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The real effects of bank capital requirements

Fraisse, Henri; Lé, Mathias; Thesmar, David - 2017

We measure the impact of bank capital requirements on corporate borrowing and investment using loanE level data. The Basel II regulatory framework makes capital requirements vary across both banks and across firms, which allows us to control for firmE level credit demand shocks and bankE level...

Persistent link: https://www.econbiz.de/10011978165

Bank capital buffers and bank risks : evidence from the Namibian banking sector

Sheefen, Johannes P. S. - In: International journal of business and economic sciences … 15 (2022) 3, pp. 60-68

Purpose: This paper analysed the effects of bank's risk on capital buffer in Namibia, in the absence of the consensus on the cyclical behavior of capital buffers. Design/methodology/approach: The study employed the autoregressive distributed lag (ARDL) modelling technique on quarterly data for...

Persistent link: https://www.econbiz.de/10014281281

Countercyclical prudential tools in an estimated DSGE model

Frache, Serafin; Garcia-Cicco, Javier; Ponce, Jorge - In: Latin American journal of central banking : LAJCB 4 (2023) 3, pp. 1-25

We developed a dynamic stochastic general equilibrium (DSGE) model for a small, open economy with a banking sector and endogenous default to assess two macroprudential tools: countercyclical capital buffers (CCB) and dynamic provisions (DP). The model is estimated with data for Uruguay, where...

Persistent link: https://www.econbiz.de/10014382973

A new pricing approach for SME loans issued by commercial banks based on credit score mapping and Archimedean Copula simulation

Liu, Chang; Shi, Haoming; Cai, Yujun; Shen, Shu; Lin, … - In: Journal of business economics and management 20 (2019) 4, pp. 618-632

The traditional loans pricing methods are usually based on risk measures of individual loan's characteristics without considering the correlation between the defaults of different loans and the contribution of individual loans to the entire loan portfolio. In this study, using account-level...

Persistent link: https://www.econbiz.de/10012175768

Regulation of financial risks in emerging markets : past, present, and future

Arkhipov, Artem; Arkhipova, Natalia; Karminsky, Alexander - In: Risk assessment and financial regulation in emerging …, (pp. 33-64). 2021

Regulation of risks in banking is driven by evolution of financial intermediation and markets, and vice versa. The study analyzes a changing nature of financial institutions' regulatory and supervisory trends in emerging markets over last 20 years, providing outlook for the future. Although the...

Persistent link: https://www.econbiz.de/10012591641

From boom to bust : how different has microfinance been from traditional banking?

Wagner, Charlotte - 2010

This paper presents an in-depth analysis of developments in the microfinance sector before and after the Lehman … developing countries. The findings indicate that microfinance has been part of the same credit boom observed in the traditional … capital. This raises the question whether the crisis resilience the microfinance sector has shown in the past remains a …

Persistent link: https://www.econbiz.de/10008758753

Impact of Basel III liquidity and capital regulations on bank lending and financial stability : evidence from emerging countries

Sharma, Anil Kumar; Chauhan, Rosy - In: The journal of corporate accounting & finance 34 (2023) 4, pp. 28-45

Persistent link: https://www.econbiz.de/10014431489

Bank Earnings Smoothing, Audit Quality and Procyclicality in Africa : The Case of Loan Loss Provisions

Ozili, Peterson K - 2017

This paper empirically examine whether the way African banks use loan loss provisions to smooth earnings is influenced by capital market motivations and the type of auditor after controlling for non-discretionary determinants of loan loss provisions and fluctuations in the business cycle. The...

Persistent link: https://www.econbiz.de/10012960199

Making Basel III Work for Emerging Markets and Developing Economies : A CGD Task Force Report

Beck, Thorsten - 2019

A sound financial regulatory framework is critical for minimizing the risk imposed by financial system fragility. In the world's emerging markets and developing economies (EMDEs), such regulation is also essential to support economic development and poverty reduction. Meanwhile, it is...

Persistent link: https://www.econbiz.de/10012869938

Governance matters on non-performing loans : evidence from emerging markets

Byükoğlu, Burak; Šit, Ahmet; Ekši, İbrahim Halil - In: PSL quarterly review 74 (2021) 296, pp. 75-91

In this study, new determinants of non-performing loans (NPL) for the MSCI emerging countries were investigated. For this purpose, a new index was formed using the World Bank's Worldwide Governance Indicator data from 2002 to 2018. To test the effect of governance on NPL, we used the GMM...

Persistent link: https://www.econbiz.de/10013175043