Search Results - subject_exact:"Asset-liability management"

From risk to returns : an analysis of asset quality, financial ratios, and market valuation in Indian banks

Rosario, Shireen; Mavuri, Sudha - 2026

This study investigates the interplay between asset quality, financial ratios, and market valuation in Indian commercial banks over a twelve-year period (2014-2025). Using a hybrid approach combining Structural Equation Modeling, correlation analysis, and trend evaluation, the research examines...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611330

Complementarities between loan sales and standby letters of credit : a theoretical model

Gargalas, Vassilios N.; Corzo, Mario G. - 2026

In their traditional function, commercial banks engage in recourse loan sales while evaluating clients' creditworthiness and assuming risk. However, banks face regulatory constraints that prevent them from fully exploiting this activity. Loan sales with recourse are treated as deposits, and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639896

Drivers of net interest margin in Ethiopia's banking sector

Muhammed, Seid; Mwirigi, Douglas; Emese, Prihoda - 2026

This study examines the drivers of net interest margin (NIM) in developing economies, with a particular emphasis on Ethiopian commercial banks. It adopts an explanatory research design, analyzing quantitative data from the audited financial statements of 13 banks over 13 years (2012-2024),...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643084

Differentiated deleveraging : how do banks respond to capital ratios and capital requirements?

Bun, Maurice J. G.; Cuijpers, Eric - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015652048

The impact of ESG performance on non-performing loans, capital adequacy, liquidity risk, and net balance sheet position in banks

Ciğer, Ayşegül; Yetiz, Filiz; Kınay, Bülent - 2026

This study examines the relationship between banks' ESG performance and core risk and balance sheet indicators in the Turkish banking sector. Using an unbalanced panel of eight banks listed on Borsa Istanbul over the period 2008-2023, we estimate bank fixed-effects models with one-year-lagged...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015652115

Central bank reserves and banks' portfolio rebalancing in the euro area

Lampousis, Athanasios; Migiakis, Petros - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015665282

How do credit unions adjust their capital ratios? : evidence from Brazil

Zancan, Flávia; Moraes, Marcelo Botelho da Costa - 2026

The purpose of this paper is to analyze the speed at which credit unions adjust their capital ratios.The systemic Generalized Method of Moments (GMM-Sys) was applied to 704 Brazilian individual credit unions from 2014 to 2022, with a total of 5,864 observations.The results indicate that the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015644821

Quantitative easing and government debt sustainability

Li, Wenhao; Merkel, Sebastian - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015676113

CBDCs, regulated stablecoins and tokenized traditional assets under the Basel Committee rules on cryptoassets

Wong, Michael C. S.; Yousaf, Imran - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015202588

Capital ratios and the Weighted Average Cost of Capital : evidence from Chilean banks

Cifuentes, Rodrigo; Gómez, Tomás; Jara R., Alejandro - 2025

This paper finds that an additional percentage point in the ratio of Common Equity Tier 1 (CET1) capital to risk-weighted assets is associated with an increase in the Weighted Average Cost of Capital (WACC) of Chilean banks by a maximum of only 11.7 basis points. This result is found by...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358020

An integrated risk management methodology for deposits and loans

Hackworth, Gregory R.; Tian, Weidong; Vandenberg, Michael R. - 2025

This paper presents an integrated risk management methodology for measuring and managing the economics, risks, and financial resources/constraints related to deposits and loans in a commercial bank. Within a comprehensive and integrated framework, we develop valuation and risk models for all...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358910

The impact of capital requirements on bank capital

2025

This paper presents the first causal evidence on how banks adjust their voluntary capital buffers (the capital headroom above the required level) in response to changes in capital requirements. Using granular euro area data and exploiting the threshold-based assignment of Other Systemically...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015465362

Underwater : strategic trading and risk management in bank securities portfolios

Fuster, Andreas; Paligorova, Teodora; Vickery, James - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015610858

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Underwater : strategic trading and risk management in bank securities portfolios

Fuster, Andreas; Paligorova, Teodora; Vickery, James - 2025

Book / Working Paper

Central bank capital adequacy : the simple analytics and complex politics

Buiter, Willem H. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015449002

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Central bank capital adequacy : the simple analytics and complex politics

Buiter, Willem H. - 2024

Book / Working Paper

An asset-liability management approach to the Federal Reserve balance sheet

De Vere, Hugo; Ramaswamy, Srini; Schulhofer-Wohl, Sam - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437442

Risk assessment for synthetic GICs : a quantitative framework for asset-liability management

Alimoradian, Behzad; Jakubiak, Jeffrey; Loisel, Stéphane; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593666

Banks' liability structure and monetary policy transmission : evidence from a quasi-natural experiment in China

Liu, Guanchun; Liu, Hangjuan; He, Feng; Li, Youwei - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015555381

Loan amendments and capital structure

Espenlaub, Susanne; Khurshed, Arif; Neufeld, Anna - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015606371

The impact of capital requirements on bank capital

Abbondanza, Aurora; Albertazzi, Ugo; Marques, Aurea Ponte; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015573342

Do capital requirements and their international differences affect banks' profitability?

Buchholz, Manuel; Löffler, Axel; Sigel, Patrick - 2025

A key element of the Basel III reforms are stricter capital requirements, which have been im- plemented with varying degrees of stringency across jurisdictions. We examine the impact of these requirements on bank profitability in the US and Europe between 2019 and 2024. We find no evidence that...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015533301

How does subordinated debt affect the cost of capital for banks?

