The influence of macroeconomic developments on Austrian banks: implications for banking supervision

By M. Arpa, Irene Giulini, Andreas Ittner, Franz Pauer. 2001

150 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/d1553c683676a7f0f315ebe7030795aa8ec7d2c6

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1. J. Bikker
2. Laura Baselga-Pascual
3. P. Metzemakers
4. Vincent Bouvatier
5. Antonio Trujillo-Ponce
6. L. Lepetit
7. E. Davis
8. Haibin Zhu

Citations in the corpus

• Banks’ riskiness over the business cycle: a panel analysis on Italian intermediaries (2007, unknown): “As far as the profitability indicator is concerned, the positive sign of the current ROA coefficient indicates that banks tend to use provisions to stabilize their income over time, as found by Bhat (1996), Arpa et al. (2001), Bikker and Hu (2002) and Valckx (2003).”
• Bank provisioning behaviour and procyclicality (2005, result): “The GDP effects are significantly negative, in line with expectations, a result also found by Arpa et al. (2001) for Austrian banks.”
• Determinants of non-performing loans in Central and Eastern European countries (2014, unknown): “The American Economic Review, 79(1), pp.”
• Stress Testing Financial Systems: What to Do When the Governor Calls (2004, unknown): “• Arpa et al (2000) estimate the effect of macroeconomic factors (real GDP, real estate prices, inflation, and real interest rates) on risk provisions and on earnings for Austrian banks.”
• Macroeconomic Stress Testing: Preliminary Evidence for Austria (2002, methodology): “For this purpose, we estimate Ordinary Least Squares (OLS) regressions on a comprehensive data set (see Arpa et al., 2000, for a related study in the context of macroprudential analysis).”
• Cyclical patterns in profits, provisioning and lending of banks and procyclicality of the new Basel capital requirements (2002, background): “This result is more plausible than the ones found by Arpa et al. (2001) or Demirgüc-Kunt and Huizinga (1998), neither of which studies found any effects of GDP growth on profits.”
• Banks’ procyclical behavior: Does provisioning matter? (2008, background): “The in uence of macroeconomic developments on Austrian banks: implications for banking supervision.”
• Macroeconomic and Financial Soundness Indicators: An Empirical Investigation (2007, unknown): “…Gonzalez-Hermasillo et al. (1997), DemirgucKunt et al. (1998), Hardy et al. (1998) etc. Stress testing: Hoggarth et al, (2003), Lehmaan et al. (2006), Arpa et al (2005) Banking crises Financial stability Cihak et al. (2005) Microeconomic variables (FSIs) Podpiera (2004) Wong et. al (2005) Figure 1.”
• Factors influencing bank risk in Europe: Evidence from the financial crisis (2015, background): “1 These exceptions refer to the Australian market over the 1990-1999 period (Arpa et al., 2001) and to the”
• Commercial property prices and bank performance (2004, background): “Arpa et al (2001) looks into performance of Austrian banks in the 1990s.”