Showing 1 - 10 of 209
German banks experienced a merger wave throughout the 1990s. However, the success of bank mergers remains a continuous …
Persistent link: https://www.econbiz.de/10010295905
We analyze how time-varying bank-specific capital requirements a ect banks' balance sheet adjustments as well as bank … lending to the non-financial corporate sector. To do so, we relate Pillar 2 capital requirements to bank balance sheet data, a … examine how time-varying bank-specific capital requirements affect banks' balance sheet composition. Subsequently, we …
Persistent link: https://www.econbiz.de/10011786058
In this paper we investigate the relationship between changes in risk and changes in leverage for a panel of Swiss … banks. Using market data for risk and both accounting and market data for capital for the period between 1990 and 2002, we … find a positive correlation between changes in capital and changes in risk, i.e., higher levels of capital are associated …
Persistent link: https://www.econbiz.de/10011430035
’ regulatory capital on the transmission of monetary policy in a system of liquidity networks. The dynamic panel regression results … provide evidence in favor of the bank capital channel theory. Banks holding less regulatory capital and less interbank … liquidity react more restrictively to a monetary tightening than their peers. …
Persistent link: https://www.econbiz.de/10010295189
With this paper we seek to contribute to the literature on the relation between finance and growth. We argue that most studies in the field fail to measure the quality of financial intermediation but rather resort to using proxies on the size of financial systems. Moreover, cross-country...
Persistent link: https://www.econbiz.de/10010295910
' regulatory capital on the transmission of monetary policy in a system of liquidity networks. The dynamic panel regression results … provide evidence in favor of the bank capital channel theory. Banks holding less regulatory capital and less interbank … liquidity react more restrictively to a monetary tightening than their peers. …
Persistent link: https://www.econbiz.de/10010277973
This article presents the results of stress tests of the Czech banking sector conducted using models of credit risk and … of credit risk for individual sectors. Based on the analysis, an answer is sought to the question of whether the observed …
Persistent link: https://www.econbiz.de/10010322230
This study presents two tests of the hypothesis that adoption of an internal ratings-based approach to determining minimum capital requirements, proposed as part of the Basel II capital accord, would cause adopting banking organizations to increase their acquisition activity. The study employs...
Persistent link: https://www.econbiz.de/10011689918
We study bank supervision by combining a theoretical model that distinguishes supervision from regulation and a novel … supervision and use the model to interpret the relationship between supervisory efforts and bank characteristics observed in the … proportionally with bank size, suggesting the presence of technological economies of scale in supervision. The data also show …
Persistent link: https://www.econbiz.de/10011537999
The US banking industry offers a unique, natural and fertile environment to study geography's effects on banks' behavior and performance. The literature on banks' operating performance, while extensive, says little about the influence of spatial interactions on banks' performance. We compute and...
Persistent link: https://www.econbiz.de/10010273644