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Banks and sovereign risk: A granular view
Buch, Claudia M.; Koetter, Michael; Ohls, Jana - Deutsche Bundesbank - 2013
to macroeconomic factors increased significantly in the post-Lehman period. Banks hold more bonds from euro area …In this paper, we use detailed data on the sovereign debt holdings of all German banks to analyse the determinants of …, sovereign bond holdings are heterogeneous across banks. Larger, weakly capitalised banks and banks with a small depositor base …
Persistent link: https://www.econbiz.de/10010957143
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OECD blended finance guidance for clean energy
OECD - 2022
Meeting the Paris Agreement goals will need a rapid acceleration of finance towards clean energy investments in emerging and developing economies. Blended finance is an important tool that can help mobilise commercial investment towards clean energy, whilst preserving scarce public resources for...
Persistent link: https://www.econbiz.de/10013376936
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Empirical risk analysis of pension insurance: the case of Germany
Schmieder, Christian; Reinschmidt, Timo; Mager, Ferdinand; … - Deutsche Bundesbank - 2006
With this paper we seek to contribute to the literature on pension insurance systems. The financial literature tends to focus exclusively on the US pension insurance system. This is the first major empirical study to address the German occupational pension insurance (PSVaG) plan in Germany. The...
Persistent link: https://www.econbiz.de/10005059006
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New Architectures in the Regulation and Supervision of Financial Markets and Institutions: The Netherlands
Prast, Henriëtte; Lelyveld, Iman van - de Nederlandsche Bank - 2004
In recent years, several European Union member states have modified the institutional design offinancial supervision. These reforms pose the question which considerations have led to the different models chosen in these countries. We analyse the considerations in the Netherlands leading to the...
Persistent link: https://www.econbiz.de/10005101800
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Depositor and Investor Protection in the EU and the Netherlands: A Brief History
Garcia, Gillian; Prast, Henriette - de Nederlandsche Bank - 2003
This paper provides some history of deposit insurance and investor protection in the Netherlands against the background of the history of such protection in the European Union, EU-legislation and the recent changes in the design of financial supervision in the Netherlands. It discusses how...
Persistent link: https://www.econbiz.de/10005101939
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Contingent convertible bonds and the stability of bank funding: The case of partial writedown
Bleich, Dirk - Deutsche Bundesbank - 2014
This paper adds to the growing body of literature on the design of Contingent Convertible Bonds (CoCos). We discuss how the design of the loss absorption mechanism affects the stability of bank funding and distinguish between Conversion-to-Equity (CE) CoCos, Principal WriteDown (PWD) CoCos with...
Persistent link: https://www.econbiz.de/10011093852
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Global liquidity regulation - Why did it take so long?
Bonner, Clemens; Hilbers, Paul - de Nederlandsche Bank - 2015
in 2013 and to analyze the interaction of capital regulation and banks' liquidity buffers. Our analysis suggests that …
Persistent link: https://www.econbiz.de/10011127195
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Risk in Financial Conglomerates: Management and Supervision
Lelyveld, Iman van; Schilder, Arnold - de Nederlandsche Bank - 2002
Financial conglomerates, combining banking, securities trading, and insurance, have become an important part of the financial landscape in many countries. Cross-sector consolidation has been fostered by trends such as disintermediation, globalization, and deregulation creating new challenges for...
Persistent link: https://www.econbiz.de/10005021889
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Modelling the liquidity ratio as macroprudential instrument
End, Jan Willem van den; Kruidhof, Mark - de Nederlandsche Bank - 2012
banks. However if in extreme scenarios the LCR becomes a binding constraint, the interaction of bank behaviour with the …
Persistent link: https://www.econbiz.de/10010543516
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Bank liquidity, the maturity ladder, and regulation
Haan, Leo de; End, Jan Willem van den - de Nederlandsche Bank - 2012
We investigate 62 Dutch banks' liquidity behaviour between January 2004 and March 2010, when these banks were subject … to a liquidity regulation that is very similar to Basel III's Liquidity Coverage Ratio (LCR). We find that most banks … the regulation. More solvent banks hold fewer liquid assets against their stock of liquid liabilities, suggesting an …
Persistent link: https://www.econbiz.de/10010757286