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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...
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banking services. Our dataset contains the stock holdings of each and every German bank and of their corresponding retail …
Persistent link: https://www.econbiz.de/10010957122
We explore the concept of global liquidity based on a factor model estimated using a large set of financial and macroeconomic variables from 24 advanced and emerging market economies. We measure global liquidity conditions based on the common global factors in the dynamics of liquidity...
Persistent link: https://www.econbiz.de/10010957104
This paper analyses the role of bank-related constraints in explaining the sharp slowdown in bank lending to non … individual responses of the banks participating in the Eurosystem's Bank Lending Survey with the corresponding micro data on loan … quantities and prices. Our main finding is that bank-related supply and demand-side indicators were both important in explaining …
Persistent link: https://www.econbiz.de/10009646499
the proprietary bank-to-bank European interbank dataset extracted from Target2 and also exploit the Lehman and sovereign …
Persistent link: https://www.econbiz.de/10011161234
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
This paper studies the sectoral and geographical dimensions of the response of bank lending to sectoral growth. We use … several bank-level datasets provided by the Deutsche Bundesbank for the 1996-2002 period. Our results show that bank …. Moreover, we find that the response of lending depends on bank characteristics such as the banking groups, the banks? asset …
Persistent link: https://www.econbiz.de/10005082799