Relevant bibliographies by topics / Cash flows of the bank

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  2. Dissertations / Theses
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Academic literature on the topic 'Cash flows of the bank'

Author: Grafiati
Published: 28 May 2022
Last updated: 29 May 2022

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Journal articles on the topic "Cash flows of the bank"

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Karminsky, A., and E. Frolova. "Methods of Bank Valuation in the Age of Globalization." MGIMO Review of International Relations, no. 3(42) (June 28, 2015): 173–83. http://dx.doi.org/10.24833/2071-8160-2015-3-42-173-183.

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This paper reviews the theory ofvalue-based management at the commercial bank and the main valuation methods in the age of globalization. The paper identifies five main factors that significantly influence valuation models selection and building: funding, liquidity, risks, exogenous factors and the capital cushion. It is shown that valuation models can be classified depending on underlying cash flows. Particular attention is paid to models based on potentially available cash flows (Discounted cash flow-oriented approaches, DCF) and models based on residual income flows (Residual income-oriented approaches). In addition, we consider an alternative approach based on comparison with same sector banks (based on multiples). For bank valuation equity discounted сash flow method is recommended (Equity DCF). Equity DCF values equity value of a bank directly by discounting cash flows to equity at the cost of equity (Capital Asset Pricing Model, CAPM), rather than at the weighted average cost of capital (WACC). For the purposes of operational management residual income-oriented approaches are recommended for use, because they are better aligned with the process of internal planning and forecasting in banks. For strategic management residual income-oriented methods most useful when expected cash flows are negative throughout the forecast period. Discounted сash flow-oriented approaches are preferable when expected cash flows have positive values and needs for models using is motivated by supporting the investment decisions. Proposed classification can be developed in interests of bank management tasks in the midterm in the age of globalization.
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Alsharif, Bader M., Talal M. Bataineh, and Khaled M. Abo Aliqah. "Cash Flows and Earnings for Share in Islamic Banks: Jordanian Evidence." International Journal of Business and Management 15, no. 12 (2020): 15. http://dx.doi.org/10.5539/ijbm.v15n12p15.

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This study provides evidence on the effect of cash flows extracted from operating, investing, and financing activities attributed to the net profit, total assets or liabilities on the return per share for Jordan Islamic Bank, International Islamic Arab Bank, and Al-Rajhi Islamic Bank. The methodology is based on panel regression analyses of annual report data for Jordan listed Islamic Banks for the year from 2005 to 2019. The return on a stock plays an important role in investing and financing operations. Thus, the cash flows are weak in the short term and quickly increase in the long run. Results show a negative relationship between cash flow and return on a stock, except for cash flows from operating activities, which have a positive relationship with the return on a stock in the second and third models. The reason for this positive relationship is either the increase in operations from untapped money does not increase the size of assets or liabilities or the decrease in operations leads to an increase in profits and thus an increase in the return on the stock. This association indicates moderation in maintaining the amount of cash. Any risk facing the bank from withdrawals or financing operations is covered without affecting the size of the bank’s profits until the turnout by investors increases and the profit increases.
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Devjak, Srečko. "Modeling of Cash Flows from Nonperforming Loans in a Commercial Bank." Naše gospodarstvo/Our economy 64, no. 4 (2018): 3–9. http://dx.doi.org/10.2478/ngoe-2018-0018.

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AbstractThe purpose of this paper is to derive a model for calculation of maturities and volumes of repayments that a bank may expect from nonretail nonperforming loans (hereafter NPLs). Expected inflows from nonretail NPLs follow a probability distribution, defined by size and timing of historic repayments of NPLs. Empirical analysis has shown that probability distribution of expected inflows from nonretail NPLs considerably deviates from symmetric distribution and is asymmetric to the right. Accuracy of derived model depends upon available data in banks about NPLs by corporate sectors and recovery rates by time intervals. The model in this paper is in interest of any bank and in particular of banks with a higher fraction of NPLs in their loan portfolio. Contribution of this paper to the added value in the area of liquidity risk management in banks is high because the remaining literature does not deliver other models for the same purpose.
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Lebid, Olesia, and Oleksandr Veits. "Search for statistically approved criteria for identifying money laundering risk." Banks and Bank Systems 15, no. 4 (2020): 150–63. http://dx.doi.org/10.21511/bbs.15(4).2020.13.

