Showing 1 - 10 of 3,469
We compare the out-of-sample forecasting accuracy of the time-varying hazard model developed by Shumway (2001) and the one-period probit model used by Cole and Gunther (1998). Using data on U.S. bank failures from 1985 – 1992, we find that, from an econometric perspective, the hazard model is...
Persistent link: https://www.econbiz.de/10015225832
The purpose of this paper is to provide an outline of the success and draw backs of the Federal Reserve and the consequent impact on financial markets. A review of the relevant literature from Hubbard (2008) and Dowd & Hutchinson (2010) will provide insights into the success and failures of the...
Persistent link: https://www.econbiz.de/10015261790
The distinction between GSIBs (systemic banks) and non GSIBs (non-systemic banks) is driven by policy reasons. I examine the behaviour of non-performing loans in European systemic and non-systemic banks, and find that more profitable banks witness higher non-performing loans regardless of...
Persistent link: https://www.econbiz.de/10015264088
The distinction between GSIBs (systemic banks) and non GSIBs (non-systemic banks) is driven by policy reasons. I examine the behaviour of non-performing loans in European systemic and non-systemic banks, and find that more profitable banks witness higher non-performing loans regardless of...
Persistent link: https://www.econbiz.de/10015264649
I examine the behaviour of non-performing loans in European systemic and non-systemic banks. The distinction between systemic banks (GSIBs) and non-systemic banks (non GSIBs) is driven by policy reasons. The findings reveal that more profitable banks witness higher non-performing loans...
Persistent link: https://www.econbiz.de/10015264716
the banking sector had high loan loss provisions when it is under-capitalised during election years. However, the election … year did not have a significant effect on the level of loan loss provisions in the Nigerian banking sector. …
Persistent link: https://www.econbiz.de/10015265484
Textual analysis of the NBER Working Papers published during 1999–2016 is done to assess the effects of the 2007–2009 crisis on the academic literature. The volume of crisis-related WPs is counter-cyclical, lagging the financial-instability-index. WPs by the Monetary-Economics,...
Persistent link: https://www.econbiz.de/10015266578
Textual analysis of 14,270 NBER Working Papers published during 1999–2016 is done to assess the effects of the 2008 crisis on the economics literature. The volume of crisis-related WPs is counter-cyclical, lagging the financial-instability-index. WPs by the Monetary-Economics, Asset-Pricing,...
Persistent link: https://www.econbiz.de/10015266597
to the TBTF phenomenon. The resulting socially nonoptimal regulation favoured a fragmented and fragile banking system … deep structural flaws of the US banking system. At the same time, however, it caused a shift in the public opinion, which … successfully against reforming the banking structure and instead for the adaption of federal deposit insurance. However, the …
Persistent link: https://www.econbiz.de/10015266951
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/10015236918