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Purpose – The purpose of this paper is to examine liquidity risk in Pakistani banks and evaluate the effect on banks … banks during 2004-2009. Multiple regressions are applied to assess the impact of liquidity risk on banks' profitability …. However, the sample period does not impair the findings since the sample includes 22 banks, which constitute the main part of …
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In today's financial system, complex financial institutions are connected through an opaque network of financial exposures. These connections contribute to financial deepening and greater savings allocation efficiency, but are also unstable channels of contagion. Basel III and Solvency II should...
Persistent link: https://www.econbiz.de/10009203537
-management capabilities of major banks. The quality of leadership and commitment by all involved has been instrumental in the success of this … major implementation effort. APRA’s analysis of the adequacy of capital for systemically relevant banks is sound. …
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This paper presents Detailed Assessment of the United States’s observance of Basel Core Principles for Effective Banking Supervision. The U.S. financial system is large and highly diversified. At the end-2007, total U.S. financial assets amounted to almost four and a half times the size...
Persistent link: https://www.econbiz.de/10011245173
the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and … Europe during 2001?09. The results show that banks with weaker structural liquidity and higher leverage in the pre …-section, the smaller domestically-oriented banks were relatively more vulnerable to liquidity risk, while the large cross …
Persistent link: https://www.econbiz.de/10009650626
This paper generalizes a market-based indicator for financial sector surveillance using a multifactor latent structure in the determination of the default probabilities of an nth-todefault credit default swap (CDS) basket of large complex financial institutions (LCFIs). To estimate the...
Persistent link: https://www.econbiz.de/10005826610
Based on detailed regulatory intervention data among German banks during 1994-2008, we test if supervisory measures … and its duration while weak measures are insignificant. With the benefit of hindsight, we exclude banks that eventually …
Persistent link: https://www.econbiz.de/10008519496