At present West European banks are increasingly branching out into asset management as well as the consulting business, which cannot be directly influenced by monetary controls. We have therefore carried out a regression analysis and a factor analysis of banks' balance-sheet items, and we have...

At present, Western European banks are increasingly branching out into asset management as well as the consulting business, which cannot be influenced directly by monetary controls. We have therefore conducted a factor analysis of banks' balance-sheet items, and we have also plotted figures from...

At present, Western European banks are increasingly branching out into asset management as well as the consulting business, which cannot be influenced directly by monetary controls. We have therefore conducted a factor analysis of banks' balance-sheet items, and we have also plotted figures from...

Over the last twenty years, Croatian banking market has been extremely dynamic in terms of market concentration. The #of banks was cut in half, and more often than ever, the banks are entering the processes of mergers and acquisitions. In this paper we calculate nine different indices of...

This paper aims to investigate the effect of credit risk, liquidity risk and bank capital on bank profitability over a nine-year period (2010-2018) by examining empirical evidence from an emerging market. This study is grounded on econometric panel data using GMM methods. The results indicate...

We show that risk-mitigating incentives dominate risk-shifting incentives in fragile banks. We study security trading by banks, as banks can easily and quickly change their risk exposure within their security portfolio. For identification, we exploit different crisis shocks and supervisory...

Using supervisory data on small and mid-sized nonfinancial enterprises (SMEs), we find that those SMEs with higher leverage faced tighter constraints in accessing bank credit after the COVID-19 outbreak in spring 2020. Specifically, SMEs with higher pre-COVID leverage obtained a smaller volume...

We develop a dynamic model of a BHC that encompasses both a trading desk and a loan desk, and explore the role of risk attitude and overleveraging by the trading desk. We trace the impact of monetary policy and market innovations on bank behavior in the presence of Basel III type regulations. We...

In this paper we investigate the impact of cyclical systemic risk on future bank profitability for a large representative panel of Ukrainian banks between 2001 and 2023. Our framework relies on two general methods. The first method is based on linear local projections which allows us to study...

Insufficient capital buffers of banks have been identified as one main cause for the large systemic effects of the recent financial crisis. Although higher capital is no panacea, it yet features prominently in proposals for regulatory reform. But how do increased capital requirements affect...