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Relevant bibliographies by topics / Credit risk, risk management, banking, credit

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Academic literature on the topic 'Credit risk, risk management, banking, credit'

Author: Grafiati

Published: 24 April 2022

Last updated: 30 July 2025

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Journal articles on the topic "Credit risk, risk management, banking, credit"

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Kepuladze, T. A. "Credit risk management in the bank." Bulletin of Dulaty University 16, no. 4 (2024): 216–25. https://doi.org/10.55956/bkov2679.

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The article is devoted to the issues of credit risk management in the banking sector, which remain a key factor in financial stability and sustainability of the banking system. The main attention is paid to the analysis of modern methods of assessing and minimizing credit risks, including the introduction of new digital technologies, improving borrower scoring procedures and the use of big data to predict customer solvency. The article discusses factors influencing the growth of problem loans, such as macroeconomic instability, increasing debt burden and changes in borrower behavior. Particula

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Akram, Hassan, and Khalil ur Rahman. "Credit risk management." ISRA International Journal of Islamic Finance 10, no. 2 (2018): 185–205. http://dx.doi.org/10.1108/ijif-09-2017-0030.

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PurposeThis study aims to examine and compare the credit risk management (CRM) scenario of Islamic banks (IBs) and conventional banks (CBs) in Pakistan, keeping in view the phenomenal growth of Islamic banking and its future implications.Design/methodology/approachA sample of five CBs and four IBs was chosen out of the whole banking industry for the study. Secondary data obtained from the banks’ annual financial reports for 13 years, starting from 2004 to 2016, were analyzed. Multiple regression, correlation and descriptive analysis were used in the examination of the data.FindingsThe results

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Soehaditama, Josua Panatap, Nera Marinda Machdar, and Adler Haymans Manurung. "Determinant Banking Credit Risk Management." Indonesian Journal of Business Analytics 3, no. 4 (2023): 1105–12. http://dx.doi.org/10.55927/ijba.v3i4.5032.

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This article reviews and looks for the relationship between two variables, namely banking and credit risk management from the results of existing research. The research method used is qualitative by looking at the findings or research results from existing literature derived from reputable journals or other sources found to support this study. In this article explains that banking credit risk management, determinants play an important role in identifying, measuring, and managing credit risk. Factors such as debtor characteristics, quality of collateral, economic and industrial conditions, bank

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Alam, MD Waquar. "INVESTIGATING THE IMPACT OF CREDIT RISK ON FINANCIAL PERFORMANCE OF COMMERCIAL BANK IN INDIA." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 05 (2024): 1–5. http://dx.doi.org/10.55041/ijsrem33025.

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In this liberalization period, credit Risk Management has got much importance in the Indian Economy. The main challenges faced by the banking sector today are the challenge of identifying the risk and managing it. The risk is imbibed nature of the banking business. The main role of a bank is of intermediate for those having resources and requiring resources. For risk management various risks like credit risk, market risk or operational risk have to be converted into one composite measure. The importance of credit risk management and its impact on profitability has motivated us to pursue this s

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Zholamanova, M., and A. Zhurgembayeva. "Credit risk management in commercial banks." ECONOMIC SERIES OF THE BULLETIN OF THE L.N. GUMILYOV ENU 143, no. 2 (2023): 168–75. http://dx.doi.org/10.32523/2789-4320-2023-2-168-175.

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Development of the banking sector in Kazakhstan is characterized by a rapid pace. This growth is combined with increased competition, access to foreign markets, and the birth of new banking products. Most banking services fall on credit activities. In this regard, it is relevant to build an effective risk management of the loan portfolio. The purpose of the study is to develop proposals for improving the management of credit risks in the banking sector. The research methodology is based on the use of such methods as generalization, statistical methods, comparative analysis and statistical meth

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Lekpek, Ahmedin. "Credit risk management in Islamic banking." Bankarstvo 47, no. 1 (2018): 32–51. http://dx.doi.org/10.5937/bankarstvo1801032l.

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Jalilian, Negar, Seyed Mahmoud Zanjirchi, and Mark Goh. "Interactive scenario analysis of banking credit risks in intuitive fuzzy space." Journal of Modelling in Management 15, no. 1 (2019): 257–75. http://dx.doi.org/10.1108/jm2-01-2019-0011.