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The paper focuses on the theoretical justification and theoretical foundations of using statistical criteria for identifying money laundering risk as a tool to prevent and counteract the legalization of bank clients’ proceeds. The hypothesis is that the coefficient of variation can be appropriately used as an identifier for money laundering risk. To prove this hypothesis, a special methodology was used: generalization, grouping, statistical analysis of time series, and correlation analysis – to identify and analyze the hidden signs of the customer income legalization in the financial activities of a bank; mathematical statistics and scaling – to determine the quantitative values of risk levels for the use of bank services for legalizing customer income. The analysis of financial activities of 32 Ukrainian banks aimed at identifying money-laundering risks showed that banks in which the National Bank of Ukraine revealed suspicious transactions with money-laundering features (16 operating banks) had much higher coefficients of variation in the volume of cash flows, in cash flows for on-demand accounts of economic entities, in cash flows of on-demand accounts for individuals, compared with banks in which violations of legislation in the field of financial monitoring were revealed (eight banks), and with banks where violations were not found (eight banks). This proves that sudden changes in customer transaction volume can be a sign of money laundering risk. AcknowledgmentState grant for fundamental scientific research “Risk-oriented approach in countering money laundering, terrorist financing and proliferation of weapons of mass destruction” (state registration number 0118U000058).
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Onikiienko, Serhii, Yevheniia Polishchuk, Alla Ivashchenko, Anna Kornyliuk, and Nazar Demchyshak. "Prior credit assessment of long-term SME projects with non-standard cash flows." Banks and Bank Systems 16, no. 2 (2021): 148–58. http://dx.doi.org/10.21511/bbs.16(2).2021.14.

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Over the past three decades, the relative bank loan demand has changed due to the arising small and medium-sized enterprises (SMEs). Therefore, banks in their operations face the problem of processing an ever-increasing number of loan applications. The aim of this paper is to develop an auxiliary approach to assessing the prior creditworthiness of long-term SME projects with nonstandard cash flows.This study reveals how the principles of value-based management can be incorporated into the process of borrower’s creditworthiness assessment to improve the process of screening loan applications. For this, the internal rate of return was used as a criterion for loan granting decision at the initial stage of loan underwriting.An algorithm for the preliminary evaluation of loan applications is proposed and is based on the principle of maximizing the shareholder value of banks. This algorithm helps to define the credit terms taking into consideration the distribution of positive cash flows throughout the project’s expected economic life, calculate the possible real effective interest rate concerning the borrower’s nonstandard cash flow schedule, make a rough analysis on the economic efficiency of lending and state the necessary criterion to initiate the procedure of loan underwriting for the projects with nonstandard cash flow schedules. The proposed estimation algorithm stemming from the IRR-approach for the cash flow analysis can also be initially used by a borrower as a tool for credit solvency self-testing via screening of periods with corresponding cash flows that can be used for loan servicing.
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Dodiya, Dr Bhavsinh M. "A Comparative Study on Cash Flow Statements of ICICI Bank and AXIS Bank." Indian Journal of Applied Research 4, no. 4 (2011): 66–68. http://dx.doi.org/10.15373/2249555x/apr2014/18.

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Ehalaiye, Dimu, Mark Tippett, and Tony van Zijl. "The impact of SFAS 157 on fair value accounting and future bank performance." International Journal of Accounting & Information Management 28, no. 4 (2020): 739–57. http://dx.doi.org/10.1108/ijaim-11-2019-0135.

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Purpose The purpose of this paper is to investigate whether levels-classified fair values of US banks based on SFAS 157: Fair Value Measurements, as recognised in the quarterly financial statements of the banks over the period from 2008 until 2015, have predictive value in relation to the banks’ future financial performance measured by operating cash flows and earnings over a three-quarter horizon period. In addition, we consider whether the global financial crisis (GFC) impacted the relationship between SFAS 157–based levels‐classified fair values and bank future financial performance. Design/methodology/approach We develop hypotheses connecting the net levels-classified bank fair values based on SFAS 157 with banks’ future financial performance. We test the hypotheses by estimating three-period quarters’ ahead forecasting models. We also use these models to test for the impact of the GFC on the relationship between the fair values and future financial performance. Findings Our findings suggest that the levels-classified net fair values based on SFAS 157 have predictive value in relation to future cash flows for banks. There is significant variation, across the levels, in the predictive value of levels-classified net fair values for future performance. Our findings indicate that the GFC has limited impact on the predictive value for cash flows, but the GFC had a significant adverse impact on earnings, and, with allowance for the effect of the GFC, the Level 2 net fair values have predictive value for the future earnings. Originality/value The study provides the first direct empirical evidence on the relationship between the SFAS 157 levels-classified quarterly bank fair values recognised in publicly available financial statements and banks’ future performance. Our results are consistent with the findings from earlier research (Ehalaiye et al., 2017) using annual data disclosed in the supplementary notes to the financial statements of US banks based on SFAS 107. The study, makes a significant contribution to the question of frequency of reporting and to the disclosure vs recognition debate. The study has implications for policy makers, regulators and accounting standards setters such as the Securities and Exchange Commission and the Financial Accounting Standards Board in evaluating the use of fair value measurement in financial reporting.
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BELTRAME, FEDERICO, STEFANO CASELLI, and DANIELE PREVITALI. "LEVERAGE, COST OF CAPITAL AND BANK VALUATION." Journal of Financial Management, Markets and Institutions 06, no. 01 (2018): 1850004. http://dx.doi.org/10.1142/s2591768418500046.

