38 banks in 14 emerging market countries. Results show it can predict a bank''s credit deterioration up to nine months in …We measure bank vulnerability in emerging markets using the distance-to-default, a risk-neutral indicator based on … Merton''s (1974) structural model of credit risk. The indicator is estimated using equity prices and balance-sheet data for …

impact of government measures on CDS, debt, and equity markets points to the reduction of credit risk and financing cost as …

remains unclear the extent to which currently reported data reflect the true credit risk in loan portfolios and whether … lending decisions have started to be taken on a commercial basis. We examine lending growth, credit pricing, and regional … (SCBs). We find that the SCBs have slowed down credit expansion, but that the pricing of credit risk remains …

large to smaller banks would increase overall efficiency. The paper finds no significant correlation between bank efficiency …

associated with a specific bank. Our approach defines the banking system as a portfolio of banks and infers the system …

This study examines the effect of financial-sector reform on bank performance in selected Middle Eastern and North … African (MENA) countries in the period 1994 -2008. We evaluate bank efficiency in Egypt, Jordan, Morocco, Lebanon and Tunisia … bank specific variables on bank efficiency. Overall, the analysis shows that, despite similarities in the process of …

The Bank of Slovenia (BoS) officially pursues a policy aimed at lowering inflation to European levels and maintaining …

pronounced when either initial bank capitalization is thin or when monetary policy is tight. Moreover, in the face of credit …We assess the extent to which loan losses affect banks’ provision of credit to companies and households and examine how … feedback from losses to a reduction in credit is affected by the monetary policy stance. Using a unique cross-country dataset …