Results 1 to 10 of about 902 (163)
Loan portfolio diversification and bank returns: Do business models and market power matter?
Cogent Economics and Finance, 2021 The paper examines how loan portfolio diversification drives bank returns, mainly focusing on the conditioning roles of business models and market power in this nexus.
Van Dan Dang
exaly +2 more sources
The process approach to the management of loan portfolios
Journal of Economic and Financial Sciences, 2009 Many factors impacted the credit risk environment in the past decade, the most significant of which were the Basel II Capital Accord requirements. Foremost in the financial industry’s focus was, and still is, the implementation of these requirements and ...
Pieter G. Vosloo, Paul Styger
doaj +3 more sources
Does sectoral loan portfolio composition matter for the monetary policy transmission?
Economic Journal of Emerging Markets, 2022 Purpose ─ The paper empirically explores the conditioning role of loan portfolio diversification in the monetary policy pass-through via the bank lending and risk-taking channels.
Van Dan Dang, Hoang Chung Nguyen
doaj +7 more sources
Lending Diversification and Interconnectedness of the Syndicated Loan Market
Frontiers in Physics, 2021 We investigate the effects of syndicated loan network centrality on bank performance. Syndicated loan network centrality measures the similarity and influence of the other banks within a given banks network.
Gabjin Oh, A-young Park, A-young Park
doaj +1 more source
Changes in the quality of bank loan portfolios in EU countries – with the particular case of Poland
Managerial Economics, 2023 As non-performing loans (NPLs) can cause monetary crises that may turn into financial crises affecting an entire economy, monitoring them is very important.
Aneta Kosztowniak
doaj +1 more source
Global Portfolio Credit Risk Management: The US Banks Post-Crisis Challenge
Mathematics, 2021 This paper addresses the problem of modeling credit risk for multi-product and global loan portfolios. The authors presented an improved version of the Basel Committee’s one-factor model for capital requirements calculation.
Pawel Siarka
doaj +1 more source
Risk Overhang and Loan Portfolio Decisions [PDF]
SSRN Electronic Journal, 2005 Despite operating under substantial regulatory constraints, we find that commercial banks manage their investments largely consistent with the predictions of portfolio choice models with capital market imperfections. Based on 1990-2002 data for small (assets less than $1 billion) U.S.
Robert DeYoung, Anne Gron, Andrew Winton
openaire +1 more source
Do Banks Diversify Loan Portfolios? A Tentative Answer Based on Individual Bank Loan Portfolios [PDF]
SSRN Electronic Journal, 2005 Theory of financial intermediation gives contradicting answers to the question whether banks should diversify or focus their loan portfolios. Our aim is to find out which of the two strategies is predominant in the German banking market. To this end we measure diversification for all German banks in the period from 1993 to 2002.
Kamp, Andreas +2 more
openaire +2 more sources
Znaczenie wymogów kapitałowych w sektorze bankowym
Studia i Materiały, 2022 The paper attempts to present the significance of capital requirements in the Polish banking sector, through the analysis of literature, financial reports and financial data in relation to bank risk.
Ilona Sobień
doaj +1 more source
Econometric Research in Finance, 2016 This research is the first attempt to calibrate default rates of loan portfolios using raw data on nonperforming loans and some additional information on the maturity structure of the loan portfolios.
Dobromił Serwa
doaj +1 more source