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In this paper, we present a model that demonstrates the effect of debt on cost of capital and value in the case of banking firms. Using a static partial equilibrium setting, both in a steady state and steady growth scenario, we derive a bank-specific valuation metric which separately attributes value to assets and debt cash flows in the form of a liquidity premium and tax-shield. We run our model on a sample of the largest 26 European banks from 2003 to 2016 finding that the value contribution of debt benefits to enterprise value is large and persistent. Further from our model, we derived an implied cost of capital (ICC) measure finding consistent results with capital asset pricing model (CAPM). The theoretical framework we present is helpful to address bank debt benefits valuation and to reconcile equity and asset side approaches.
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Abualrob, Laith Abdel Rahman, and Sanaa N. Maswadeh. "The Effect of Financial Ratios Derived From Operating Cash Flows on Jordanian Commercial Banks Earnings per Share." International Journal of Financial Research 11, no. 1 (2019): 394. http://dx.doi.org/10.5430/ijfr.v11n1p394.

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This study tries to investigate the effect of operating cash flows ratios, which are (operating cash flows attributed to net income, operating cash flows attributed to credit facilities, and operating cash flows attributed to deposits) on earnings per share. The study was applied on Jordanian commercial banks listed on the Amman Stock Exchange during the period (2013-2017), and multiple regression analysis was used to test the study hypotheses.The most important results revealed by the study were: the ratio of operating cash flows attributed to credit facilities is considered as the most important ratio derived from the cash flow statement helping in determining the earnings per share in Jordanian commercial banks. And there is a statistically significant effect of operating cash flows attributed to net income, operating cash flows attributed to credit facilities, and operating cash flows attributed to deposit on earnings per share in Jordanian commercial banks.
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Wali Ullah, Wali Ullah, and Shahzadah Nayyar Jehan. "Evolving Ownership and the Capital Structure Regime in Japan." Lahore Journal of Business 2, no. 1 (2013): 1–33. http://dx.doi.org/10.35536/ljb.2013.v2.i1.a1.

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This study is an attempt to investigate the implications of changes in ownership structure and control transfer in the Japanese corporate market—a trend attributed mainly to the government’s increasing liberalization policies during the 1990s. Our results show that firms characterized by more concentrated ownership are likely to prefer less debt as ownership concentration reduces the extent of agency costs between managers and shareholders and facilitates equity issues. The main bank system enables corporations to obtain funds easily through the debt market. Additionally, unwinding cross-shareholding between banks and corporations provides impetus for investment in relatively risky projects. The ownership pattern of private and foreign individuals is consistently associated with a shift from bank debt to equity financing. Moreover, managerial ownership reduces the risk of wasting free cash flows. Managers make fewer decisions that may have a negative effect on the firm’s value because the part of costs that they will absorb as shareholders increases as their share of capital rises. The results suggest that government ownership is associated with more pressure on management and enforces the efficient use of cash flows. Changes in ultimate ownership will likely lead to major asset and capital restructuring in the coming years.
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Dissertations / Theses on the topic "Cash flows of the bank"

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Polat, Cihat. "Cash flow management and forecasting of short term cash flows in a bank : issues in forecasting method selection." Thesis, Lancaster University, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.289044.

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Nunes, João Eduardo. "Equity research on BPI bank." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/10680.

