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Alternative measures of credit extension for countercyclical buffer decisions

Raputsoane, Leroi - 2015

This paper analyses the behaviour of alternative measures of credit extension for countercyclical buffer decisions in South Africa. The cyclical properties of alternative measures of credit extension are examined over the economic and the financial cycles. The results show that the deviation of...

Persistent link: https://www.econbiz.de/10015214582

An econometric model to quantify benchmark downturn LGD on residential mortgages

Morone, Marco; Cornaglia, Anna - 2010

probability, which are specific for each bank. …

Persistent link: https://www.econbiz.de/10015223496

Riesgo crediticio derivado del riesgo cambiario: Perspectiva de una Economía Latinoamericana Parcialmente Dolarizada

Jiménez Sotelo, Renzo - 2003

interaction of other important risks such as derivative credit risks from other unsecured risk by debtors of bank system in …

Persistent link: https://www.econbiz.de/10015224338

Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?

Brissimis, Sophocles N.; Garganas, Eugenie N.; Hall, … - 2012

consistent with the operation of a bank lending channel in Greece. We also find that the supply side was mostly responsible for …

Persistent link: https://www.econbiz.de/10015234124

Relacje firm z bankami w Polsce w świetle danych ze sprawozdawczości bankowej

Gajewski, Krzysztof; Pawłowska, Małgorzata; Rogowski, … - 2012

The purpose of the study was to identify factors which influence bank-firm relationships in Poland, herein identified … with relationship banking. The results of empirical analysis have demonstrated that Polish firms readily establish single-bank …

Persistent link: https://www.econbiz.de/10015234568

Pourrions-nous utiliser l'Euribor comme taux de rendement sans risque dans la région Arabe ?

BENDOB, Ali; Benahmed-Daho, Rachida - 2017

The analysts and evaluators in the financial market needs to risk free rate return (RFRR) to take the financing and investment decisions. This paper aims to study and analyze the causal relationship between Euribor rate and stock prices in the Arab stock exchanges, at level of nine Arab stock...

Persistent link: https://www.econbiz.de/10015257475

The money creation process: A theoretical and empirical analysis for the US

Levrero, Enrico Sergio; Deleidi, Matteo - 2017

relationship between a number of critical variables that are supposed to determine the money supply, i.e., the monetary base, bank … deposits and bank loans. The empirical analysis carried out supports several propositions of the endogenous money approach. In … particular, it shows that for the United States in the years 1959-2016 (i) bank loans determine bank deposits and (ii) bank …

Persistent link: https://www.econbiz.de/10015257805

Non-Performing Loans (ΝPLs) in a Crisis Economy: Long-Run Equilibrium Analysis with a Real-Time VEC Model for Greece (2001-2015)

Konstantakis, Konstantinos N.; Michaelides, Panayotis G.; … - 2016

Αs a result of domestic and international factors, the Greek economy faced a severe crisis which is directly comparable only to the Great Recession. In this context, a prominent victim of this situation was the country‟s banking system. This paper attempts to shed light on the determining...

Persistent link: https://www.econbiz.de/10015262063

Measuring Systemic Risk on Indonesia’s Banking System

Mansur, Alfan - 2018

Inter-connectedness is one important aspect of measuring the degree of systemic risk arising in the banking system. In this paper, this aspect together with the degree of commonality and volatility are measured using Principal Component Analysis (PCA), dynamic Granger causality tests and a...

Persistent link: https://www.econbiz.de/10015263779

Sharia Banking Dynamics and the Macroeconomic Responses: Evidence from Indonesia

Mansur, Alfan - 2019

result showed that sharia banks' financing had a negative relationship with the central bank's monetary policy. In order to …

Persistent link: https://www.econbiz.de/10015266139