The impact of banking risk on regional development banks in Indonesia

H Karamoy, JE Tulung - Banks and Bank Systems, 2020 - papers.ssrn.com
Financial performance of a bank represents its financial condition for a certain period of time,
either in relation to fund raising or fund allocation, which is usually observed for several …

The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks

S Neri, S Siviero - Credit and Capital Markets–Kredit …, 2018 - elibrary.duncker-humblot.com
This paper examines the challenges faced by the European Central Bank since the outbreak
of the global financial crisis. From 2008 to 2014, the need to preserve the correct functioning …

The single supervision mechanism and contagion between bank and sovereign risk

M Cantero Sáiz, S Sanfilippo Azofra… - Journal of Regulatory …, 2019 - Springer
The objective of this article is to analyse how the Single Supervision Mechanism (SSM), the
first pillar of the European Banking Union, affects contagion between bank and sovereign …

[PDF][PDF] 地方政府债务扩张与银行风险承担: 理论模拟与经验证据

李双建, 田国强 - 经济研究, 2022 - people.tamu.edu
内容提要: 近年来, 地方政府债务高企已然成为威胁中国金融稳定的“灰犀牛”,
切断地方政府债务扩张演化为金融风险的传导途径, 是防范化解系统性金融风险的重中之重 …

The sovereign-bank nexus in the face of the COVID-19 pandemic outbreak—Evidence from EU member states

IA Boitan, K Marchewka-Bartkowiak - Risks, 2021 - mdpi.com
The major focus of this paper is on the sovereign–banks relationship following the COVID-
19 pandemic crisis outbreak, with a view to gaining an insight into banks' exposure to the …

Risky bank guarantees

T Mäkinen, L Sarno, G Zinna - Journal of Financial Economics, 2020 - Elsevier
Applying standard portfolio-sort techniques to bank asset returns for 15 countries from 2004
to 2018, we uncover a risk premium associated with implicit government guarantees. This …

The relationship between credit ratings and asset liquidity: Evidence from Western European banks

JM Meriläinen, J Junttila - Journal of International Money and Finance, 2020 - Elsevier
This study examines the role of asset liquidity in Western European banks' credit rating
downgrades and upgrades over the 2005–2017 period. The results suggest that changes in …

Sovereign risk and the bank lending channel: differences across countries and the effects of the financial crisis

M Cantero‐Saiz, S Sanfilippo‐Azofra… - Journal of Money …, 2022 - Wiley Online Library
This article analyses how sovereign risk affects the bank lending channel of monetary policy,
and tests whether these effects differed before, during, and after the onset of the financial …

The long-run impact of sovereign yields on corporate yields in emerging markets

D Li, NE Magud, A Werner - Journal of International Money and Finance, 2023 - Elsevier
We analyze the long-run impact of sovereign yields on corporate yields of the same country,
finding that, for emerging markets, the average pass-through is around one. The pass …

Model of assessing the overdue debts in a commercial bank using neuro-fuzzy technologies

D Kovalenko, O Afanasieva, N Zabuta, T Boiko… - Journal of Risk and …, 2021 - mdpi.com
This article considers the problems of overdue credit debt and the creation of effective
methods to manage problem debts in banks. The purpose of this paper is to study the …