2022
DOI: 10.1016/j.jfs.2022.101016
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COVID-19 as a stress test: Assessing the bank regulatory framework

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Cited by 12 publications
(5 citation statements)
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“…Exit conditions will be based on the subsequent data point's price. (2) The lot size per transaction will commence at 1 lot and will dynamically adjust according to the chosen money management system, whether it be the reverse martingale or cumulative win strategy. The profit or loss yielded by each money management system will be meticulously calculated, facilitating a comparative assessment of their profitability.…”
Section: Fig 2 Ichimoku Kinko Hyo Chartmentioning
confidence: 99%
See 1 more Smart Citation
“…Exit conditions will be based on the subsequent data point's price. (2) The lot size per transaction will commence at 1 lot and will dynamically adjust according to the chosen money management system, whether it be the reverse martingale or cumulative win strategy. The profit or loss yielded by each money management system will be meticulously calculated, facilitating a comparative assessment of their profitability.…”
Section: Fig 2 Ichimoku Kinko Hyo Chartmentioning
confidence: 99%
“…Foreign Exchange or Forex represents a global market that facilitates the trading of foreign currencies by participants from diverse nations [1]. It stands as one of the most liquid financial markets worldwide, with the Bank of International Settlements reporting an average daily trading volume of $5.1 trillion in April 2016 [2]. Market participants include banks, corporations, investment managers, and individuals, commonly referred to as traders, who aim to profit from price fluctuations resulting from the market's liquidity [3].…”
Section: Introductionmentioning
confidence: 99%
“…Not only are studies estimating the effects of financial policies to support the provision of credit in response to the COVID-19 crisis scarce, but their effect is also inconclusive and they do not include small emerging economies. For example, in an analysis of the US, Duncan et al (2022) found only a weak association between credit growth and regulatory capital constraints or measures of bank health. 3 In contrast, for a sample of 112 large banks across 24 advanced and large emerging market economies, Casanova et al (2021) claimed that policies to increase the balance sheet capacity of banks (measured by capital on riskweighted assets and the ratio of loan loss reserves to total assets) during the pandemic had a positive impact on loan growth.…”
Section: Literature Reviewmentioning
confidence: 99%
“…highlight that crisis, such as the COVID-19 pandemic, are sources of exogenous shocks that are employed as quasi-natural experiments to help address both existing and new research questions. From this perspective we also contribute to the strand of the literature that examined the impact of the crisis caused by the COVID-19 pandemic on various outcomes such as bank regulation (Duncan et al, 2022;Bitar and Tarazi, 2022;Dursunde Neef et al, 2023), governmental support Pancotto et al, 2023;Degryse and Huylebroek, 2023), lending (Dursun-de Neef and Schandlbauer, 2021;Park and Shin, 2021), non-performing loans (Ari et al, 2021), performance (Demirgüç-Kunt et al, 2021) and systemic risk (Duan et al, 2021;Borri and di Giorgio), 2021, among others. Relatedly, the sudden emergence of the COVID-19 pandemic, which had a devastating impact on the world economy, has provided a rare opportunity to explore whether banks' and other financial intermediaries' efforts to be more responsible are valued by the investors and financial markets.…”
Section: Introductionmentioning
confidence: 98%