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Purpose The purpose of the paper is to bring attention to documentary credits and the efforts to reduce debt obligations in credit history is recognized as an important source of uncommitted bank earnings. Credit risk has a significant impact on the stability of the banking system. This paper identifies the types of credit risk in the banking supply chain. Design/methodology/approach The authors model the types of credit risk using the intuitive fuzzy failure modes and effects analysis (IFMEA) and intuitive fuzzy cognitive mapping. The population of the study that is needed for the interviews

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LARIONOVA, K., and T. DONCHENKO. "ANALYSIS AND ASSESSMENT OF CREDIT RISK OF BANKS OF UKRAINE." Herald of Khmelnytskyi National University. Economic sciences 278, no. 1 (2020): 233–40. https://doi.org/10.31891/2307-5740-2020-278-1-41.

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The negative consequences of the financial crisis, political instability, which significantly weakened the banking system of Ukraine, revealed the unwillingness of most banking institutions to promptly and adequately adjust credit policy to find the optimal balance between customer needs for credit resources, lending risks, liquidity requirements, collateral requirements credit funds of business entities with real assets, etc. The processes of internationalization and globalization in the financial market exacerbate the need to reassess the role and place of credit risk management of banking i

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Hjouji, Zaynab, Imane Hasinat, and Amal Hjouji. "A New Method in Machine Learning Adapted for Credit Risk Prediction of Bank Loans." Statistics, Optimization & Information Computing 13, no. 3 (2024): 1209–32. https://doi.org/10.19139/soic-2310-5070-1476.

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The recent global financial crisis has significantly impacted the financial system, leading to major bank failures and prompting a reevaluation of credit risk management models. Given its critical role in maintaining banking stability, effective credit risk forecasting methods are essential. In light of this, various studies have introduced techniques to analyze, detect, and prevent bank credit defaults. In this paper, we present a new approach for predicting credit risk, known as the “Method of Separating the Learning Set into Two Balls.” This method involves partitioning a learning set into

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Moolchandani, Sanjay. "Advancing Credit Risk Management: Embracing Probabilistic Graphical Models in Banking." International Journal of Science and Research (IJSR) 13, no. 6 (2024): 74–80. http://dx.doi.org/10.21275/sr24530122917.

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Dissertations / Theses on the topic "Credit risk, risk management, banking, credit"

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Erlenmaier, Ulrich. "Risk management in banking credit risk management and bank closure policies /." [S.l. : s.n.], 2001. http://deposit.ddb.de/cgi-bin/dokserv?idn=963752502.

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Mu, Yuan. "Chinese bank's credit risk assessment." Thesis, University of Stirling, 2007. http://hdl.handle.net/1893/210.

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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 uncertainty is particularly important in China. With the universal existence of uncertainty, borrowers and lenders have to make decisions based on convention and experience. With regard to the nature of decisi

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Gomez, Bruno(Bruno Enrique Gomez Lezcano). "Consumer credit risk measurement : challenges for the Paraguayan banking system." Thesis, Massachusetts Institute of Technology, 2019. https://hdl.handle.net/1721.1/124582.

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Thesis: S.M. in Management Studies, Massachusetts Institute of Technology, Sloan School of Management, 2019<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (page 40).<br>Credit risk is often a critical risk in the financial sector. Therefore, how a financial institution manages its credit risk is an important determinant of profitability and solvency. In this regard, the identification and measurement of credit risk is the first component of efficient risk management. Correct and timely credit ratings are important for risk management systems, and for informing

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Ezz, Lama. "Asset securitisation and EU bank credit risk behaviour : a stakeholder theory perspective." Thesis, Brunel University, 2016. http://bura.brunel.ac.uk/handle/2438/14593.

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This study aims to investigate the effectiveness of using asset securitisation as risk management technique in banks. This study examines the direct impacts of asset securitisation on the riskiness of banks’ loan portfolios as well as the indirect impacts on the subsequent financial stability. This study also tests the changes in banks’ equity capital and liquidity as a result of using asset securitisation in order to understand their potential contributions to the examined bank risk behaviour. Furthermore, this study tests the impacts of adopting the Basel capital requirements on banks’ expos

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Li, Xiaoping. "Credit risk management in the current competitive condition in the Chinese banking industry." Thesis, Cardiff Metropolitan University, 2016. http://hdl.handle.net/10369/7923.

