Showing 1 - 10 of 154
Persistent link: https://www.econbiz.de/10009707014
multivariate probability model-and their application to studying the determinants of banking crises. The use of these models to … provide early warnings for crises is also reviewed, as are studies of the economic effects of banking crises and of the …
Persistent link: https://www.econbiz.de/10005826068
Using a multi-country panel of banks, we study whether better capitalized banks experienced higher stock returns during the financial crisis. We differentiate among various types of capital ratios: the Basel risk-adjusted ratio; the leverage ratio; the Tier I and Tier II ratios; and the tangible...
Persistent link: https://www.econbiz.de/10008777012
analyzes the implications of the euro for cross-border banking activities. A portfolio model is used which captures the role of …
Persistent link: https://www.econbiz.de/10010260522
.S. macroeconomy with a set of factors summarizing conditions in the banking sector. We use the model to analyze bank risk, bank …
Persistent link: https://www.econbiz.de/10010270276
Using aggregate and bank level data for several countries, the paper studies what happens to the banking system in the … aftermath of a banking crisis. Contemporary crises are not accompanied by declines in aggregate bank deposits, and credit does …
Persistent link: https://www.econbiz.de/10005768800
This paper studies whether compliance with the Basel Core Principles for effective banking supervision (BCPs) is …
Persistent link: https://www.econbiz.de/10008470385
This paper studies whether compliance with the Basel Core Principles for Effective Banking Supervision (BCPs) improves … upgrade banking regulation and supervision should consider giving priority to information provision over other elements of the …
Persistent link: https://www.econbiz.de/10005599553
analyzes the implications of the euro for cross-border banking activities. A portfolio model is used which captures the role of …
Persistent link: https://www.econbiz.de/10005700501
Persistent link: https://www.econbiz.de/10000540511