Showing 1 - 10 of 122
Stress testing is used to determine the stability or the resilience of a given financial institution by deliberately submitting. In this paper, we focus on what may lead a bank to fail and how its resilience can be measured. Two families of triggers are analysed: the first stands in the stands...
Persistent link: https://www.econbiz.de/10011025968
This paper discusses aspects of risk and uncertainty relevant in an interdisciplinary assessment of climate change … aspects the IPCC guidance notes provides an interdisciplinary unified approach on risk and uncertainty. This is a significant …
Persistent link: https://www.econbiz.de/10008794391
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...
Persistent link: https://www.econbiz.de/10010820702
This paper investigates whether market information could add to accounting information in the prediction of bank financial distress in Asia. A stepwise logit model is first estimated to isolate the optimal set of accounting indicators and then extended to include market indicators. Dummy...
Persistent link: https://www.econbiz.de/10010821430
According to some recent empirical papers, periods of low interest rates would favor a risk-taking channel of monetary … policy whereby bank risk-appetite and risk-taking behavior would be stronger after. Several theoretical explanations exist to … of assets, income and cash flows, or the abundant liquidity at a low cost. This paper studies the risk behavior of the …
Persistent link: https://www.econbiz.de/10010898454
We investigate the impact of the interaction of disclosure and ownership structure on bank risk. Using a sample of 209 … by individual bank default risk. Furthermore, a deeper investigation shows that disclosure on income statement, loans …, other earning assets, deposits, and memo lines plays a stronger role in limiting risk than disclosure on non …
Persistent link: https://www.econbiz.de/10010899381
This paper investigates risk and stability features of Islamic banking using a sample of 553 banks from 24 countries … lower credit risk than conventional banks. In terms of insolvency risk, small Islamic banks also appear more stable …
Persistent link: https://www.econbiz.de/10010899528
This paper investigates whether market information could add to accounting information in the prediction of bank financial distress in Asia. A stepwise logit model is first estimated to isolate the optimal set of accounting indicators and then extended to include market indicators. Dummy...
Persistent link: https://www.econbiz.de/10010607934
Many economic sectors, like housing or transportation, are exposed to climate and likely to suffer efficiency losses when climate changes. The global economy is far from dematerialized yet, these sectors represent a significant fraction of the existing capital stock. Using an optimal growth...
Persistent link: https://www.econbiz.de/10010820619
This paper uses the EMF27 scenarios to explore the role of renewable energy (RE) in climate change mitigation. Currently RE supplies almost 20 % of global electricity demand. Almost all EMF27 mitigation scenarios show a strong increase in renewable power production, with a substantial ramp-up of...
Persistent link: https://www.econbiz.de/10010820750