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On the preferences of CoCo bond buyers and sellers: a logistic regression analysis
Caporale, Guglielmo Maria; Kang, Woo-Young - 2019
account both bond and issuing bank’s characteristics, and also considers the role of country−specific CoCo bond market …−to−book ratio and total regulatory capital to risk−weighted asset ratio. Further, sizeable responses to CoCo bond and issuing bank …
Persistent link: https://www.econbiz.de/10012018242
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Loan Loss Provision: Some Empirical Evidence for Italian Banks
Caporale, Guglielmo Maria; Alessi, Matteo; Colli, Stefano Di - 2015
determinants of loan loss provision (LLP), which are classified as either discretionary (income smoothing, capital management …
Persistent link: https://www.econbiz.de/10010500417
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On the Preferences of CoCo Bond Buyers and Sellers
Caporale, Guglielmo Maria - 2020
financial regulations play a more important role than the buyers' desire to increase their income from this fixed−income …
Persistent link: https://www.econbiz.de/10012849808
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Identification of segments of European banks with a latent class frontier model
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2007
This paper analyses technical efficiency of European banks over the period 1996-2003 with unbalanced panel data techniques. A latent class frontier model is used which allows the identification of different segments in the production frontier. We find that there are three statistically...
Persistent link: https://www.econbiz.de/10010264221
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EU banks rating assignments: Is there heterogeneity between new and old member countries?
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2010
We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … expenses to operating income variables across countries. Typically ratings are more responsive to the former and less sensitive …
Persistent link: https://www.econbiz.de/10010270550