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Mestrado em Finanças<br>Durante as últimas décadas, têm vindo a ser criados e desenvolvidos vários modelos de avaliação de empresas. Estes métodos de avaliação, alguns deles com um alto nível de complexidade técnica, têm por objectivo determinar com o melhor grau de precisão, o valor intrínseco de uma empresa. Geralmente, não há resposta certa para o problema da avaliação de empresas. Na minha opinião, o processo de avaliação está mais perto de uma arte do que uma ciência. Que suposições deveram ser feitas, e quais são os métodos mais adequados para seguir ainda continuam em debate, depois de todos esses anos. O objetivo desta dissertação é identificar caracterizando os principais métodos apresentados pela literatura, com o intuito de escolher os que são os mais utilizados, especificamente com o propósito de um equity research sobre empresas financeiras.<br>During the last decades, it has been created and developed several mechanisms models of business valuation. These evaluation methods, some of them with a high level of technical complexity, aim to determine with the greatest degree of precision, the intrinsic value of a company. Generally, there is no right answer to the problem of valuation of companies. In my opinion, the evaluation process is closer to an art than a science. Which assumptions should be made, and what are the most adequate methods to follow is still on debate, after all this years. The aim of this dissertation is to identify featuring the key methods presented by the literature, in order to peek which of those are the most used ones, specifically with the purpose of an equity research about financial companies.
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Пірог, Д. В. "Визначення грошових потоків у системі банківського менеджменту". Thesis, Українська академія банківської справи Національного банку України, 2009. http://essuir.sumdu.edu.ua/handle/123456789/61625.

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Bernal, Oscar. "Financial information flows and central bank interventions: the case of Japan." Doctoral thesis, Universite Libre de Bruxelles, 2007. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210599.

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La thèse comporte deux parties. Dans la première partie (Chapitres 1 et 2), un examen des déterminants des interventions officielles sur le marché des changes est proposée. Dans la second partie (Chapitres 3 et 4), c'est la problématique des interventions dites « secrètes » qui est étudiée. <p><p>Chapitre 1: « Talks, financial operations or both »<p><p>Ce chapitre propose une nouvelle approche aux fonctions de réaction permettant d’examiner, dans un même modèle, les déterminants des différents types d’interventions (les interventions effectives et les interventions orales). Le modèle permet de mieux comprendre les choix stratégiques des autorités (opérations financières ou simple politique de communication) et d’en évaluer le degré de substituabilité ou de complémentarité.<p><p>Chapitre 2 :« The institutional organization underlying interventions »<p><p>La structure institutionnelle sous-jacente au processus d’intervention (interactions entre le Ministère des finances et la banque centrale) est explicitement incorporée dans le modèle proposé dans ce chapitre. Cette approche permet d’évaluer, dans quelle mesure, le Ministère des finances (l’autorité responsable de la politique de change), en intervenant sur le marché, internalise les objectifs de la banque centrale(l’agent du Ministère pour l’implémentation des ordres d’intervention).<p><p>Chapitre 3 :« The secrecy puzzle »<p><p>Ce chapitre propose une évaluation empirique des différents arguments théoriques expliquant le recours aux interventions secrètes. Le travail repose sur l’examen économétrique d’une fonction de stratégie, dans laquelle, des déterminants relatifs à la décision d’intervenir secrètement d’une part et, d’autre part, des déterminants relatifs à la détection des interventions par le marché sont incorporés.<p><p>Chapitre 4 :« A unified approach to interventions »<p><p>Un modèle unique, permettant d’expliquer les trois étapes du processus d’intervention, est proposé dans ce chapitre. Ces trois étapes sont relatives (i) au choix d’intervenir, (ii) au choix d’intervenir de façon secrète et (iii) à la perception des interventions par le marché. Grâce à l’inclusion de déterminants spécifiques pour ces différentes étapes, cette approche multidimensionnelle permet d’appréhender leurs interrelations et, donc, de mieux comprendre les différents arbitrages réalisés par les autorités lorsqu’elles décident d’intervenir.<br>Doctorat en Sciences économiques et de gestion<br>info:eu-repo/semantics/nonPublished
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Глазун, В. С. "Модель оптимізації процесу реінвестування банку в стохастичному оточенні". Master's thesis, Українська академія банківської справи Національного банку України, 2012. http://essuir.sumdu.edu.ua/handle/123456789/49692.

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Предметом роботи є оптимізація процесу реінвестування банку в стохастичному оточенні. Об’єктом роботи виступають фінансові потоки банку, що використовуються у ході здійснення інвестиційної діяльності; Метою даної роботи є розробка моделі оптимізації процесу реінвестування для банку. За результатами дослідження реалізована модель оптимізації процесу реінвестування банку в стохастичному оточенні є адекватною та нормального реагує на зміну параметрів інвестиційного проекту. Одержані результати в ході дослідження можуть бути використанні банківською установою для мінімізації власних ризиків при здійсненні інвестиційної діяльності та максимізувати прибутки за рахунок проведення ре інвестиційної діяльності.<br>The subject of the work is to optimize the reinvestment process of the bank in the stochastic environment. The object of the work are the bank's cash flows used in investing activities during implementation. The aim of this work is to develop models for optimization reinvestment process of the bank. The study implemented model optimization reinvestment process of the bank in stochastic environment is adequate and proper responds to changes in the parameters of the project. The results obtained in the study can be used by banking institution to minimize their risks when making investment and maximize profits at the expense of reinvestment activities.
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Martinho, Paulo Manuel Tomaz. "Métodos de avaliação de bancos : aplicação a uma instituição financeira portuguesa." Master's thesis, Instituto Superior de Economia e Gestão, 2012. http://hdl.handle.net/10400.5/10396.