Yusifzada, Leyla - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015404520

The impact of asset-liability management on the profitability of listed commercial banks in Vietnam

Trang Nguyen Thi Thuy; Nguyen Thuy Duong; Binh, Pham Ngoc - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015101842

Lending decision, SACCO size and liquidity of farmers based deposit-taking SACCOs in Kenya

Gachenga, John Ndung'u; Kinyariro, Dickson Kamau; … - 2023

Kenyan farmers' Deposit-taking Savings and Credit Co- operatives (DT-SACCOs) have seen a drop in credit provision, from 9.6 % in 2022 to 5.2 % in 2023. Additionally, 52 % of these SACCOs have been declared illiquid due to imprudent lending practices. This has led to the closure or license...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014506655

Interdependence between assets and liabilities in the banking system : changes in the last two decades

Michelangeli, Valentina; Piersanti, Fabio Massimo - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014580470

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Interdependence between assets and liabilities in the banking system : changes in the last two decades

Michelangeli, Valentina; Piersanti, Fabio Massimo - 2023

Book / Working Paper

Off-balance sheet and bank behavior : does market power matter?

Widyatini, Ignatia Ryana - 2024

Purpose: This paper examines the significant effect of off-balance sheets (OBS) on earnings management in the banking industry in Indonesia. Furthermore, this study also examines the role of market power as a moderating variable that moderates the relationship between off-balance sheet...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015054063

Optimal capital adequacy ratios for banks

Andersen, Henrik; Juelsrud, Ragnar Enger - 2024

In this paper, we analyse the appropriate capital adequacy ratio for banks from a socio-economic perspective. More equity capital in banks can contribute to financial stability by reducing the risk of costly banking crises, but lending may become more expensive if banks are required finance...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015055118

Optimal design of contingent capital

Melin, Lionel; Panjwani, Ahyan - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015055945

The von Neumann-Morgenstern curve and bank capital adequacy penalties : an empirical analysis

Draper, Thomas; Cavagnetto, Stefano - 2024

The risk of lending money collected from savers is that it leaves banks liable to default with depositors if events (and hence repayment demands) become "abnormal". Even though international and national regulation has been introduced to ensure that a certain level of capital is retained by...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014636041

Matching for risk-taking : overconfident bankers and government-protected banks

Haufler, Andreas; Kassner, Bernhard - 2024

We set up a simple theoretical model in which banks with varying degrees of government support are matched with CEOs that have different degrees of overconfidence. The channel through which the matching occurs is the share of bonus payments offered by banks in their profit-maximizing contracts....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015065269

Bank capital and monetary policy transmission : analyzing the central bank's dilemma in the indian context

Sengupta, Rajeswari; Vardhan, Harsh; Verma, Akhilesh - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015078026

Business models of Ukrainian banks : the impact of the revolution of dignity, the COVID-19 pandemic, and Russia's military aggression

Kravchuk, Igor - 2024

The purpose of the article is to identify key banking activity models in Ukraine and show how they changed under the influence of the Revolution of Dignity, the COVID-19 pandemic, and the imposition of martial law. The proposed method uses cluster analysis of the main indicators for banking...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014529567

Leverage ratio, risk-based capital requirements, and risk-taking in the United Kingdom

Fatouh, Mahmoud; Giansante, Simone; Ongena, Steven - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014468733

Do board characteristics moderate capital adequacy regulation and bank risk-taking nexus in Sub-Saharan Africa?

Asiamah, Sampson; Appiah, Kingsely Opoku; Badu, … - 2024

Purpose - The purpose of this paper is to examine whether board characteristics moderate the relationship between capital adequacy regulation and bank risk-taking of universal banks in Sub-Saharan Africa (SSA). Design/methodology/approach The paper uses 700 bank-year observations of universal...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014497087

Investor attention to bank risk during the spring 2023 bank run

Fischl-Lanzoni, Natalia; Hiti, Martin; Kaplan, Nathan; … - 2024

We examine how investors' perception of bank balance sheet risk evolved before and during the March-April 2023 bank run. To do so, we estimate the covariance ("beta") of bank excess stock returns with returns on factors constructed from long-short portfolios sorted on shares of uninsured...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014519046

The effects of stress testing on US banks' off-balance sheet activities

Calice, Giovanni; Savoia, Francesco - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015136022

Impacts of population aging on bank loan portfolios : evidence from China

Li, Zeguang; Huang, Yuanbiao; Hou, Keqiang - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015137774

Bank liability structure and corporate employment : evidence from a quasi-natural experiment in China

Chen, Xiaoxiong; Mu, Jinghao; Liu, Guanchun; Liu, Yuanyuan - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015147876

Optimal investment for asset-liability management with delay and partial information under Ornstein-Uhlenbeck process

Chen, Dengsheng; Yang, Wensheng; Wang, Chengben - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015095152

Deposit competition and effectiveness of bank capital requirements

Han, Ruoning; Muyeed, Ahadul Kabir - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015133603

Interest rates, profitability and risk : evidence from local Italian banks over the years 2006-2018

Cocozza, Rosa; Curcio, Domenico; Gianfrancesco, Igor; … - 2024

This paper studies the determinants of net interest margin and of the exposure to the interest rate risk of a sample of 125 local Italian banks during the period 2006-2018. Relative to prior literature, to take advantage of the unprecedented interest rate environment determined by European...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371419