Showing 1 - 10 of 1,767
institutions will be highlighted. The expertise and knowledge with which a central bank is endowed in its role as overseer of the …
Persistent link: https://www.econbiz.de/10008683306
In this study we try to explain the inclusion of banks in the WDCI list proposed by Bloomberg. This list collects a group of more than 100 banking institutions which, during the crisis, suffered losses. We explain the probability of being part of the list (to suffer severe or highly severe...
Persistent link: https://www.econbiz.de/10011258405
Recent financial crises and especially large corporate bankruptcies, have led bank managements and financial … authorities to follow and monitor both financial and real sector risks, and to focus on firm failures. Bank of International … the Central Bank. Cost sensitive learning was given special attention in the analysis. …
Persistent link: https://www.econbiz.de/10011111559
In this paper, using network tools, I analyse systemic impacts of liquidity shocks in interbank market in case of endogenous haircuts. Gai, Haldane and Kapadia (2011) introduce a benchmark for liquidity crisis following haircut shocks, and Gorton and Metrick (2010) reveal the evidence from...
Persistent link: https://www.econbiz.de/10011111629
decreasing volumes in the interbank market and to an intense recapitalization process. We show that the marginal effect of a bank …
Persistent link: https://www.econbiz.de/10011112050
correlations between bank stock returns almost doubled in 2000s in comparison to 1990s. The correlations decreased somewhat after … market share of bank pairs, the amount of non-performing loans, herding behavior of banks, and volatilities of macro …
Persistent link: https://www.econbiz.de/10011261077
This paper develops a methodology to identify systemically important financial institutions building on that developed by the BCBS (2011) and used by the Financial Stability Board in its yearly G-SIFIs identification. This methodology is based on publicly available data, providing fully...
Persistent link: https://www.econbiz.de/10011113924
) on bank capital, risk, and performance. We find that high risk weighted asset ratios tend to attract supervisory … intervention. Sanctions whose cause lies at the core of bank safety and soundness curtail the risk-weighted asset ratio, but … weaknesses appear to be well-timed and to restrain further increases in the risk-weighted assets ratio without impairing bank …
Persistent link: https://www.econbiz.de/10011111185
evidence of a highly significant negative relationship between monetary policy rates and bank-risk taking. This finding remains …
Persistent link: https://www.econbiz.de/10009325571
This paper analyzes the fast development of consumer loans including housing loans in Cambodia to check whether or not such a development posts any stability risk to banking system in Cambodia. Using stress-testing method, the paper finds that current level of consumer loans provided by banks...
Persistent link: https://www.econbiz.de/10011112035