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Mestrado em Finanças<br>O setor bancário carateriza-se por possui um elevado grau de regulamentação, incerteza e risco. Devido a essas características os métodos de avaliação de empresas não financeiras têm de ser adaptados de forma a poderem ser utilizados numa avaliação bancária. Esta dissertação seleciona uma instituição bancaria portuguesa para demonstrar os métodos de avaliação existentes e aplica-los a uma instituição bancaria portuguesa. Dadas as cateterísticas do banco em análise, da economia e dos métodos utilizados, encontraram-se divergências entre os resultados obtidos pelos vários métodos. Os resultados obtidos são objeto de discussão.<br>The banking sector is characterized by a high degree of regulation, uncertainty and risk. Due to these characteristics the methods of assessment of non-financial companies have to be adapted in such a way that they can be used in an evaluation. This dissertation selects a Portuguese bank institution to demonstrate the existing assessment methods and applies them to a Portuguese bank institution. Given the Bank's analysis, the characteristics of the economy and the methods used, we found some differences between the results obtained by various methods. The results obtained are subject to discussion.
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Плужников, І. О. "Методи управління сукупним грошовим оборотом". Thesis, Українська академія банківської справи Національного банку України, 2004. http://essuir.sumdu.edu.ua/handle/123456789/60381.

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Основною метою застосування методів управління сукупним грошовим оборотом є встановлення контрольних цифр мінімальних і максимальних меж приросту грошової маси. З цією метою слід розроблювати і регулярно використовувати економіко-математичні моделі функцій попиту і пропозиції грошей, що дозволяє оцінити як нормативну оптимально необхідну на даному моменті ємність сукупного грошового обороту так і потенційну пропозицію грошей залежно від встановлених прогнозних показників.
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Долгальова, М. О. "Денежные потоки международных платежей в банковской системе Украины". Thesis, Українська академія банківської справи Національного банку України, 2008. http://essuir.sumdu.edu.ua/handle/123456789/60863.

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В процессах динамичного развития глобализации, растущей открытости и взаимозависимости национальных экономик, формирования нового типа международных финансовых отношений усиливается роль коммерческих банков в обслуживании денежных потоков международных платежей.
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Reither, Cheri L. (Cheri Lynn). "A Process Analysis of Lenders' Use of FAS 95 Cash Flow Information." Thesis, University of North Texas, 1994. https://digital.library.unt.edu/ark:/67531/metadc279390/.

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This study uses concurrent verbal protocol analysis to examine the decision processes of lenders as they evaluate the financial information of a loan applicant. Of specific interest is the lenders' use of Statement of Financial Accounting Standards Board No. 95 (FAS 95), Statement of Cash Flows, in that decision process.
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Silva, Walter Eclache da. "Empréstimos do BNDES e a restrição financeira das empresas brasileiras de capital aberto." Universidade de São Paulo, 2017. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-08012018-121909/.

