Showing 1 - 10 of 87
Persistent link: https://www.econbiz.de/10005486713
Brothers demise to help banks retain access to wholesale funding. We describe the evolution and the pattern of bond issuance … new market, namely the significant �tiering� of the spreads paid by banks at issuance, finding that they mainly …
Persistent link: https://www.econbiz.de/10008626021
This paper tests the role of different banks� liquidity funding structures in explaining the bank failures that occurred in the United States between 2007 and 2009. The results highlight that funding is indeed a significant factor in explaining banks� probability of default. By...
Persistent link: https://www.econbiz.de/10009350682
banks in the sample, according to their systemic importance scores. The methodology is then applied to EU and Eurozone … samples of banks to obtain their systemic importance ranking and SIFI lists. This is one of the first methodologies capable of … identifying systemically relevant banks at the European level. A statistical analysis and some geographical and historical …
Persistent link: https://www.econbiz.de/10011099597
September 2008, in order to support banks and other financial institutions. We first provide an overview of the programmes … the issuance of government guaranteed bonds by banks, examining their impact on banks� funding and highlighting …
Persistent link: https://www.econbiz.de/10004964392
, to guarantee macro and financial stability, it is important to understand whether, and to what extent, banks are affected …
Persistent link: https://www.econbiz.de/10005609327
steeper than the one approved by the Basel Committee. Finally the difference between the spread/rating relation of banks and …
Persistent link: https://www.econbiz.de/10005113515
A standard model-based trend-cycle decomposition of Italian GDP yields a likelihood function that is relatively flat and has two local maxima. A Bayesian estimation of the model identifies output gap and trend components that match the features of the Italian business cycle well. In a bivariate...
Persistent link: https://www.econbiz.de/10011099696
bank-lending channel and in which the spread between lending and policy rates endogenously depends on banks' leverage. The …
Persistent link: https://www.econbiz.de/10011099720
Persistent link: https://www.econbiz.de/10005780689