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In recent years, it has been witnessed that a number of countries are trying to recover from a deep recession which spread widely around the world. Researchers have pointed out that the laxity of credit risk management is one of the causes of the growth in the number of non-performing loans. It is necessary, therefore, to work out a method to improve the efficiency of credit risk management. This thesis examined five large commercial banks in China and studied their credit risk management processes. This study intends to develop an up-to-date understanding of Chinese banking industry, covering

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Teka, Babalwa. "The credit risk management skills shortage in Nelson Mandela Bay Metropole." Thesis, Nelson Mandela Metropolitan University, 2012. http://hdl.handle.net/10948/d1019893.

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Tito Mboweni (2011) said one of South Africa’s biggest tests is the overwhelming the skills shortage. He was echoing the views of Higher Education Minister Blade Nzimande who himself said “South Africa could not afford to have an economy "constrained by a severe lack of skills". There are numerous initiatives that having been undertaken by government in an attempt to solve the skills shortage problem. However, these initiatives are not aimed at the tertiary education system. The tertiary education system is the focus of this study as the author investigates how the NMMU Business School can pla

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Hotham, John Patrick Banking &amp Finance Australian School of Business UNSW. "Management of interest rate risk in the banking book of Australian credit unions and building societies." Awarded by:University of New South Wales. Banking & Finance, 2008. http://handle.unsw.edu.au/1959.4/40810.

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The Basel Committee has released a consultative document (Basel (2003)) on the management and supervision of interest rate risk (IRR). This document outlines a standardised model to calculate a duration-based proxy for IRR in depository institution balance sheets. We utilise this methodology to define an IRR measure which we denote BIRRM (Basel Interest Rate Risk Measure). It is the change in the value of a financial institution produced by a 200 basis-point increase in interest rates at all maturities, relative to Tier I and Tier II capital. This study has three primary objectives. Firstly,

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Powell, Robert. "Industry value at risk in Australia." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2007. https://ro.ecu.edu.au/theses/297.

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Value at Risk (VaR) models have gained increasing momentum in recent years. Market VaR is an important issue for banks since its adoption as a primary risk metric in the Basel Accords and the requirement that it is calculated on a daily basis. Credit risk modelling has become increasingly important to banks since the advent of Basel 11 which allows banks with sophisticated modelling techniques to use internal models for the purpose of calculating capital requirements. A high level of credit risk is often the key reason behind banks failing or experiencing severe difficulty. Conditional Value a

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Bastianetto, Stefano <1990&gt. "Banking Industry: Risk Management and Accounting Standards on Expected Credit Losses. Case study: Veneto Banca." Master's Degree Thesis, Università Ca' Foscari Venezia, 2016. http://hdl.handle.net/10579/9161.

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In the latest years, the different approaches that banks have been using to cope with credit risk were one of the main issues studied both by the academic word and by the business industry. The principal solution the authority came up with, in order to safeguard the credit market and avoid any possible liquidity crisis that could impact heavily the real economy, is the capital provision requirement. The loan loss provision instrument changed deeply throughout the last decade, having the regulation evolving from the first Basel agreement to the third one. Emphasis was especially placed on the q

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Benbouzid, Nadia. "Credit risk in the banking sector : international evidence on CDS spread determinants before and during the recent crisis." Thesis, Queen Mary, University of London, 2015. http://qmro.qmul.ac.uk/xmlui/handle/123456789/8912.

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Credit Default Swaps (CDS) instruments - as an indicator of credit risk - were one of the most prominent innovations in financial engineering. Very limited literature existed on the drivers of CDS spreads before the financial crisis due to the opacity of this market and its lack of transparency. First, this thesis investigates the drivers of CDS spread in the UK banking sector, by considering the role of the housing market, over the period of 2004-2011. I find that, in the long-run, house price dynamics were the main factor contributing to wider CDS spreads. In addition, I show that a rise in

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Books on the topic "Credit risk, risk management, banking, credit"

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Peter, Taylor, and IFS School of Finance, eds. Consumer credit risk management. Global Professional Publishing, 2008.

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Nationalbank, Oesterreichische, and Finanzmarkt Austria Dienstleistungs GesmbH, eds. Guidelines on credit risk management. Oesterreichische Nationalbank (OeNB), 2004.

