Showing 1 - 10 of 245
regulation, recovery and resolution, and risk culture. …
Persistent link: https://www.econbiz.de/10011557140
quantitative models in a new perspective. This knowledge may prove valuable for regulators who aim to understand bank behaviour and … thus advance regulation. …
Persistent link: https://www.econbiz.de/10010984712
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
potential endogeneity which are usually inherent to research into the real economic implications of bank regulation. We find a …, depositors, and regulators in connection with bank insolvency may corrupt banks' credit allocation and monitoring decisions … dependent on bank financing. Our findings are robust to various specifications. Investigating the transmission channels of the …
Persistent link: https://www.econbiz.de/10010957115
In attempting to promote bank stability, the Basel Committee on Banking Supervision (2006) provides a framework that …
Persistent link: https://www.econbiz.de/10010957130
The aim of this paper is to assess how German savings banks adjust capital and risk under capital regulation. We … coordination of capital and risk adjustments depends on the amount of capital the bank holds in excess of the regulatory minimum …
Persistent link: https://www.econbiz.de/10005082780
This paper studies the impact of bank regulation and taxation in a dynamic model where banks are exposed to credit and … an inverted U-shaped relationship between capital requirements and bank lending, efficiency, and welfare, with their …
Persistent link: https://www.econbiz.de/10010984720
a large, unbalanced panel of German banks including 32,023 bank-year observations. We see an increase in the use of GBR …
Persistent link: https://www.econbiz.de/10008509635
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
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