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This paper investigates the phenomenon of hidden negative capital (HNC) associated with bank failures and introduces a … mismatches reflecting disproportions between the allocation of bank assets and the sources of funding. We manually collect unique … has two effects: it leads to a higher probability that a bank's capital is negative and raises the conditional size of the …
Persistent link: https://www.econbiz.de/10012889212
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011554963
. Furthermore, given that Russia's banking sector is small and fragmented relative to advanced economies, the loss of external …
Persistent link: https://www.econbiz.de/10013037171
central bank open market operations that aim to compensate for a structural deficit and surplus of liquidity in the banking … sector to make sure that the money market overnight interest rate is close to the middle of the interest rate band. The Bank … of Russia practice in this form of management amid structural deficit of liquidity over the past three years has shown …
Persistent link: https://www.econbiz.de/10012982677
bank-specific balance sheet data from Russia, we estimate determinants of bank license withdrawals during 2013m7-2017m7. We …This study examines whether changes in CAMEL variables matter in explaining bank closure. Using a unique set of monthly … make two key findings. First, changes in CAMEL indicators are always significantly correlated with probability of bank …
Persistent link: https://www.econbiz.de/10012900740
transformation risk, which could result in excessive constraints on bank liquidity creation, thereby negatively affecting economic …
Persistent link: https://www.econbiz.de/10012935659
The purpose of this study is to measure the impact of liquidity on the performance of Russian banks (2008-17) to assess the efficiency of Russian banks in liquidity management to determine whether liquidity risk is reasonably priced. This study uses multiple regression analysis and DEA analysis...
Persistent link: https://www.econbiz.de/10012824039
The purpose of this study is to explore the influence of bank capital, bank liquidity level and credit risk on the … USA banking industry. The findings show that bank capital and credit risk influence profitability in Asian developed … is similar for large, small and medium-size banks. The results of this paper indicate that liquidity and bank capital …
Persistent link: https://www.econbiz.de/10012023980
Persistent link: https://www.econbiz.de/10011992380
Persistent link: https://www.econbiz.de/10012238997