Search Results - "JEL: G - Financial Economics/G.G2 - Financial Institutions and Services/G.G2.G21 - Banks • Depository Institutions • Micro Finance Institutions • Mortgages"

Journal Article

The Sovereign-Bank Diabolic Loop and ESBies

by Markus K. Brunnermeier Luis Garicano Philip R. Lane Marco Pagano Ricardo Reis Tano Santos David Thesmar Stijn Van Nieuwerburgh Dimitri Vayanos Published in The American economic review (01.05.2016)

“...We propose a simple model of the sovereign-bank diabolic loop, and establish four results. First, the diabolic loop can be avoided by restricting banks'...”

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Journal Article

Bank income structure and risk: An empirical analysis of European banks

by Lepetit, Laetitia Nys, Emmanuelle Rous, Philippe Tarazi, Amine Published in Journal of banking & finance (2008)

“...The purpose of this paper is to investigate the relationship between bank risk and product diversification in the changing structure of the European banking...”

Journal Article

Risk-Based Capital Requirements for Banks and International Trade

by Banu Demir Tomasz K. Michalski Evren Ors Published in The Review of financial studies (01.11.2017)

“...We test the trade finance channel of exports by controlling for the bank credit channel. Using Turkey’s July 2012 adoption of Basel II as a quasi-natural...”

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Journal Article

Credit Supply and the Price of Housing

by Giovanni Favara Jean Imbs Published in The American economic review (01.03.2015)

“...An exogenous expansion in mortgage credit has significant effects on house prices. This finding is established using US branching deregulations between 1994...”

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Journal Article

Risk in Islamic banking

by Abedifar, Pejman Molyneux, Philip Tarazi, Amine Published in Review of Finance (01.11.2013)

“...This article investigates risk and stability features of Islamic banking using a sample of 553 banks from 24 countries between 1999 and 2009. Small Islamic...”

Journal Article

Measurement of the displaced commercial risk in Islamic Banks

by Toumi, Kaouther Viviani, Jean-Laurent Chayeh, Zeinab Published in The Quarterly review of economics and finance (01.11.2019)

“...•We identify the displaced commercial risk DCR exposure of Islamic banks.•We identify the scenarios of displaced commercial risk to compute the DCR Profits and...”

Journal Article

Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks

by Distinguin, Isabelle Roulet, Caroline Tarazi, Amine Published in Journal of banking & finance (01.09.2013)

“...•Relationship between bank regulatory capital and liquidity.•We focus on European and US publicly traded commercial banks.•Banks decrease their capital under...”

Journal Article

Finance-growth nexus and dual-banking systems: Relative importance of Islamic banks

by Abedifar, Pejman Hasan, Iftekhar Tarazi, Amine Published in Journal of economic behavior & organization (01.12.2016)

“...•Correlates the Islamic banks’ share with the overall financial intermediation.•Investigates on the extent of overall economic welfare.•Reports Islamic banks...”

Journal Article

Ownership structure and risk in publicly held and privately owned banks

by Barry, Thierno Amadou Lepetit, Laetitia Tarazi, Amine Published in Journal of banking & finance (2011)

“...Using detailed ownership data for a sample of European commercial banks, we analyze the link between ownership structure and risk in both privately owned and...”

Journal Article

Shadow Banking and Bank Capital Regulation

by Guillaume Plantin Published in The Review of financial studies (01.01.2015)

“...Banks are subject to capital requirements because their privately optimal leverage is higher than the socially optimal one. This is in turn because banks fail...”

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Journal Article

Bank value and geographic diversification: regional vs global

by Yildirim, Canan Efthyvoulou, Georgios Published in Journal of financial stability (01.06.2018)

“...This paper analyzes the impact of geographic diversification on bank value by employing a data set comprising the largest banks across the world, originating...”

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Journal Article

(Interstate) Banking and (interstate) trade: Does real integration follow financial integration?

by Michalski, Tomasz Ors, Evren Published in Journal of financial economics (01.04.2012)

“...We conjecture that banks present in two regions charge the appropriate risk premiums for trade-related projects between these markets, whereas higher rates are...”

Journal Article

Bank income smoothing, ownership concentration and the regulatory environment

by Bouvatier, Vincent Lepetit, Laetitia Strobel, Frank Published in Journal of banking & finance (01.04.2014)

“...•Examine whether use of LLP to smooth bank income is influenced by ownership concentration & regulatory environment.•Evidence that European commercial banks...”

Journal Article

Do creditor rights and information sharing affect the performance of foreign banks?

by Kalyvas, Antonios Nikolaos Mamatzakis, Emmanuel Published in Journal of international financial markets, institutions & money (01.09.2017)

“...•We examine the profit efficiency determinants of foreign vs domestic banks.•Creditor rights exert a positive effect on efficiency.•Information sharing exerts...”

Journal Article

Do banks overstate their Value-at-Risk?

by Pérignon, Christophe Deng, Zi Yin Wang, Zhi Jun Published in Journal of banking & finance (01.05.2008)

“...This paper is the first empirical study of banks’ risk management systems based on non-anonymous daily Value-at-Risk (VaR) and profit-and-loss data. Using...”

Journal Article

Product diversification and bank performance: Does ownership structure matter?

by Saghi-Zedek, Nadia Published in Journal of banking & finance (01.10.2016)

“...Using detailed data on control chains of 710 European commercial banks, we test whether the presence of some categories of controlling shareholders affects...”

Journal Article

Vive la Différence: Social Banks and Reciprocity in the Credit Market

by Simon Cornée Ariane Szafarz Published in Journal of business ethics (01.12.2014)

“...Social banks are financial intermediaries paying attention to non-economic (i.e., social, ethical, and environmental) criteria. To investigate the behavior of...”

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Journal Article

The expansion of services in European banking: Implications for loan pricing and interest margins

by Lepetit, Laetitia Nys, Emmanuelle Rous, Philippe Tarazi, Amine Published in Journal of banking & finance (2008)

“...Our study of 602 European banks over 1996–2002 investigates how the banks’ expansion into fee-based services has affected their interest margins and loan...”

Journal Article

The End of Bank Secrecy? An Evaluation of the G20 Tax Haven Crackdown

by Niels Johannesen Gabriel Zucman Published in American economic journal. Economic policy (01.02.2014)

“...During the financial crisis, G20 countries compelled tax havens to sign bilateral treaties providing for exchange of bank information. Policymakers have...”

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Publication

Multinational banks and supranational supervision

by Calzolari, Giacomo Colliard, Jean-Edouard Lóránth, Gyongyi Published in The Review of financial studies (2019)

“...Abstract Supervision of multinational banks (MNBs) by national supervisors suffers from coordination failures. We show that supranational supervision solves...”

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