Showing 1 - 10 of 180,591
Persistent link: https://www.econbiz.de/10011404418
Persistent link: https://www.econbiz.de/10011554113
Persistent link: https://www.econbiz.de/10003799023
Persistent link: https://www.econbiz.de/10012201906
risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …, on average, lower loan losses, (b) the loss rate of a given industry in a bank's loan portfolio is lower if the bank has …
Persistent link: https://www.econbiz.de/10010233376
the role played by bank-level variables, banking sector features in each country, and the specific characteristics of the …/substitution effects of both bank- and portfolio-level variables with the characteristics of the banking sector when explaining credit risk …
Persistent link: https://www.econbiz.de/10012822183
Using unique data of a survey among small and medium-sized German banks, we analyze various aspects of risk management over a short-term and medium-term horizon. We especially analyze the effect of a 200-bp increase in the interest level. We find that, in the first year, the impairments of...
Persistent link: https://www.econbiz.de/10012160610
Persistent link: https://www.econbiz.de/10014249226
Persistent link: https://www.econbiz.de/10011957657
information on the duration, geographical proximity and scope of all bank relationships of a representative sample of households …. Our analysis is based on a sample of 470 households which have a mortgage and multiple bank relations, allowing us to … located closer to the household than non-mortgage relations. Examining the heterogeneity of mortgage relations across …
Persistent link: https://www.econbiz.de/10010407637