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Sathye, Milind, James Bartle, Raymond Boffey, and Michael Vincent. Credit Analysis and Lending Management. Wiley, 2003.

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Gundlach, Matthias. CreditRisk+ in the Banking Industry. Springer Berlin Heidelberg, 2004.

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1954-, Allen Linda, ed. Credit risk measurement: New approaches to value at risk and other paradigms. 2nd ed. John Wiley, 2002.

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National Automated Clearing House Association., ed. Resources on ACH risk: A compendium of papers. National Automated Clearing House Association, 1991.

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Sironi, Andrea, and Paolo Savona. La gestione del rischio di credito: Esperienze e modelli nelle grandi banche italiane. Edibank, 2000.

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Morris, JoAnne. Risk diversification in the credit portfolio: An overview of country practices. International Monetary Fund, Monetary and Exchange Affairs Department, 2001.

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Lautenschlager, Peter. Workout-Management: Theoretische Fundierung und empirische Analyse des Managements vom Problemkrediten im schweizerischen Kreditgeschäft. P. Haupt, 2000.

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Carey, Mark S. Dimensions of credit risk and their relationship to economic capital requirements. National Bureau of Economic Research, 2000.

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Book chapters on the topic "Credit risk, risk management, banking, credit"

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Cucinelli, Doriana, and Arturo Patarnello. "Bank Credit Risk Management and Risk Culture." In Risk Culture in Banking. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-57592-6_15.

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Zhuang, Demin. "IMM Approach for Managing Counterparty Credit Risk." In Commercial Banking Risk Management. Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59442-6_3.

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La Torre, Maura. "The Readiness of Cooperative Credit Banks in Knowledge Risk Management: Toward a Framework." In Risk in Banking. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-54498-0_5.

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De Laurentis, Giacomo. "Corporate Banker's Role and Credit Risk Management." In Strategy and Organization of Corporate Banking. Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/3-540-26747-6_5.

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Crouhy, Michel, Dan Galai, and Robert Mark. "Evaluating Credit Risk: An Option Pricing Approach." In Risk Management and Regulation in Banking. Springer US, 1999. http://dx.doi.org/10.1007/978-1-4615-5043-3_6.

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Akkizidis, Ioannis, and Sunil Kumar Khandelwal. "Credit Risks in Islamic Finance." In Financial Risk Management for Islamic Banking and Finance. Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/9780230598751_4.

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Colombini, Fabiano. "Credit Risk Management and Banking Business in Europe." In Raising Capital or Improving Risk Management and Efficiency? Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-71749-4_3.

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Scott-Quinn, Brian. "Risk Management in Credit Intermediaries and Investment Banks." In Commercial and Investment Banking and the International Credit and Capital Markets. Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1007/978-0-230-37048-7_23.

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Kaisar, Shahriar, and Sakif Tasnim Sifat. "Explainable Machine Learning Models for Credit Risk Analysis: A Survey." In Data Analytics for Management, Banking and Finance. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-36570-6_2.

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Chen, Hsin-Hung, Ben-Chang Shia, and Hsiu-Yu Lee. "A Comparative Analysis of Credit Risk Management Models for Banking Industry Using Simulation." In Communications in Computer and Information Science. Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-23023-3_83.

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Conference papers on the topic "Credit risk, risk management, banking, credit"

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Anh, Nguyen Thi Ngoc, Le Thanh Trung, and Nguyen Thi Ha. "Credit scoring in Banking: Reinforcement Learning Strategies for Profit Performance and Default Risk Management." In 2025 8th International Conference on Artificial Intelligence and Big Data (ICAIBD). IEEE, 2025. https://doi.org/10.1109/icaibd64986.2025.11081870.

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Jee, Kishan, Matloob Hasan, Nitin Arvind Shelke, P. Naresh Kumar, Satish Chandra Tiwari, and Shivangi Saxena. "AI Strategies for Transforming the Banking Industry Through Enhanced Fraud Detection, Credit Crisis Management and Risk Mitigation." In 2024 International Conference on Artificial Intelligence and Emerging Technology (Global AI Summit). IEEE, 2024. https://doi.org/10.1109/globalaisummit62156.2024.10947833.

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Beeram, Divya, and K. Suganyadevi. "Evaluating Credit Risk in Banking using AI-based Algorithm Optimization." In 2024 15th International Conference on Computing Communication and Networking Technologies (ICCCNT). IEEE, 2024. http://dx.doi.org/10.1109/icccnt61001.2024.10723944.

