Narrow search
Showing 1 - 10 of 20
Cover Image
On the preferences of CoCo bond buyers and sellers: a logistic regression analysis
Caporale, Guglielmo Maria; Kang, Woo-Young - 2019
−to−book ratio and total regulatory capital to risk−weighted asset ratio. Further, sizeable responses to CoCo bond and issuing bank … account both bond and issuing bank’s characteristics, and also considers the role of country−specific CoCo bond market …
Persistent link: https://www.econbiz.de/10012018242
Cover Image
Loan loss provision: Some empirical evidence for Italian banks
Caporale, Guglielmo Maria; Alessi, Matteo; Di Colli, Stefano - 2015
This paper uses data from a panel of more than 400 Italian banks for the period 2001 - 2012 to examine the main determinants of loan loss provision (LLP), which are classified as either discretionary (income smoothing, capital management,signalling) or non-discretionary (related to the business...
Persistent link: https://www.econbiz.de/10010500351
Cover Image
Loan Loss Provision: Some Empirical Evidence for Italian Banks
Caporale, Guglielmo Maria; Alessi, Matteo; Colli, Stefano Di - 2015
This paper uses data from a panel of more than 400 Italian banks for the period 2001 - 2012 to examine the main determinants of loan loss provision (LLP), which are classified as either discretionary (income smoothing, capital management, signalling) or non-discretionary (related to the business...
Persistent link: https://www.econbiz.de/10010500417
Cover Image
Identification of segments of European banks with a latent class frontier model
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2007
This paper analyses technical efficiency of European banks over the period 1996-2003 with unbalanced panel data techniques. A latent class frontier model is used which allows the identification of different segments in the production frontier. We find that there are three statistically...
Persistent link: https://www.econbiz.de/10010264221
Cover Image
EU banks rating assignments: Is there heterogeneity between new and old member countries?
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2010
We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … differences in financial factors, which may reflect differences in country risk and the legal and regulatory framework that banks … face (such as foreclosure laws). In addition, we find that ratings may respond differently to the liquidity and operating …
Persistent link: https://www.econbiz.de/10010270550
Cover Image
EU banks rating assignments: Is there heterogeneity between new and old member countries?
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2010
We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … differences in financial factors, which may reflect differences in country risk and the legal and regulatory framework that banks … face (such as foreclosure laws). In addition, we find that ratings may respond differently to the liquidity and operating …
Persistent link: https://www.econbiz.de/10010271360
Cover Image
How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China
Caporale, Guglielmo Maria; Lodh, Suman; Nandy, Monomita - 2015
This paper examines the impact of the recent global financial crisis on the cost of debt capital (syndicated loans) in a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China adopted banking reforms allowing entry of foreign banks...
Persistent link: https://www.econbiz.de/10010520524
Cover Image
How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China
Caporale, Guglielmo Maria; Lodh, Suman; Nandy, Monomita - 2015
This paper examines the impact of the recent global financial crisis on the cost of debt capital (syndicated loans) in a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China adopted banking reforms allowing entry of foreign banks...
Persistent link: https://www.econbiz.de/10010531831
Cover Image
Rating assignments: lessons from international banks
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2009
This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to … bank ratings assigned by Fitch Ratings are underpinned by fundamental quantitative financial analyses. Also, there is … strong evidence of a country effect. Our model is shown to provide accurate predictions of bank ratings for the period prior …
Persistent link: https://www.econbiz.de/10010264612
Cover Image
Rating assignments: lessons from international banks
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2009
This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to … bank ratings assigned by Fitch Ratings are underpinned by fundamental quantitative financial analyses. Also, there is … strong evidence of a country effect. Our model is shown to provide accurate predictions of bank ratings for the period prior …
Persistent link: https://www.econbiz.de/10010271091