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credit market integration are captured by variations in the cost for banks to grant credit for cross-border purchases. We …
Persistent link: https://www.econbiz.de/10011199814
This paper analyzes a two-country model of currency, banks and endogenous default to study whether impediments to … impediments induce a higher cost for banks to manage cross-border credit compared to domestic credit, welfare may not be maximal …
Persistent link: https://www.econbiz.de/10010816016
This paper studies the scope for cross-border contagion in the European banking sector using true bilateral exposure data. Using a model of sequential solvency and liquidity cascades in networks, we analyze geographical patterns of loss propagation from 2008 to 2012. We study the distribution of...
Persistent link: https://www.econbiz.de/10011212945
provision of central bank liquidity to banks has on the credit supply to firms. We control for credit demand by examining firms … that borrow from several banks, in addition to controlling for banks’ risk. We find that LTROs enhanced loan supply in … banks bid more, and larger borrowers benefited more. The opportunity to substitute long-term central bank borrowing for …
Persistent link: https://www.econbiz.de/10011196012
Le 6 novembre 2014, le Conseil de stabilité financière (CSF/FSB) a publié simultanément une liste de trente groupes bancaires et une liste de neuf groupes d’assurance systémiques à l’échelle mondiale. Cette publication est l’aboutissement de travaux annuels du Comité de Bâle et de...
Persistent link: https://www.econbiz.de/10011201337
dispersion among banks in terms of the Basel risk parameters. The analysis focuses on loans granted by 5 large French banking … groups to large corporates operating in France and rated by several banks under the Advanced Internal Rating Based approach … common counterparties for the five banks. Since the comparison is done on identical counterparties, the differences in RW or …
Persistent link: https://www.econbiz.de/10011201340
We study the real effect on banks’ credit supply after a negative liquidity shock. Controlling for demand effects, we … French banks’ liquidity risk and their lending. We find that banks with a lower funding risk and a lower ratio of long …-term loans to long-term funding and deposits provide more loans after the shock. The difference in lending between banks only …
Persistent link: https://www.econbiz.de/10011204394
into account coordinated adjustments of banks’ costs to revenues as well as the absence of such adjustments. The study uses … confirm the resiliency of retail banks in crisis period. The decrease in profitability seems largely sustainable even if case … of severe shocks. Thus, in case of a large drop in the banks’ lending activity, profit decreases moderately if costs are …
Persistent link: https://www.econbiz.de/10011204395
We assess the long-term economic impact of the new regulatory standards (the Basel III reform), answering the following questions. (1) What is the impact of the reform on long-term economic performance? (2) What is the impact of the reform on economic fluctuations? (3) What is the impact of the...
Persistent link: https://www.econbiz.de/10008873321
Rapid credit growth in the EU new Member States, acceding and candidate countries has raised the issue of financial stability in the region. This rapid credit growth has been accompanied by the deterioration in the current account balance and the large-scale distribution of foreign currency...
Persistent link: https://www.econbiz.de/10009391779