The banks’ response to their changes in leverage ratios is examined and evaluated in this paper. This reaction can be interpreted as if the coefficient of total debts to equity (lev1) and total assets to equity (lev2) are positive as anticipated in the banking network of Iran. The paper uses data from 31 Iranian banks’ annual databases during the course of 2006-13 in order to estimate an empiri...

This thesis studies the Chinese banks’ credit risk assessment using the Post Keynesian approach. We argue that bank loans are the major financial sources in emerging economies and it is uncertainty, an unquantifiable risk, rather than asymmetric information about quantifiable risk, as held by the mainstream approach, which is most important for the risk attached to credit loans, and this uncert...

Historical shocks (Lehman Brothers bankruptcy (15 September 2008), the FED?s tapering decision (18 December 2013), CBRT?s interest rate (28 January 2013)) had significant impact on global and domestic financial markets, especially nonperforming loans (NPLs). In this context, main aim of study is to analyze how volatility changes in exchange rates triggered by these historical affect consumer in...

Cross-border bank positions in Asia and the Pacific remain highly concentrated to few counterparties, exposing region financial risks policy spillovers. Consequently, assessing determinants impacts of region’s cross-border banking concentration is relevant design appropriate policies for promoting development safeguarding stability. To this end, we construct measures 47 economies from 2000 2019...

Abstract Within the framework of banking efficiency analysis, we propose a methodology for computing unobservable shadow prices nonperforming loans ( NPL ). Our approach is to include as an undesirable output variable in distance function stochastic frontier analysis. We conduct panel study US and European banks during most recent financial crisis by adopting semi-nonparametric Fourier specific...

The current study aims to analyze the role of credit risk management in performance commercial banks Erbil. There is a high danger insolvency and financial troubles for because this method loan origination. As shown by levels nonperforming loans, KRG banking system's Commercial Bank Supervision Report found that most failed due poor management. Due level non-performing profitability bank was da...

Financial statements of nineteen mature banks have been patronized to examine the impact of macroeconomic indicators and bank-specific determinants on the NPLs ratio through Quantile and Panel Data regression approaches. The impact of macroeconomic indicators on credit risk is statistically estimated for banking network via two directions. First, different quantiles are econometrically calculat...

The evidence of the recent years in the banking network of Iran indicates the increasing trend of nonperforming loans each year; thus, the main objective of the current study is to examine the impact of bank specific factors, esp. capital adequacy ratio on the NPLs. Six years dynamic panel data (2007-2012) of 19 banks are applied to scrutinize the relationship between capital adequacy ratio as ...