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O papel dos Bancos de Desenvolvimento é amplamente discutido há décadas, cuja presença e atuação possui defensores e críticos. No Brasil, desde sua fundação em 1952, o Banco Nacional de Desenvolvimento Econômico e Social (BNDES) está no centro dessas discussões, pois é um dos 4 maiores Bancos de Desenvolvimento do mundo, desempenhando um importante papel na economia brasileira. Esta investigação focou empresas listadas na Bolsa de Valores de São Paulo (Bovespa) no período de 2002 a 2014, com ênfase na relação entre restrição financeira e contratação de empréstimos do BNDES. Para tanto, foi utilizado o modelo de Sensibilidade do Investimento ao Fluxo de Caixa por meio de regressão por efeitos fixos, aleatórios e dados agrupados em painel de dados estático desbalanceado. Outro aspecto deste estudo foi verificar as diferenças entre as empresas que contrataram e que não contrataram empréstimos do BNDES em períodos relacionados à crise financeira global de 2008, cuja análise foi desenvolvida pelo teste de Diferença-em-Diferenças. Os resultados evidenciaram que, na amostra geral, houve restrição financeira nos dois grupos de empresas, sendo que a restrição foi maior nas empresas que contrataram empréstimos do BNDES. Nesse grupo, as empresas que contrataram empréstimos diretamente pelo BNDES (forma de apoio Direta ou modalidade Não Automática) tiveram maior restrição financeira. As instituições financeiras que operaram com o BNDES (forma de apoio Indireta ou modalidade Automática) tiveram as menores restrições financeiras. Com respeito à crise financeira, o teste mostrou que o nível de investimento e a restrição financeira do grupo de tratamento tiveram diferenças significativas nos períodos pré-crise e a partir da crise, o que pode indicar uma influência do BNDES na atenuação dos efeitos da crise. O estudo conclui que as empresas que contrataram empréstimos do BNDES possuem maior restrição financeira do que aquelas que não contrataram empréstimo. Além disso, este estudo salienta que na crise financeira de 2008, a presença de recursos financeiros do BNDES nessas empresas contribuiu para diminuir a restrição financeira, enquanto que as empresas que não contrataram empréstimos tiveram maior restrição. Essas constatações confirmam o papel do banco de desenvolvimento atuando em empresas que mostraram maior necessidade de capital, assim como redutor de restrição financeira em momentos de crise.<br>The role of Development Banks has been widely discussed for decades, whose presence and performance have defenders and critics. Since its founding in 1952, the National Bank for Economic and Social Development (BNDES) has been in the center of these discussions as it is among the 4 largest development banks in the world, playing an important role in the Brazilian economy. This research focused on companies listed on the São Paulo Stock Exchange (Bovespa) from 2002 to 2014, with emphasis on the relationship between financial restraint and BNDES loan contracting. For this, the Cash Flow Sensitivity model was used through regression by means of fixed, random effects and grouped data in an unbalanced static data panel. Another aspect of this study was to verify the differences between the companies that hired and did not borrow from the BNDES in periods related to the 2008 global financial crisis, whose analysis was developed by the Difference-in-Differences test. The results showed that, in the general sample, there was a financial constraint in both groups of companies, and the restriction was greater in the companies that contracted BNDES loans. In this group, companies that borrowed directly from the BNDES (direct support or non-automatic mode) had greater financial constraints. The financial institutions that operated with the BNDES (Indirect support form or Automatic mode) had the lowest financial restrictions. In relation to the financial crisis, the test showed that the level of investment and the financial constraint of the treatment group had significant differences in the pre-crisis and crisis periods, which may indicate an influence of the BNDES in mitigating the effects of the crisis. This study concludes that the companies that contracted BNDES loans have greater financial constraints than those that did not take out a loan. In addition, the study points out that in the financial crisis of 2008, the presence of BNDES financial resources, in these companies, contributed to reduce the financial constraint, while the companies that did not contract loans were more restricted. These findings confirm the role of the development bank working in companies that showed greater need for capital, as well as reducing financial constraint in times of crisis.
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Books on the topic "Cash flows of the bank"

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Morgan, Donald P. Bank commitment relationships, cash flow constraints, and liquidity management. Federal Reserve Bank of New York, 2000.

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McGuire, Patrick M. Bank ties and bond market access: Evidence on investment-cash flow sensitivity in Japan. Bank for International Settlements, 2004.

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McGuire, Patrick M. Bank ties and bond market access: Evidence on investment-cash flow sensitivity in Japan. National Bureau of Economic Research, 2003.

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Srinivasan, R. The cost of debt and the risk-adjusted discount rate for owner cash-flows: Co-operatives vs. investor-owned firms. Indian Institute of Management Bangalore, 2007.

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Board, Financial Accounting Standards. Statement of cash flows. Financial Accounting Standards Board, 1987.

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Kenley, Russell. Financing construction: Cash flows and cash farming. Spon Press, 2003.

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Financing construction: Cash flows and cash farming. Spon Press, 2002.

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Purtill, John S. Business cash management: Maximizing your cash flows. American Institute of Certified Public Accounts, 1994.

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Lütolf-Carroll, Constance. From Innovation to Cash Flows. John Wiley & Sons, Inc., 2009. http://dx.doi.org/10.1002/9781118273166.

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Wrede, Nikolaus. Erklärungsgrößen künftiger operativer Cash Flows. Gabler, 2009. http://dx.doi.org/10.1007/978-3-8349-9505-6.

