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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
Persistent link: https://www.econbiz.de/10012878880
This paper investigates whether the new Basel Accord will induce a change in bank lending to emerging markets using a …
Persistent link: https://www.econbiz.de/10005082811
This study investigates the bank competition-stability nexus using a unique regulatory dataset provided by the Deutsche … Bundesbank over the period 1994 to 2010. First, we use outright bank defaults as the most direct measure of bank risk available … and contrast the results to weaker forms of bank distress. Second, we control for a wide array of different time …
Persistent link: https://www.econbiz.de/10010957108
sovereign debt exposures and the implications of sovereign exposures for bank risk. Our main findings are as follows. First … impact of sovereign bond holdings on bank risk. This result could indicate the widespread absence of marking-to-market for …
Persistent link: https://www.econbiz.de/10010957143
geographical regions measured by the Herfindahl Index. To explore this issue, we use a unique data set of the individual bank loan …
Persistent link: https://www.econbiz.de/10005082777
address the following questions. How are macroeconomic shocks transmitted to bank risk and other banking variables? What are … the sources of bank heterogeneity, and what explains differences in individual banks' responses to macroeconomic shocks …? Our paper has two main findings: (i) Average bank risk declines, and average bank lending increases following expansionary …
Persistent link: https://www.econbiz.de/10008727825
network connections of the banks. The latter are in our application observed interbank exposures among German bank holding …-many-to-fail mechanics such that bank distress is less likely if many peers already experienced distress. …
Persistent link: https://www.econbiz.de/10010984724
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