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Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis
Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - Deutsche Bundesbank - 2014
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on the compositional supply effects through cross-border and relationship lending. For empirical identification, we draw on the proprietary bank-to-bank European interbank dataset...
Persistent link: https://www.econbiz.de/10011161234
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Monetary policy and bank distress: an integrated micro-macro approach
De Graeve, Ferre; Kick, Thomas - Deutsche Bundesbank - 2008
Evidence on the interdependency between monetary policy and the state of the banking system is scarce. We suggest an integrated micro-macro approach with two core virtues. First, we measure the probability of bank distress directly at the bank level. Second, we integrate a microeconomic hazard...
Persistent link: https://www.econbiz.de/10005082796
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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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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
regulation, recovery and resolution, and risk culture. …
Persistent link: https://www.econbiz.de/10011557140
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Credit portfolio modelling and its effect on capital requirements
Bülbül, Dilek; Lambert, Claudia - Deutsche Bundesbank - 2012
thus advance regulation. …
Persistent link: https://www.econbiz.de/10010984712
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Regulation, credit risk transfer with CDS, and bank lending
Pausch, Thilo; Welzel, Peter - Deutsche Bundesbank - 2012
interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk …-sensitive way: Compared to a situation without regulation the optimal volume of loans decreases more as the riskiness of …
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
interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk …-sensitive way: Compared to a situation without regulation the optimal volume of loans decreases more as the riskiness of …
Persistent link: https://www.econbiz.de/10010535443
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Evaluating the German bank merger wave
Koetter, Michael - Deutsche Bundesbank - 2005
German banks experienced a merger wave throughout the 1990s. However, the success of bank mergers remains a continuous matter of debate. In this paper we suggest a taxonomy as how to evaluate post-merger performance on the basis of cost efficiency (CE). We categorise mergers a success that...
Persistent link: https://www.econbiz.de/10005082779
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Recovery determinants of distressed banks: Regulators, market discipline, or the environment?
Kick, Thomas; Koetter, Michael; Poghosyan, Tigran - Deutsche Bundesbank - 2010
Based on detailed regulatory intervention data among German banks during 1994-2008, we test if supervisory measures affect the likelihood and the timing of bank recovery. Severe regulatory measures increase both the likelihood of recovery and its duration while weak measures are insignificant....
Persistent link: https://www.econbiz.de/10008595895
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Bank capital, the state contingency of banks' assets and its role for the transmission of shocks
Kühl, Michael - Deutsche Bundesbank - 2014
The role of bank capital as a propagation channel of shocks is strongly pronounced in recent macroeconomic models. In this paper, we show how the evolution of bank capital depends on the share of non-state-contingent assets in banks' balance sheets and present the consequences for macroeconomic...
Persistent link: https://www.econbiz.de/10010984708