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Access to Banking Services and Poverty Reduction: A State-wise Assessment in India

Bhandari, Amit Kumar - Institute for the Study of Labor (IZA) - 2009

Financial inclusion is the broad based delivery of banking and other financial services at affordable cost to the poorest sections of society. In India, financial inclusion emphasizes to include maximum number of people under formal financial systems. The most important part of financial...

Persistent link: https://www.econbiz.de/10005070421

Liquidity Stress-Tester: Do Basel III and Unconventional Monetary Policy Work?

End, Jan Willem van den - de Nederlandsche Bank - 2010

This paper presents a macro stress-testing model for liquidity risks of banks, incorporating the proposed Basel III liquidity regulation, unconventional monetary policy and credit supply effects. First and second round (feedback) effects of shocks are simulated by a Monte Carlo approach. Banks...

Persistent link: https://www.econbiz.de/10008763231

Incentive Pay and Performance: Insider Econometrics in a Multi-Unit Firm

Bogaard, Hein; Svejnar, Jan - Institute for the Study of Labor (IZA) - 2013

We exploit organizational reforms in a foreign-owned bank in Central-East Europe to study the implementation of modern HRM policies in an emerging market context. We have branch-level data and use our knowledge of the process that led to the adoption of the reforms to implement two estimators...

Persistent link: https://www.econbiz.de/10010721622

Follow the money: what does the literature on banking tell prudential supervisors on bank business models?

Cavelaars, Paul; Passenier, Joost - de Nederlandsche Bank - 2012

This paper gives an overview of the recent literature on bank business models, structured along what we deem to be the three central questions when analysing business models. By doing so, we endeavour to provide the recent shift in prudential supervision towards the analysis of bank business...

Persistent link: https://www.econbiz.de/10009493320

When liquidity risk becomes a macro-prudential issue: Empirical evidence of bank behaviour

End, Jan Willem van den; Tabbae, Mostafa - de Nederlandsche Bank - 2009

tolerance and limited flexibility in risk management. Regression analysis confirms that their behaviour contributed to financial …

Persistent link: https://www.econbiz.de/10008500697

Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk

End, Jan Willem van den - de Nederlandsche Bank - 2008

to enhance banks' liquidity buffers and liquidity risk management, which could also contribute to prevent financial …

Persistent link: https://www.econbiz.de/10005030214

Bank Efficiency the Role of Bank Strategy and Local Market Conditions

Bos, J.W.B.; Kool, C.J.M. - de Nederlandsche Bank - 2004

In this paper we focus on the assumption of a common efficient frontier when performing an efficiency study for the banking sector. The fact that environmental factors that are not appropriately controlled may easily bias efficiency estimates. First, we estimate a common cost and profit...

Persistent link: https://www.econbiz.de/10005101798

Forecasting the fragility of the banking and insurance sector

Bernoth, Kerstin; Pick, Andreas - de Nederlandsche Bank - 2009

performance indicators, namely distance-to-default, taking unobserved common factors into account. We show that common factors are … important in the performance of banks and insurances, analyze the influences of a number of observable factors on banking and … insurance performance, and evaluate the forecasts from our model. We find that taking unobserved common factors into account …

Persistent link: https://www.econbiz.de/10005101843

Modelling Scenario Analysis and Macro Stress-testing

End, Jan Willem van den; Hoeberichts, Marco; Tabbae, Mostafa - de Nederlandsche Bank - 2006

Macro stress-testing has become an important tool to assess financial stability. This paper describes a tool kit for scenario analysis and macro stress-testing. It is based on a model which maps multivariate scenarios to banks' credit and interest rate risks by deterministic and stochastic...

Persistent link: https://www.econbiz.de/10005101857

The Impact of Bank Size on Market Power

Bikker, Jacob A.; Spierdijk, Laura; Finnie, Paul - de Nederlandsche Bank - 2006

Over the past few decades, the worldwide banking industry has undergone strong consolidation. As a result, the number of banks has fallen sharply. At the same time, the size of the largest banks has increased substantially, both in absolute figures and relative to the size of smaller banks. This...

Persistent link: https://www.econbiz.de/10005021844