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Book chapters on the topic "Cash flows of the bank"

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Beltrame, Federico, and Daniele Previtali. "Measuring the Cash Flows of Banks: The FCFA Asset-Side Approach." In Valuing Banks. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-137-56142-8_4.

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Grundmann, Wolfgang. "Cash Flows." In Finanzmathematik mit MATLAB. Vieweg+Teubner Verlag, 2004. http://dx.doi.org/10.1007/978-3-322-80062-6_6.

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Viebig, Jan, and Thorsten Poddig. "Monte Carlo Free Cash Flow to the Firm (MC-FCFF) Models (Deutsche Bank/DWS)." In Equity Valuation. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119208754.part2.

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Williams, Jonathan. "Institutional Investment Flows and the Regions of the UK: a Case for a New Financial Infrastructure?" In Bank Strategies and Challenges in the New Europe. Palgrave Macmillan UK, 2001. http://dx.doi.org/10.1057/9780333992760_9.

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Nicholson, Margaret. "Bank Cash Books." In Accounting Skills. Macmillan Education UK, 1989. http://dx.doi.org/10.1007/978-1-349-10853-4_12.

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Fraser, W. D. "Estimating Cash Flows." In Cash-Flow Appraisal for Property Investment. Macmillan Education UK, 2004. http://dx.doi.org/10.1007/978-1-137-11652-9_6.

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Stewart, David W. "Estimating Cash Flows." In Palgrave Studies in Marketing, Organizations and Society. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-15565-0_4.

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Daellenbach, Hans G., and Donald C. McNickle. "Discounted cash flows." In Management Science. Macmillan Education UK, 2005. http://dx.doi.org/10.1007/978-0-230-80203-2_10.

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Lam, Miranda S., and Gina Vega. "Forecasting Cash Flows." In Entrepreneurial Finance. Routledge, 2020. http://dx.doi.org/10.4324/9780429325045-11.

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Daellenbach, Hans, Donald Mcnickle, and Shane Dye. "Discounted cash flows." In Management Science. Macmillan Education UK, 2012. http://dx.doi.org/10.1007/978-1-137-07512-3_10.

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Conference papers on the topic "Cash flows of the bank"

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Wang, Jie-sheng, Chen-xu Ning, and Wen-hua Cui. "Time series prediction of bank cash flow based on grey neural network algorithm." In 2015 International Conference on Estimation, Detection and Information Fusion (ICEDIF). IEEE, 2015. http://dx.doi.org/10.1109/icedif.2015.7280205.

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Chen-xu, Ning, and Wang Jie-sheng. "Auto regressive moving average (ARMA) prediction method of bank cash flow time series." In 2015 34th Chinese Control Conference (CCC). IEEE, 2015. http://dx.doi.org/10.1109/chicc.2015.7260405.

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Kawahara, Ryo, and Mikio Takeuchi. "Cash flow prediction of a bank deposit using scalable graph analysis and machine learning." In 2021 IEEE International Conference on Big Data (Big Data). IEEE, 2021. http://dx.doi.org/10.1109/bigdata52589.2021.9672081.

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Salomatina, S., I. Garskova, and T. Valetov. "The hierarchy of financial centers in the Russian Empire at the end of the nineteenth century: network and geoinformation analysis of interregional bank transfers." In Historical research in the context of data science: Information resources, analytical methods and digital technologies. LLC MAKS Press, 2020. http://dx.doi.org/10.29003/m1816.978-5-317-06529-4/242-251.

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The article examines the financial system of the Russian Empire as a set of cash flows between the largest centers based on the commercial transfers statistics of commercial transfers of the State Bank in 1898 and network and geoinformation analysis. As a result, the study proves that the national financial system was typically dominated by the highest national level markets (St. Petersburg and Moscow), whereas the interregional markets of the lower level were stronger in the west and southwest (Odessa, Kiev, Warsaw) compared to Riga, Kharkov, Nizhny Novgorod, Rostov-on-Don, and Baku
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Hendrawan, Riko, Niken Susilowati, and Farida T. Kristanti. "Share Valuation of Indonesian Regional Development Bank using Free Cash Flow to Equity and Relative Valuation Methods." In The 2nd International Conference on Inclusive Business in the Changing World. SCITEPRESS - Science and Technology Publications, 2019. http://dx.doi.org/10.5220/0008427900940105.

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KAHRAMAN, CENGİZ, DA RUAN, and ETHEM TOLGA. "DISCOUNTED POSSIBILISTIC CASH FLOWS VERSUS PROBABILISTIC CASH FLOWS." In Proceedings of the 4th International FLINS Conference. WORLD SCIENTIFIC, 2000. http://dx.doi.org/10.1142/9789812792631_0026.

