Cette étude constitue la première analyse de l'impact des caractéristiques structurelles bancaires sur l'évolution des encours de crédit appréciés au niveau départemental dans le cas français. Elle repose sur l'exploitation de données originales issues des Centralisations Financières...

This paper examines the link between banking industry structure and economic activity at the regional level in the Philippines. We apply a principal component analysis on regional banking and economic data for the period 1993 to 2005. We ranked the sixteen regions in three different groups...

This paper proposes an assessment of the monetary policy performed by the European Central Bank (ECB) and, more specifically this paper investigates to what extent the ECB monetary policy decisions were guided by financial instability signals. Our assessment is achieved by estimating a Taylor's...

La topologie des marchés financiers émergents peut être établie soit selon le critère habituel de la proximité géographique, soit selon un critère de proximité du régime monétaire. En considérant explicitement les différences de régimes monétaires, et plus spécifiquement les...

La topologie des marchés financiers émergents peut être établie soit selon le critère habituel de la proximité géographique, soit selon un critère de proximité du régime monétaire. En considérant explicitement les différences de régimes monétaires, et plus spécifiquement les...

This paper investigates whether market information is reliable to predict financial deterioration of large Too Big To Fail banks in Asia. A stepwise logit model is first estimated to isolate the optimal set of accounting indicators to predict rating downgrades. The model is then extended to...

This paper focuses on efficiency measures of banks from six countries in Southeast and East Asia. We use a two-stage approach to study the post-crisis period 1999-2004. We first estimate technical efficiencies using Data Envelopment Analysis and test for cross-country differences. Efficiency...

We examine co-movements of bank stock returns in eight East Asian countries after the 1997 crisis and attempt to determine the factors that influence them. Unlike Bautista and al (2008) who focus on a measure of the contribution of banks to systemic risk, we consider the return correlations...

We investigate the impact of changes in capital of European banks on their risk- taking behavior from 1992 to 2006, a time period covering the Basel I capital requirements. We specifically focus on the initial level and type of regulatory capital banks hold. First, we assume that risk changes...

This paper addresses the issue of both domestic and cross border systemic risk for 8 countries in Southeast Asia (Hong Kong, Indonesia, Korea, Malaysia, The Philippines, Singapore, Taiwan and Thailand). We use weekly data on individual bank stock prices from 2000 to 2005 to construct bank...