to 2016 using the system generalized method of moments. Our findings show that global expansion tends to increase bank …
Persistent link: https://www.econbiz.de/10014001558
We classify a large sample of banks according to the geographic diversification of their international syndicated loan … source of funding, while foreign banks with little diversification are the most fickle. Our findings suggest that the decline …
Persistent link: https://www.econbiz.de/10011993704
Persistent link: https://www.econbiz.de/10013375494
-of-second-to-last-resort". Using daily supervisory bank balance sheet information, we find that U.S. GSIBs modestly increase their dollar liquidity … broker-dealer subsidiaries within the same bank holding company are crucial to this type of "reserve-draining" intermediation …
Persistent link: https://www.econbiz.de/10014048828
banks operating in Italy and France over the period 2000-2015, exploring the existence of an international bank lending …
Persistent link: https://www.econbiz.de/10011959232
We study how low interest rates in the United States affect risk taking in the market for cross-border corporate loans. Because banks tend to originate these loans with intent to sell to nonbank investors, we examine risk taking by the broad financial system. To the extent that actions of the...
Persistent link: https://www.econbiz.de/10011629893
This paper develops a bank model for financial systemic risk in bank lending. The model analyzes the impact of a … financial institution failure on the distribution of losses in the financial system. The fundamental idea is that bank loss …
Persistent link: https://www.econbiz.de/10013058030
Persistent link: https://www.econbiz.de/10010485056
We study the role of the bank-lending channel in propagating fluctuations in commodity prices to credit aggregates and … transmission of changes in international commodity prices to domestic bank lending. Identification relies on a bankspecific time …-varying measure of bank sensitivity to changes in commodity prices, based on daily data on bank stock prices. We find that a fall in …
Persistent link: https://www.econbiz.de/10011797273
Persistent link: https://www.econbiz.de/10011306462