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The Effect of Liquidity Regulation on U.S. Bank Risk-Taking : Evidence from Non-Performing Loans and CDS Spreads

Bosshardt, Joshua - 2020

This paper illustrates channels by which regulations that require banks to hold liquid assets can either increase or decrease a bank's incentive to take risk with its remaining ineligible assets. A greater capacity to respond to liquidity stress increases the potential profits a bank would put...

Persistent link: https://www.econbiz.de/10012839958

Non-Performing Loans : Logit Model Applications

Orlando, Giuseppe - 2020

-performing. Among the main risk's components, the Probability to Default and the Loss Given Default have been the subject of greater …

Persistent link: https://www.econbiz.de/10012825265

Benchmarking Non-Performing Loans

Cerulli, Giovanni - 2019

This paper provides a new perspective to evaluate the economic role played by banks in non-performing loans (NPLs) accumulation. We estimate a benchmark NPL levels on the judicial inefficiency dimension, controlling for country- and bank-specific factors. To this end, first, we empirically...

Persistent link: https://www.econbiz.de/10012902399

Risk Allocation Through Securitization – Evidence From Non-Performing Loans

Wengerek, Sascha Tobias; Hippert, Benjamin; Uhde, André - 2021

Employing a unique and hand-collected sample of 648 true sale loan securitization transactions issued by 57 stock-listed banks across the EU-12 plus Switzerland over the period from 1997 to 2010, this paper empirically analyzes the relationship between true sale loan securitization and the...

Persistent link: https://www.econbiz.de/10013233839

An Empirical Study of Securitisations of Non-Performing Loans

Boudiaf, Ismael Alexander; Miranda, Fernando Gonzalez - 2022

After addressing the securitisation of non-performing loans (NPLs) within the broader context of the ECB’s efforts to reduce NPL stocks and inflows, we investigate the structural and pricing features of NPL securitisations, issued by large banks in the euro area, by drawing on a unique and...

Persistent link: https://www.econbiz.de/10013289296

An empirical study of securitisations of non-performing loans

Boudiaf, Ismael Alexander; González, Fernando - 2022

After addressing the securitisation of non-performing loans (NPLs) within the broader context of the ECB's efforts to reduce NPL stocks and inflows, we investigate the structural and pricing features of NPL securitisations, issued by large banks in the euro area, by drawing on a unique and...

Persistent link: https://www.econbiz.de/10013198336

Problems and opportunities for leveraging SME finance through value chains in Azerbaijan

Aliyev, Samir - 2019

The paper discusses state, regulative framework, and recent developments in leveraging access to finance for micro, small, and medium-sized enterprises (MSMEs) in the Kyrgyz Republic through global value chain (GVC) examples in the Kyrgyz Republic. Access to finance in the Kyrgyz Republic is...

Persistent link: https://www.econbiz.de/10012024505

Assessing mandated credit programs : case study of the Magna Carta in the Philippines

Khor, Niny; Jacildo, Ryan; Tacneng, Ruth - 2015

We examine the effects of a mandated credit program to small and medium enterprises in the Philippines (Magna Carta Law) using a panel dataset compiled from official data published by the Bangko Sentral ng Pilipinas. The final sample of 109 financial institutions represented over 90% of total...

Persistent link: https://www.econbiz.de/10011386728

The financial inclusion agenda : examining the role of conventional banks in deepening access to formal credit

Iddrisu, Abdul Malik; Danquah, Michael - 2021

Using a unique district-level panel data set, we investigate the effect of banking system penetration on financial inclusion in Ghana. To purge potential endogeneity bias in the underlying relationship, we exploit a change in the policy environment of the Ghanaian banking system to instrument...

Persistent link: https://www.econbiz.de/10012509932

Loan Loss Provisions, Income Smoothing and Loan Growth : Evidence from Islamic Banks

Pramono, Sigid Eko - 2016

This paper analyses income smoothing behavior and procyclical effect of loan loss provisions in Islamic bank. The model … includes the use of loan loss provisions for discretionary and non-discretionary purposes in Islamic banks and relates it to … the ways of Islamic banks disburse loans. The empirical results show that Islamic banks use loan loss provisions for non …

Persistent link: https://www.econbiz.de/10012988426