College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …

in general, better capitalized and less leveraged banks have outperformed their peers, a finding that supports …

active banks. For the period from 2002 to 2010, we look at quarterly transaction data (excluding valuation effects) on long …, foreign countries' demand and risk characteristics become more relevant when loans are distributed by banks' affiliates … that rising risk aversion among banks curbed cross-border lending during the financial crisis, especially at a later stage …

and returns from maturity transformation. Banks price interest risk according to their individual exposure separately in … comprehensive dataset covering the German universal banks between 2000 and 2009, we test the model-implied hypotheses not only for … for earnings from bank-individual maturity transformation strategies, we find all banks to charge additional fees for …

This paper describes the first thorough analysis of the interest risk of German banks on an individual bank level. We … develop a new method that is based on time series of accountingbased data to quantify the interest risk of banks and apply it … to analyze the German banking system. We find evidence that our model yields a significantly better fit of banks …

Interest income is the most important source of revenue for most of the banks. The aim of this paper is to assess the … impact of different interest rate scenarios on the banks' interest income. As we do not know the interest rate sensitivity of … real banks, we construct for each bank a portfolio with a similar composition of its assets and liabilities, called …