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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...
Persistent link: https://www.econbiz.de/10011557140
Persistent link: https://www.econbiz.de/10011730970
total of ten different structuring styles. These include bi-partite structures between a bank and a counterparty, tri …
Persistent link: https://www.econbiz.de/10010957120
Outright bank failures without prior indication of financial instability are very rare. Supervisory authorities monitor … regarded as troubled to varying degrees before outright closure. But to our knowledge virtually all studies that predict bank … failures neglect the ordinal nature of bank distress. Exploiting the distress database of the Deutsche Bundesbank we …
Persistent link: https://www.econbiz.de/10005082759
likelihood of bank distress makes banks reduce their on-balance sheet interest rate exposure and simultaneously intensify their …
Persistent link: https://www.econbiz.de/10010957157
asymmetric bank borrowing is widespread. This paper investigates the determinants of creditor concentration for German firms … using a comprehensive bank-firm level dataset for the time period between 1993 and 2003. We document that lending is very … public sector bank and if the other banks are large or do not have to tie up additional funds in capital. …
Persistent link: https://www.econbiz.de/10005082749
This paper analyzes the individual bidding behaviour of German banks in the money market auctions conducted by the ECB from the beginning of the third quarter of 2000 to the end of the first quarter of 2001. Our approach takes a variety of characteristics of the individual banks into account. In...
Persistent link: https://www.econbiz.de/10005082791
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
This paper introduces a stress test of the corporate credit portfolios of 24 large German banks by a two-stage approach: First, a macro-econometric model is used to forecast the impact of a substantial increase of the user cost of business capital for firms worldwide on three particularly...
Persistent link: https://www.econbiz.de/10010957110
, depositors, and regulators in connection with bank insolvency may corrupt banks' credit allocation and monitoring decisions … potential endogeneity which are usually inherent to research into the real economic implications of bank regulation. We find a … dependent on bank financing. Our findings are robust to various specifications. Investigating the transmission channels of the …
Persistent link: https://www.econbiz.de/10010957115