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The ESRB at 1
Gerlach, Stefan (ed.); Gnan, Ernest (ed.); Ulbrich, Jens (ed.) - Conference on ESRB at 1 <1, 2011, Berlin>; SUERF - The …; … - 2012
SUERF – The European Money and Finance Forum, the Deutsche Bundesbank and the Institute for Monetary and Financial Stability (IMFS) took the opportunity of the first anniversary of this new institution to organise a joint conference in Berlin on 8-9 November 2011. The purpose of this event was...
Persistent link: https://www.econbiz.de/10011711529
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Pro-cyclical capital regulation and lending
Behn, Markus; Haselmann, Rainer; Wachtel, Paul - Deutsche Bundesbank - 2014
We use a quasi-experimental research design to examine the effect of model-based capital regulation introduced under the Basel II agreement on the pro-cyclicality of bank lending and firms' access to funds during a recession. In response to an exogenous shock to credit risk in the German...
Persistent link: https://www.econbiz.de/10011093849
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
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 Banks. The conference focused on core aspects of banking reform …
Persistent link: https://www.econbiz.de/10011557140
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What predicts financial (in)stability? A Bayesian approach
Eidenberger, Judith; Neudorfer, Benjamin; Sigmund, Michael - Deutsche Bundesbank - 2014
This paper contributes to the literature on early warning indicators by applying a Bayesian model averaging approach. Our analysis, based on Austrian data, is carried out in two steps: First, we construct a quarterly financial stress index (AFSI) quantifying the level of stress in the Austrian...
Persistent link: https://www.econbiz.de/10011122558
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Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis
Chan-Lau, Jorge A.; Liu, Estelle X.; Schmittmann, Jochen M. - Deutsche Bundesbank - 2013
This study finds that equity returns in the banking sector in the wake of the Great Recession and the European … deteriorating funding conditions and investor sentiment. While the equity return performance in the banking sector has been dismal …
Persistent link: https://www.econbiz.de/10010957160
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Crises, rescues, and policy transmission through international banks
Buch, Claudia M.; Koch, Cathérine Tahmee; Koetter, Michael - Deutsche Bundesbank - 2011
The World Financial Crisis has shaken the fundamentals of international banking and triggered a downward spiral of …
Persistent link: https://www.econbiz.de/10009283655
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Balance sheet strength and bank lending during the global financial crisis
Kapan, Tümer; Minoiu, Camelia - Deutsche Bundesbank - 2013
We examine the role of bank balance sheet strength in the transmission of financial sector shocks to the real economy. Using data from the syndicated loan market, we exploit variation in banks' reliance on wholesale funding and their structural liquidity positions in 2007Q2 to estimate the...
Persistent link: https://www.econbiz.de/10010984738
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Regulation, credit risk transfer with CDS, and bank lending
Pausch, Thilo; Welzel, Peter - Deutsche Bundesbank - 2012
We integrate Basel II (and III) regulations into the industrial organization approach to banking and analyze the …
Persistent link: https://www.econbiz.de/10010957144
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Regulation, credit risk transfer with CDS, and bank lending
Pausch, Thilo; Welzel, Peter - Deutsche Bundesbank - 2012
We integrate Basel II (and III) regulations into the industrial organization approach to banking and analyze the …
Persistent link: https://www.econbiz.de/10010535443
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Bank bailouts, interventions, and moral hazard
Dam, Lammertjan; Koetter, Michael - Deutsche Bundesbank - 2011
To test if safety nets create moral hazard in the banking industry, we develop a simultaneous structural two … probabilities on risk taking using exclusion restrictions based on regional political, supervisor, and banking market traits. The … sample includes all observed capital preservation measures and distressed exits in the German banking industry during 1995 …
Persistent link: https://www.econbiz.de/10009323135