Showing 1 - 10 of 3,449
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/10015242271
First externalities risk due to the size of the companies or the principle that large companies are also at risk of bankruptcy (too big to fail) are examined. The problem is illustrated by a case in which extreme risks with negative consequences for savers and investors are taken. If we...
Persistent link: https://www.econbiz.de/10015244293
This paper examines Pakistani Banks stock return and volatility relationship with market, interest rate and foreign exchange rate. The study extensively applies different statistical approaches to model return and volatility relation. First, Ordinary Least Square (OLS) multiple regression model...
Persistent link: https://www.econbiz.de/10015245142
In this paper it is shown how a Vasicek-model approach and the assumptions in Basel 2 regulatory framework can be used to develop measures of the probability of banks' failure. The Basel 2 framework is based on a Vasicek-model approach. The estimation of the propose measure of bank probability...
Persistent link: https://www.econbiz.de/10015245155
This study aims to examine the impact of the Covid-19 pandemic on the development of the Indonesian financial sector, both in terms of depth, access, and efficiency. The analytical tool used is the same as Mansur and Nizar's study (2019) with data updating in the period 2019 to August 2020. The...
Persistent link: https://www.econbiz.de/10015252461
In recent times, policy makers have considered the financial sector as a vital factor for growth and development in a country. So many research efforts to address the resilience and well-being of the financial system have stressed the importance of diversity in the financial system. This study...
Persistent link: https://www.econbiz.de/10015212419
Economic growth is reflected in SDG8 of the sustainable development goals. Financial stability has been identified as a factor promoting economic growth. However, there is little evidence on the effect of financial stability on economic growth in Nigeria. This study empirically examines the...
Persistent link: https://www.econbiz.de/10015213389
The study presents a review of existing research on bank profitability determinants in Africa. Using the literature review methodology, it was found that bank profitability determinants differ across countries in all regions of Africa. Some suggested areas for future research are to explore the...
Persistent link: https://www.econbiz.de/10015213390
This paper explores the critical role of the banking sector in facilitating the ecological transition through the integration of ESG (Environmental, Social, and Governance) factors. By analyzing the intersection of ESG considerations and access to credit globally, the study highlights how banks...
Persistent link: https://www.econbiz.de/10015213826
This study investigates whether the competence of central bank governors affect the stability of the financial system they are responsible for. Using publicly available information about central bank governors from 2000 to 2016 together with data on financial stability and the macro-economy, the...
Persistent link: https://www.econbiz.de/10015213951