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Chandna, Manisha, Brajesh Kumar Umrao, Madhur Grover, Jamuna K. V, Trapty Agarwal, and Anitha D. Souza J. "Artificial Intelligence in Banking: Regression Analysis for Credit Risk Prediction." In 2025 International Conference on Automation and Computation (AUTOCOM). IEEE, 2025. https://doi.org/10.1109/autocom64127.2025.10957362.

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T, Saravana Kumar, and A. B. Ahadit. "Machine Learning Applications in Banking for Credit Rating and Risk Evaluation." In 2024 Third International Conference on Artificial Intelligence, Computational Electronics and Communication System (AICECS). IEEE, 2024. https://doi.org/10.1109/aicecs63354.2024.10957136.

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Huang, Xiaodong. "Research on Credit Risk Management System of Credit Scoring Mechanism Driven by Computer Big Data." In 2024 International Conference on Computers, Information Processing and Advanced Education (CIPAE). IEEE, 2024. https://doi.org/10.1109/cipae64326.2024.00139.

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Ibraqui, Rachid El, Moulay Othman Aboutafail, and Redouane Nouira. "Modeling and mathematical analysis of liquidity-credit risk contagion in the banking system." In 2024 7th International Conference on Advanced Communication Technologies and Networking (CommNet). IEEE, 2024. https://doi.org/10.1109/commnet63022.2024.10793253.

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Yadav, Himanshu, Paras Jain, Lakshmi D, and Avr Mayuri. "CredShield: Decentralized AI for Secure and Adaptive Credit Risk Management." In 2025 Fourth International Conference on Smart Technologies, Communication and Robotics (STCR). IEEE, 2025. https://doi.org/10.1109/stcr62650.2025.11019560.

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Curdova, Iulia. "Improving credit risk management in a commercial bank." In Simpozion stiintific al tinerilor cercetatori, editia 20. Academy of Economic Studies of Moldova, 2023. http://dx.doi.org/10.53486/9789975359030.59.

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The article considers the relevance of the problem of credit risk management, the concept and methods of credit risk management, problems and methods of credit risk management. The report was made in order to analyze the shortcomings and improve the management of credit risk in a commercial bank in the Republic of Moldova. The subject of the study is the system of financial relations associated with the implementation of banking activities and the emergence of credit risks. The object of the study is the bank's credit risk arising in the course of lending activities in a commercial bank. The p

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Oliinyk, Andriy, Tetyana Donchenko, Каterina Larionova, and Hennadii Kapinos. "Modeling Credit Risk in Banking." In Proceedings of the 6th International Conference on Strategies, Models and Technologies of Economic Systems Management (SMTESM 2019). Atlantis Press, 2019. http://dx.doi.org/10.2991/smtesm-19.2019.47.

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Reports on the topic "Credit risk, risk management, banking, credit"

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Soriano, Alejandro. Oversight Note on Credit Risk Management. Inter-American Development Bank, 2011. http://dx.doi.org/10.18235/0010447.

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This evaluation examines IDB's management of credit risk of Non-Sovereign Guaranteed Operations. Although the IDB is not subject to the Principles for the Management of Credit Risk issued by the Basel Committee for Banking Supervision, these principles have been used as guidelines for this assessment. It can be concluded that the IDB largely complies with Basel's credit risk management principles. To further develop what is already a solid foundation for its credit risk management system, it is recommended that the IDB adopts a comprehensive Credit Risk Framework that clearly defines its risk

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Gutiérrez, José E., and Luis Fernández Lafuerza. Credit line runs and bank risk management: evidence from the disclosure of stress test results. Banco de España, 2022. http://dx.doi.org/10.53479/25006.

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As noted in recent literature, firms can run on credit lines due to fear of future credit restrictions. We exploit the 2011 stress test supervised by the European Banking Authority (EBA) and the Spanish Central Credit Register to explore: 1) the occurrence and magnitude of these runs after the release of negative stress test results; and 2) banks’ behaviour before and after the release of this information. We find that, following the release of the results, firms drew down approximately 10 pp more available funds from lines granted by banks that had a worse performance in the stress test. More

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Gutiérrez, José E., and Luis Fernández Lafuerza. Credit line runs and bank risk management: evidence from the disclosure of stress test results. Banco de España, 2023. http://dx.doi.org/10.53479/24998.

