Australian banks
The use of loan loss provisions for capital management, earnings management and signalling by Australian banks
... Australia, banks are regulated by the Australian Prudential Regulation Authority (APRA) established in ...the Australian financial ...the Australian financial system was organized around ...
52
Trends in the Funding and Lending Behaviour of Australian Banks
... reflects their focus on lending to the household sector, rather than lending to the business sector, and the generally small scale of their investment banking activities. Davis (2011) notes that residential loans made up ...
49
Australian banks performance during the global financial crisis: an analysis on the efficiency and productivity
... the Australian banks have been performed fairly well over the studied ...the banks is 26 percent. Under this approach, the banks have exhibited considerably low average efficiency during the ...
144
The Fluctuating Default Risk of Australian Banks
... of Australian banks, which remained unchanged (static) during the GFC have an associated probability of default (PD) of ...by banks for measuring default probabilities and credit VaR, including of ...
47
Customers and Markets: Both are Essential to Credit-Risk Measurement in Australian Banks
... by Australian banks? These banks are generally considered to have performed much better during the GFC than their global counterparts: the sector showed continued profitability and adequate ...
21
Do exchange rates affect the stock performance of Australian Banks?
... of banks by looking at the four major Australian banks, each of which has significant operations outside ...the Australian dollar relative to the currencies applying to the main countries into ...
24
Australian Banks. Double-Tap Down-Under?
... The average of the Majors outperformed the market this week. The majors were down -2.5% vs. S&P ASX 200 -2.8%. Weekly share price performance: CBA - 0.9%, NAB -2.6%, WBC -3.0%, BEN -3.4%, ANZ -3.7% and BOQ -9.1% ...
9
An evaluation of the effectiveness of Value at Risk (VaR) models for Australian banks under Basel III
... Table 2 provides the results of the analysis of a 99% 1 year VaR parametric model. It shows that the losses are occurring about 1.78 of every 100 days for these large commercial Australian banks. This ...
30
Evaluating Corporate Social Responsibility (CSR) in the Australian Banking Industry: Do Australian Banks Toe the Triple Bottom Line?
... note, Australian FIs are recognizing the need to move beyond a blinkered shareholder approach to a more broadly based stakeholder approach, with Bendigo Bank providing the best stakeholder focused report and a ...
18
Peas in a pod: Canadian and Australian banks before and during a Global Financial Crisis
... This paper finds that bank risk was significantly similar for Australian and Canadian Banks during the GFC period. This includes an assessment of impaired assets, Value at Risk (VaR) and Distance to Default ...
12
The Economy-wide Impacts of a Rise in the Capital Adequacy Ratios of Australian Banks
... for banks, and argue that the significance of this for regulators is that a mandated rise in bank capital might, by lowering bank risk, raise rather than lower the required return on bank equity, thus causing the ...
22
Systemic Risk and Productivity of the Major Australian Banks
... large banks with cross-jurisdictional operations. Large banks normally function in an inter-connected global financial ...troubled banks reduce lending, the bank clients invest less in their ...
12
Contagion risk for Australian authorised deposit-taking institutions
... for Australian banks arising from spill-over from international banks, particularly those in the US and ...of Australian deposit-taking institutions be affected when banks in these ...
30
CVaR and Credit Risk Measurement
... to Banks to ensure that there is not an overconcentration of credit risk in any ...provides Australian Banks with important insights into extreme sectoral credit risk leading up to and during the ...
7
The Australian OTC Derivatives Market and Reform in Australia
... of banks’ current business models (see figure ...Clearing banks could profit from transforming client collateral into CCP-eligible cash and securities, provided they successfully navigate the wider ...
12
Prudential regulatory risk governance of IT multi-sourcing strategies within the Australian banking sector
... four’ Australian banks as part of their modernisation ...two banks and governing bodies relied on reports made available in the public ...the banks, public auditors or government ...
10
A History of Last-resort Lending and Other Support for Troubled Financial Institutions in Australia
... troubled banks, and declaring bank-issued securities to be legal ...the Australian banking crisis of the 1890s was among the most severe anywhere in the world during the nineteenth century, since then the ...
89
NAB s Response to the Financial System Inquiry s Interim Report
... the Australian securitisation regulatory framework going forward (currently under review) in a way that would make synthetic balance sheet CLOs a viable alternative for the Australian ...
37
The Relationship between Risk Return Trade Off and Productive Efficiency: Evidence from Malaysia Banking Sector
... Oliviera and Tabak (2005) by employing market data as input and output variables to individual banks stocks that are listed on the Kuala Lumpur Stock Exchange (KLSE). By doing this, we intend to broaden the scope ...
6
Recent Developments in Banks' Funding Costs and Lending Rates
... by Australian entities during late 2008 and early 2009 was purchased by the Australian Office of Financial Management (AOFM) under a Government plan to support securitisation and so smaller housing ...of ...
10