Results 81 to 90 of about 687 (201)

Does macroprudential policy alleviate the adverse impact of COVID-19 on the resilience of banks? [PDF]

J Bank Financ, 2023
Igan D, Mirzaei A, Moore T.
europepmc   +1 more source

Climate‐Neutrality Transition and Banks' Loan Pricing

Journal of Financial Research, EarlyView.
Abstract In this paper, we propose a novel methodology to quantify firms' climate‐change transition risk (CCTR) and its implications for credit markets. We utilize the regulatory framework of the European Green Deal's 2050 carbon neutrality roadmap, focusing on large Eurozone firms and their banking relationships.
Evangelos Salachas, Maria‐Eleni K. Agoraki, Georgios P. Kouretas   +2 more
wiley   +1 more source

Global Factors in Noncore Bank Funding and Exchange Rate Flexibility

Journal of Money, Credit and Banking, EarlyView.
Abstract We show that fluctuations in the ratio of noncore to core funding in the banking systems of advanced economies are largely driven by three global factors of both real and financial natures, with country‐specific factors playing only a minor role. Exchange rate flexibility helps insulate the noncore to core ratio from such global factors.
LUÍS A.V. CATÃO, JAN DITZEN, DANIEL MARCEL TE KAAT   +2 more
wiley   +1 more source

Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. [PDF]

Int Econ Econ Policy, 2022
Agénor PR, Pereira da Silva LA.
europepmc   +1 more source

The Biodiversity‐Finance Nexus: A Systematic Review of Nature‐Related Risks in Financial Institutions

Journal of Economic Surveys, EarlyView.
ABSTRACT Nature and biodiversity loss have recently gained prominence as a critical dimension of environmental risk for the financial sector. Unlike climate change, integrating biodiversity considerations into financial decision‐making is far more intricate and methodologically heterogeneous.
Carlo Confalonieri, Danilo Abis, Niccolò Nirino, Patrizia Pia   +3 more
wiley   +1 more source

The Moderating Effect of Macroprudential Policies on the Relationship Between the Effectiveness of the Board of Directors in Shaping the Bank's Risk-Taking Behavior

Almana: Jurnal Manajemen dan Bisnis
Macroeconomic instability in 2020 caused by COVID-19 can affect the stability of the country's financial system and trigger risks to banking performance.
Putri Fariska, Alia Khaerunisa
doaj   +1 more source

Testing Distributional Granger Causality With Entropic Optimal Transport

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

Financial Development and Banking Risk: International Evidence for the Role of Financial Institutions and Markets

The Manchester School, EarlyView.
ABSTRACT This study investigates the effects of financial development on banking risk using a panel of 125 countries (2000–2019), of which 92 are developing economies. However, financial development consists of advances in both financial institutions and financial markets, which may have distinct effects on banking risk.
Gabriel Caldas Montes, Vitor Manuel Araújo da Fonseca   +1 more
wiley   +1 more source

Economic Growth Vulnerability Across Euro Area Countries

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We analyse growth vulnerability in the four largest Euro Area (EA) economies, measured as a lower quantile of the growth distribution conditional on EA‐wide and country‐specific macroeconomic/financial factors. Growth densities are obtained under a normal activity scenario and under stressed conditions.
Claudio Lissona, Esther Ruiz
wiley   +1 more source