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As noted in recent literature, firms can run on credit lines due to fear of future credit restrictions. We exploit the 2011 stress test supervised by the European Banking Authority (EBA) and the Spanish Central Credit Register to explore: 1) the occurrence and magnitude of these runs after the release of negative stress test results; and 2) banks’ behaviour before and after the release of this information. We find that, following the release of the results, firms drew down approximately 10 pp more available funds from lines granted by banks that had a worse performance in the stress test. More

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Patil, Gitesh. Credit Credit Risk Management Using Hybrid Methodologies. Iowa State University, 2020. http://dx.doi.org/10.31274/cc-20240624-448.

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Butaru, Florentin, QingQing Chen, Brian Clark, Sanmay Das, Andrew Lo, and Akhtar Siddique. Risk and Risk Management in the Credit Card Industry. National Bureau of Economic Research, 2015. http://dx.doi.org/10.3386/w21305.

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Drechsler, Itamar, Hyeyoon Jung, Weiyu Peng, Dominik Supera, and Guanyu Zhou. Credit Card Banking. Federal Reserve Bank of New York, 2025. https://doi.org/10.59576/sr.1143.

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Credit card interest rates, the marginal cost of consumption for nearly half of households, currently average 23 percent, far exceeding the rates on any other major type of loan or bond. Why are these rates so high? To understand this, and the economics of credit card banking more generally, we analyze regulatory account-level data on 330 million monthly accounts, representing 90 percent of the US credit card market. Default rates are relatively high at around 5 percent, but explain only a fraction of cards’ rates. Non-interest expenses and rewards payments are more than offset by interchange

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Trivelli, Carolina, Sergio Navajas, Mark D. Wenner, and Alvaro Tarazona. Managing Credit Risk in Rural Financial Institutions in Latin America. Inter-American Development Bank, 2007. http://dx.doi.org/10.18235/0008848.

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The purpose of this report is to review common credit risk management techniques used in a sample of Latin American financial institutions with agricultural portfolios, identify the factors that contribute to successful credit risk management as measured by several key financial performance indicators in order to assist donors, governments, and owners of financial institutions to promote and adopt the most efficient and robust techniques. This report also examines a sample of 42 financial institutions in Latin America that have agricultural portfolios, and identifies their principal perceived

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Yaroshchuk, Svitlana O., Nonna N. Shapovalova, Andrii M. Striuk, Olena H. Rybalchenko, Iryna O. Dotsenko, and Svitlana V. Bilashenko. Credit scoring model for microfinance organizations. [б. в.], 2020. http://dx.doi.org/10.31812/123456789/3683.

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The purpose of the work is the development and application of models for scoring assessment of microfinance institution borrowers. This model allows to increase the efficiency of work in the field of credit. The object of research is lending. The subject of the study is a direct scoring model for improving the quality of lending using machine learning methods. The objective of the study: to determine the criteria for choosing a solvent borrower, to develop a model for an early assessment, to create software based on neural networks to determine the probability of a loan default risk. Used rese

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Lluberas, Rodrigo. Competition and Market Power in the Latin American Banking Sector. Inter-American Development Bank, 2025. https://doi.org/10.18235/0013409.

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The functioning of the banking sector is key for economic growth. In this paper, we first gather banks' balance sheet monthly regulatory information in a consistent manner for seven Latin American countries. Second, we estimate lending markups and deposits markdowns in each country over time. Third, with the estimated markups and markdowns in the different countries we study how they relate with banks' profitability, the cost of credit, credit risk and credit supply. Finally, we explore whether there are differences in markups on lending rates and markdowns on deposit rates between internation

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García-Villegas, Salomón, and Enric Martorell. Climate transition risk and the role of bank capital requirements. Banco de España, 2024. http://dx.doi.org/10.53479/36292.

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How should bank capital requirements be set to deal with climate-related transition risks? We build a general equilibrium macro banking model where production requires fossil and low-carbon energy intermediate inputs, and the banking sector is subject to volatility risk linked to changes in energy prices. Introducing carbon taxes to reduce carbon emissions from fossil energy induces risk spillovers into the banking sector. Sectoral capital requirements can effectively address risks from energy-related exposures, benefiting household welfare and indirectly facilitating capital reallocation. Abs

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