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affects bank lending depends on the whether the banks are drawing on official sector liquidity facilities. Third, liquidity … heterogeneity in the balance sheet characteristics that affect banks' responses to liquidity risk. Overall, bank balance sheet …
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at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk … interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … lending behavior and risk sensitivity of a risk-neutral bank. CDS contracts may be used to hedge a bank's credit risk exposure …
Persistent link: https://www.econbiz.de/10010957144
German banks experienced a merger wave throughout the 1990s. However, the success of bank mergers remains a continuous …
Persistent link: https://www.econbiz.de/10005082779
at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk … interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … lending behavior and risk sensitivity of a risk-neutral bank. CDS contracts may be used to hedge a bank's credit risk exposure …
Persistent link: https://www.econbiz.de/10010535443
affect the likelihood and the timing of bank recovery. Severe regulatory measures increase both the likelihood of recovery … conditions also matter for bank recovery. Hence, concerted micro- and macro-prudential policies are key to facilitate distressed … bank recovery. …
Persistent link: https://www.econbiz.de/10008595895
quantitative models in a new perspective. This knowledge may prove valuable for regulators who aim to understand bank behaviour and … thus advance regulation. …
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