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"OPTIMIZATION OF THE BANK’S CASH FLOWS." In Russian science: actual researches and developments. Samara State University of Economics, 2019. http://dx.doi.org/10.46554/russian.science-2019.10-2-144/148.

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Ceran, Yunus, Muhammet Bezirci, Mustafa Ay, and Merve Öztürk. "Factoring and Stock Financing in Trade Finance." In International Conference on Eurasian Economies. Eurasian Economists Association, 2018. http://dx.doi.org/10.36880/c10.02203.

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Factoring is a nonbank financial institution which meets the financing needs of the enterprises and minimizes the non-payment risk and stock financing which is based on the bank loans are two alternative financing techniques that enables collateral and collection and financing to SME’s, suppliers and commercial enterprises. These two methods are important in terms of the advantages they provide to vendors and suppliers. Reducing the non-payment risk, securing liquidity to business, minimizing the risk level of sales by making them safer and increasing competition power on the market are among the advantages. &#x0D; Stock financing is another method which is much more recent than factoring became a current issue in 2000’s and developed to minimize non-payment risk and provide cash flow on the basis of bank loan. In Turkey, this method is only applicable to automotive industry for now. This method emerges as an advantageous method for businesses experiencing difficulties in financing, inability to collect their receivables, and the inability to deplete their inventories. With the stock financing method, car dealers have affordable and easy credit facilities in order to make payments to the main supplier in exchange for their existing inventories. &#x0D; The aim of this study is to compare factoring and stock financing method and revealing the advantageous and disadvantageous points of two alternative methods.
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Ahmad, Abd-Razak, Zubir Azhar, and Wan-Asma' Wan-Abu-Bakar. "Cash-flows ratios as predictors of corporate failure." In 2010 IEEE Symposium on Industrial Electronics and Applications (ISIEA 2010). IEEE, 2010. http://dx.doi.org/10.1109/isiea.2010.5679459.

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Liu, Jianhua, and Yan Hu. "A new off-line electronic cash scheme for bank delegation." In 2015 5th International Conference on Information Science and Technology (ICIST). IEEE, 2015. http://dx.doi.org/10.1109/icist.2015.7288965.

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Reports on the topic "Cash flows of the bank"

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McGuire, Patrick. Bank Ties and Bond Market Access: Evidence on Investment-Cash Flow Sensitivity in Japan. National Bureau of Economic Research, 2003. http://dx.doi.org/10.3386/w9644.

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Koijen, Ralph S. J., and Stijn Van Nieuwerburgh. Predictability of Returns and Cash Flows. National Bureau of Economic Research, 2010. http://dx.doi.org/10.3386/w16648.

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Ouyang, Shumiao, Jiaheng Yu, and Ravi Jagannathan. Life Cycle Cash Flows of Ventures. National Bureau of Economic Research, 2020. http://dx.doi.org/10.3386/w27690.

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Lamont, Owen, and Christopher Polk. The Diversification Discount: Cash Flows vs. Returns. National Bureau of Economic Research, 1999. http://dx.doi.org/10.3386/w7396.

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Tetreault, T., and S. Regenthal. ESPC Overview. Cash Flows, Scenarios, and Associated Diagrams for Energy Savings Performance Contracts. Office of Scientific and Technical Information (OSTI), 2011. http://dx.doi.org/10.2172/1219202.

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Tetreault, T., and S. Regenthal. ESPC Overview: Cash Flows, Scenarios, and Associated Diagrams for Energy Savings Performance Contracts. Office of Scientific and Technical Information (OSTI), 2011. http://dx.doi.org/10.2172/1014781.

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Lehmann, Bruce. Earnings, Dividend Policy, and Present Value Relations: Building Blocks of Dividend Policy Invariant Cash Flows. National Bureau of Economic Research, 1991. http://dx.doi.org/10.3386/w3676.

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Contessi, Silvio, and Johanna L. Francis. U.S. Commercial Bank Lending through 2008:Q4: New Evidence from Gross Credit Flows. Federal Reserve Bank of St. Louis, 2009. http://dx.doi.org/10.20955/wp.2009.011.

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Driessen, Joost, Tse-Chun Lin, and Ludovic Phalippou. A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds. National Bureau of Economic Research, 2008. http://dx.doi.org/10.3386/w14144.

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Vargas-Herrera, Hernando, and Carlos Varela. Capital flows and financial assets in Colombia: recent behavior, consequences and challenges for the central bank. Banco de la República, 2008. http://dx.doi.org/10.32468/be.502.

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