Results 1 to 10 of about 890 (116)

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

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

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

Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors

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

The Role of Financial Forecasting in the Formation of Optimal Loan Portfolios of Ukrainian Banks [PDF]

Облік і фінанси
The variability of social, economic and military factors over time reduces the efficiency of the banking institution. In this regard, managing the bank's loan portfolio, as the primary source of bank profits, should be carried out using progressive ...
Kostiantyn Zatvornytskyi
doaj   +1 more source

DETERMINANTS OF THE NON-PERFORMING LOAN RATIO IN THE BANKING SECTORS OF CENTRAL AND EASTERN EUROPE COUNTRIES

Фінансово-кредитна діяльність: проблеми теорії та практики, 2021
In the last decade, the quality of loan portfolios has deteriorated significantly in most countries around the world. This is result of the financial crisis, that hit the global economy in 2007—2009.
K. Kil, R. Ciukaj, O. Druhov, N. Gritsenko   +3 more
doaj   +1 more source

COMPLEMENTARITIES BETWEEN LOAN SALES AND STANDBY LETTERS OF CREDIT: A THEORETICAL MODEL [PDF]

Financial Studies
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.
Vassilios N. GARGALAS, Mario G. CORZO
doaj   +1 more source