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countries experiencing systemic banking crises on bank profitability and loan supply. We find that direct exposures to crisis …We study the transmission of financial sector shocks across borders through international bank connections. For this …
Persistent link: https://www.econbiz.de/10012977748
This study finds that equity returns in the banking sector in the wake of the Great Recession and the European … deteriorating funding conditions and investor sentiment. While the equity return performance in the banking sector has been dismal … policymakers’ efforts to strengthen bank capitalization …
Persistent link: https://www.econbiz.de/10013098630
around which led to a massive loss of confidence in the domestic banking system, we show that firms whose operations were … bank guarantee. As a result, cash-poor firms imported relatively less. Public intervention to guarantee transactions is …
Persistent link: https://www.econbiz.de/10014256876
have been reluctant to do so. Provided the market expects a bank to rebuild its buffers, any draw-down will open up a … capital shortfall that will weigh on its share price. Therefore, a bank will only decide to use its buffers if the value …
Persistent link: https://www.econbiz.de/10013295136
risk of the euro area banking system based on bilateral linkages. We develop a Contagion Mapping model fully calibrated … with bank-level data to study the contagion potential of an exogenous shock via credit and funding risks. We find that … the global banking system. Drawing on a unique dataset, the paper documents the degree of interconnectedness and systemic …
Persistent link: https://www.econbiz.de/10012864120
identifies some key patterns of cross-border investment in bank subsidiaries by key banking groups in sub-Saharan Africa (SSA …) and discusses some of the determinants of this investment. Using a gravity model relating the annual value of a banking …-border banking is in part driven by a search for yield, diversification, and expansion for strategic reasons …
Persistent link: https://www.econbiz.de/10012865119
to explain CDS spreads of sovereigns in peripheral Europe - the model specification should be cognizant of the under …
Persistent link: https://www.econbiz.de/10013108609
We develop an empirical model to predict banking crises in a sample of 60 low-incomecountries (LICs) over the 1981 … no significant role in predicting banking crises in LICs …
Persistent link: https://www.econbiz.de/10012913883
Sovereign debt restructurings are associated with declines in GDP, investment, bank credit, and capital flows. The … transmission channels and associated output and banking sector costs depend on whether the restructuring takes place preemptively … associated with larger declines in bank credit, an increase in lending interest rates, and a higher likelihood of triggering a …
Persistent link: https://www.econbiz.de/10012871771
Foreign bank lending has stopped growing since the global financial crisis. Changes in banks' business models, balance …-sheet adjustments, as well as the tightening of banking regulations are potential drivers of this prolonged slowdown. The existing …
Persistent link: https://www.econbiz.de/10012977751