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This article analyzes the impact of capital structure and bank liquidity on the performance of commercial banks in … empowering EPS. Our findings also document the positive impacts of bank funding liquidity on the performance of commercial banks … Vietnam, a transition market in Asia. This research is unique because it is the first study to employ the Bayesian Estimation …
Persistent link: https://www.econbiz.de/10015074930
regulatory requirements. Our analytic characterization of the bank policy choices shows that imposing solely liquidity … requirements leads to lower bank losses in default at the cost of an increased likelihood of default. Combining liquidity …We develop a dynamic model of banking to assess the effects of liquidity and leverage requirements on banks' insolvency …
Persistent link: https://www.econbiz.de/10011293576
because it reflects special liquidity benefits of bank debt. Even aside from neglecting the systemic damage to the economy … laissez-faire are inefficient and involve excessive borrowing, with default risks that jeopardize the purported liquidity …
Persistent link: https://www.econbiz.de/10011925841
We develop a dynamic structural model of bank behaviour that provides a microeconomic foundation for bank capital and … liquidity structures and analyses the effects of changes in regulatory capital and liquidity requirements as well as their …
Persistent link: https://www.econbiz.de/10011975498
it reflects special liquidity benefits of bank debt. Even aside from neglecting the systemic damage to the economy that …-faire are inefficient and involve excessive borrowing, with default risks that jeopardize the purported liquidity benefits …
Persistent link: https://www.econbiz.de/10011977827
, policymakers, and bank managers for better decision making. …
Persistent link: https://www.econbiz.de/10012655130
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011554963
This paper analyzes the evolution of the main theories regarding the capital structure and the related impact on risk and corporate performance. The capital structure is a dynamic process that changes over time, depending on the variables that influence the overall evolution of the economy, a...
Persistent link: https://www.econbiz.de/10011883275
The construction of an internal rating model is the main task for the bank in the framework of the IRB … estimates by using the Delphi method. The empirical study uses a portfolio of SMEs from a Moroccan bank. This permitted the …
Persistent link: https://www.econbiz.de/10012622026
Operational risk management remains a major concern for financial institutions. Indeed, institutions are bound to manage their own funds to hedge this risk. In this paper, we propose an approach to allocate one's own funds based on a combination of historical data and expert opinion using the...
Persistent link: https://www.econbiz.de/10012168944