Similar Search Results

Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016

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

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

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

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 … on interbank access and volume is stronger than on spreads. Liquidity supply restrictions are exacerbated for cross … price dispersion substantially decreases when the Eurosystem promises unlimited access to liquidity at a fixed price in …

Persistent link: https://www.econbiz.de/10011161234

War on cash : is there a future for cash? : International Cash Conference : 25 - 27 April 2017, Island of Mainau, Germany

International Cash Conference <2017, Mainau>; Deutsche … - 2016

Persistent link: https://www.econbiz.de/10011730970

How will Basel II affect bank lending to emerging markets? An analysis based on German bank level data

Liebig, Thilo; Porath, Daniel; Mauro, di; Weder, Beatrice; … - Deutsche Bundesbank - 2004

This paper investigates whether the new Basel Accord will induce a change in bank lending to emerging markets using a comprehensive new data set on German banks` foreign exposure. We test two interlinked hypotheses on the conditions under which the change in the regulatory capital would leave...

Persistent link: https://www.econbiz.de/10005082811

How stressed are banks in the interbank market?

Abbassi, Puriya; Fecht, Falko; Weber, Patrick - Deutsche Bundesbank - 2013

recourse to the LOLR facility (a) to derive banks' willingness-to-pay for liquidity through a one-week repo and (b) to show … results suggest (i) that banks' willingness-to-pay for liquidity indeed reflects refinancing conditions in the interbank …

Persistent link: https://www.econbiz.de/10010957097

The role of interbank relationships and liquidity needs

Craig, Ben R.; Fecht, Falko; Tümer-Alkan, Günseli - Deutsche Bundesbank - 2013

In this paper, we focus on the interconnectedness of banks and the price they pay for liquidity. We assess how the … to meet its liquidity demand. We use quarterly data of bilateral interbank credit exposures between all German banks from …'s willingness to pay for liquidity since they had variable rate tenders with a 'pay-your-bid' price. Controlling for bank …

Persistent link: https://www.econbiz.de/10010984730

Contingent convertible bonds and the stability of bank funding: The case of partial writedown

Bleich, Dirk - Deutsche Bundesbank - 2014

This paper adds to the growing body of literature on the design of Contingent Convertible Bonds (CoCos). We discuss how the design of the loss absorption mechanism affects the stability of bank funding and distinguish between Conversion-to-Equity (CE) CoCos, Principal WriteDown (PWD) CoCos with...

Persistent link: https://www.econbiz.de/10011093852

Bankenaufsicht im Dialog 2015

Dombret, Andreas R. (ed.) - Deutsche Bundesbank - 2015

Persistent link: https://www.econbiz.de/10012878880

1
2
3
4
5
6
7
8
9
10
Next
Last