Bank Risk
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Recent papers in Bank Risk
Consumer credit risk assessment involves the use of risk assessment tools to manage a borrower’s account from the time of pre-screening a potential application through to the management of the account during its life and possible... more
The international financial crisis manifests itself in Ireland not only as a crisis of the banking system, but also as a major fiscal crisis, aggravated by years of soft revenue policy and a housing bubble that has burst spectacularly.... more
This Handbook explores some basic principles of banking supervision. First of all, it addresses the general question of why banks need to be supervised, and sets out the basic aims of supervision. It then examines the nature of banking... more
The papers in the present SUERF Study is a selection of the papers presented at a SUERF Workshop and Special OeNB East Jour Fixe held at Oesterreichische Nationalbank in Vienna on 23 January 2009. In his opening remarks (chapter 2), Ewald... more
In this paper, we seek empirical evidence for the costs of information monopolies in the syndicated loan market using a novel approach. Comparing borrowers with high and low switching costs, we find that undercapitalized banks charge... more
The papers in the present SUERF Study is a selection of the papers presented at a SUERF Workshop and Special OeNB East Jour Fixe held at Oesterreichische Nationalbank in Vienna on 23 January 2009. In his opening remarks (chapter 2), Ewald... more
The papers in the present SUERF Study is a selection of the papers presented at a SUERF Workshop and Special OeNB East Jour Fixe held at Oesterreichische Nationalbank in Vienna on 23 January 2009. In his opening remarks (chapter 2), Ewald... more
This paper examines empirically the hypothesis that market discipline is effective in providing incentives for banks to limit their risk of default, by holding capital buffers against adverse outcomes in portfolio risk. We have... more
In this paper, we analyze the risk-taking behavior of banks in emerging economies in a context of international capital mobility. Our paper highlights a new channel through which depositors can exercise pressure to control risk taking.... more
We introduce a model analyzing how asymmetric information problems in a bank-loan market may evolve over the age of a borrowing firm. The model predicts a life-cycle pattern for banks’interest rate markup. Young firms pay a low or... more
The implementation of the Basle II agreement in the financial markets of world economies has been seen as a significant advance in relation to the model enforced under the first agreement (Basle I). It is generally understood that the new... more