Search Results - subject:"Asset encumbrance"

Asset encumbrance in banks : is systemic risk affected?

Cipollini, Fabrizio; Ielasi, Federica; Querci, Francesca - In: Research in international business and finance 67 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10014451510

Covered bonds and bank portfolio rebalancing

Cao, Jin; Juelsrud, Ragnar Enger; Sondershaus, Talina - 2021

We use administrative and supervisory data at the bank and loan level to investigate the impact of the introduction of covered bonds on the composition of bank balance sheets and bank risk. Covered bonds, despite being collateralized by mortgages, lead to a shift in bank lending from mortgages...

Persistent link: https://www.econbiz.de/10012661578

Asset encumbrance in euro area banks: Analysing trends, drivers and prediction properties for individual bank crises

Berthonnaud, Pierre; Cesati, Enrico; Drudi, Maria Ludovica - 2021

Asset encumbrance is a central concept in the context of banks' liquidity crises, as it is associated with their … describe how asset encumbrance has evolved in euro area banks, focusing on country and business model aggregates. Second, we … conduct an econometric analysis of the driving factors of banks' asset encumbrance, highlighting the relevance of credit risk …

Persistent link: https://www.econbiz.de/10012661643

Covered bonds and bank portfolio rebalancing

Cao, Jin; Juelsrud, Ragnar Enger; Sondershaus, Talina - 2021

Persistent link: https://www.econbiz.de/10012649917

Asset encumbrance in euro area banks : analysing trends, drivers and prediction properties for individual bank crises

Berthonnaud, Pierre; Cesati, Enrico; Drudi, Maria Ludovica - 2021

Asset encumbrance is a central concept in the context of banks’ liquidity crises, as it is associated with their … describe how asset encumbrance has evolved in euro area banks, focusing on country and business model aggregates. Second, we … conduct an econometric analysis of the driving factors of banks’ asset encumbrance, highlighting the relevance of credit risk …