Narrow search
Showing 1 - 10 of 100
Cover Image
Do LTV and DSTI caps make banks more resilient?
Dietsch, M.; Welter-Nicol, C. - Banque de France - 2014
demonstrate the efficiency of credit standards which constrain the households’ indebtedness. On average, credit risk tends to grow …’s growth and the ratios’ growth is not monotonic. Portfolio credit risk culminates in tranches close to the 100% LTV and the 35 …
Persistent link: https://www.econbiz.de/10010929761
Cover Image
Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage
Lé, M. - Banque de France - 2013
Explicit deposit insurance is a crucial ingredient of modern financial safety nets. This paper investigates the effect of deposit insurance adoption on individual bank leverage. Using a panel of banks across 117 countries during the period 1986-2011, I show that deposit insurance adoption pushes...
Persistent link: https://www.econbiz.de/10010929763
Cover Image
Bilateral Exposures and Systemic Solvency Risk.
Gourieroux, C.; Heam, J.C.; Monfort, A. - Banque de France - 2012
By introducing a structure of the balance sheets of the banks, which takes into account their bilateral exposures in terms of stocks or lendings, we get a structural model for default analysis. This model allows distinguishing the exogenous and endogenous default dependence. We prove the...
Persistent link: https://www.econbiz.de/10010815986
Cover Image
Stress-testing banks’ corporate credit portfolio
Bandt, O. de; Dumontaux, N.; Martin, V.; Médée, D. - Banque de France - 2013
corporate credit portfolio, through credit migration matrices (or transition matrices). This approach is currently used for “top …
Persistent link: https://www.econbiz.de/10010929765
Cover Image
Stress-testing banks’ corporate credit portfolio
Bandt, O. de; Dumontaux, N.; Martin, V.; Médée, D. - Banque de France - 2013
corporate credit portfolio, through credit migration matrices (or transition matrices). This approach is currently used for “top …
Persistent link: https://www.econbiz.de/10010929766
Cover Image
Financing SMEs in Europe
Balling, Morten (ed.); Bernet, Beat (ed.); Gnan, Ernest (ed.) - Conference on "Financing SMEs in Europe" <2008, Paris>; … - 2009
bank credit for SMEs, the consequences of Basel II on credit risk analysis and SMEs' possible strategic replies were …
Persistent link: https://www.econbiz.de/10011705468
Cover Image
Housing finance in France in 2013.
Point E.; Le Quéau E. - Banque de France - 2014
lender’s lien, or by a guarantee issued by a credit institution or an insurance company; - The cost of risk on housing loans …
Persistent link: https://www.econbiz.de/10010928890
Cover Image
Housing finance in France in 2012.
Point E.; Capitaine G.; Clerc V.; LE Quéau L. - Banque de France - 2013
has been issued by a credit institution or an insurance company in most cases; - The average loan-to-value (LTV) ratio at …-site examinations in French credit institutions. The purpose was to assess banks’ strategies regarding housing finance, their … strong increase in property prices since 1998. Credit institutions thus must make sure that interest rates on housing loans …
Persistent link: https://www.econbiz.de/10010929736
Cover Image
Macroprudential framework:key questions applied to the French case.
Bennani, T.; Després, M.; Dujardin, M.; Duprey, T.; … - Banque de France - 2014
This paper presents the main features of macroprudential policy with a focus on the French case. We first recall the ultimate objective of this policy, which is to prevent and to mitigate systemic risk, i.e. the risk of “widespread disruptions to the provision of financial services that have...
Persistent link: https://www.econbiz.de/10010815921
Cover Image
What is the information content of the SRISK measure as a supervisory tool?
Tavolaro, S.; Visnovsky, F. - Banque de France - 2014
The SRISK measure is advertised as measuring the recapitalization needed by a financial institution in the event of a financial crisis. It is computed from the estimated reaction of the institution’s share price in the event of a sharp drop in market prices. This indicator relies both on an...
Persistent link: https://www.econbiz.de/10010929760