Showing 1 - 10 of 46
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
This paper studies German bank lending during the Asian and Russian crises, using a bank level data set, which has been … compiled from credit data at the Deutsche Bundesbank. Our aim is to gain more insight into the pattern of German bank lending … characterised by a general withdrawal from emerging markets. The use of micro data allows us to analyse and to model bank …
Persistent link: https://www.econbiz.de/10005082775
heuristic approaches which capture the deviation of a bank's portfolio from a specified benchmark. Conceivable benchmarks are … indicate contradicting results on the individual bank level. Since distance measures are more appealing from a theoretical …, may be misleading. We further find that, despite these differences on the individual bank level, both approaches reveal …
Persistent link: https://www.econbiz.de/10005082787
This paper studies the sectoral and geographical dimensions of the response of bank lending to sectoral growth. We use … several bank-level datasets provided by the Deutsche Bundesbank for the 1996-2002 period. Our results show that bank …. Moreover, we find that the response of lending depends on bank characteristics such as the banking groups, the banks? asset …
Persistent link: https://www.econbiz.de/10005082799
This paper analyzes how bank lending to the private nonbank sector responds dynamically to aggregate supply, demand and … output, prices, interest rates and bank loans over time. In order to assess the role of bank lending in the transmission of … evidence that loans amplify the transmission of macroeconomic fluctuations or that a "financial accelerator" via bank lending …
Persistent link: https://www.econbiz.de/10005083181
monetary policy does alter bank loan supply, with the effects most dependent on the liquidity of individual banks. Unlike in … the US, the size of a bank does generally not explain its lending reaction. We also show that the standard publicly … ihres Liquiditätsgrads variiert. Im Gegensatz zu den USA ist im Allgemeinen die Größe einer Bank kein direkter …
Persistent link: https://www.econbiz.de/10005083236
Banks face a tradeoff between diversifying and focusing their loan portfolio. In this paper we carry out an empirical study for the German market to shed light on the question whether or not the benefits of risk sharing outweigh those of specialization. We use data from the Bundesbank's...
Persistent link: https://www.econbiz.de/10005058999
Lending specialization on certain industry sectors can have opposing effects on monitoring (including screening) abilities and on the sectoral concentration risk of a credit portfolio. In this paper, we examine in the first part if monitoring abilities of German cooperative banks and savings...
Persistent link: https://www.econbiz.de/10008764627
Bank distress can have severe negative consequences for the stability of the financial system, the real economy, and … for public finances. Regimes for the restructuring and resolution of banks, financed by bank levies and fiscal backstops …, seek to reduce these costs. Bank levies attempt to internalize systemic risk and to increase the costs of leverage. This …
Persistent link: https://www.econbiz.de/10011122559
Persistent link: https://www.econbiz.de/10000509762