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Did the occurrence of systemic banking crises in the 1990s and 2000s significantly alter the behavior of banks in the … literature-to post-crisis bank behavior. Using a panel dataset of commercial banks during the period 1990-2006, we analyze the …
Persistent link: https://www.econbiz.de/10012677530
The global financial crisis has highlighted the importance of early identification of weak banks: when problems are …
Persistent link: https://www.econbiz.de/10012677700
Bank stress tests of climate change risks are relatively new, but are rapidly proliferating. The IMF and World Bank … staff collaborated to develop an experimental macro scenario stress testing approach to examine physical risks for banks by …, partly thanks to the strength of Philippines' banks and economy before the COVID crisis. However, more work is needed before …
Persistent link: https://www.econbiz.de/10015060165
We construct an extensive database of domestic financial reforms spanning 90 countries from 1973 to 2014. Utilizing this dataset, we estimate a structural model that incorporates various factors identified in the existing literature to explain the global contagion of financial reforms. Our...
Persistent link: https://www.econbiz.de/10015328259
associated with bank soundness. Using data for over 3,000 banks in 86countries, we find that neither the overall index of BCP …
Persistent link: https://www.econbiz.de/10008470385
-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We … discuss the key drivers behind the differences in these calculations, drawing upon a sample of systemically important banks …
Persistent link: https://www.econbiz.de/10010790321
Drawing from a unique data set comprising 2,893 banks and 152 countries over the period 1987 to 2000, we test whether …
Persistent link: https://www.econbiz.de/10005248279
Many empirical studies of banking crises have employed "banking crisis" (BC) indicators constructedusing primarily information on government actions undertaken in response to bank distress. Weformulate a simple theoretical model of a banking industry which we use to identify and...
Persistent link: https://www.econbiz.de/10008528706
vector autoregressive method that controls for bank-level characteristics. Using a panel of banks over 1993-2010, the authors … reports that a larger market share of foreign banks in the industry improves loan quality. …
Persistent link: https://www.econbiz.de/10011142052
This simulation-based paper investigates the impact of different methods of dynamic provisioning on bank soundness and shows that this increasingly popular macroprudential tool can smooth provisioning costs over the credit cycle and lower banks’ probability of default. In addition, the...
Persistent link: https://www.econbiz.de/10011242397