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The SSM at 1
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
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Do specialization benefits outweigh concentration risks in credit portfolios of German banks?
Böve, Rolf; Düllmann, Klaus; Pfingsten, Andreas - Deutsche Bundesbank - 2010
) abilities and on the sectoral concentration risk of a credit portfolio. In this paper, we examine in the first part if … cooperative banks. In the second part we measure the overall effect of better monitoring and the associated higher sectoral credit … concentrations on the credit risk of the portfolio. Our empirical results suggest that specialization benefits overcompensate the …
Persistent link: https://www.econbiz.de/10008764627
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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
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Do capital buffers mitigate volatility of bank lending? A simulation study
Heid, Frank; Krüger, Ulrich - Deutsche Bundesbank - 2011
Critics claim that capital requirements can exacerbate credit cycles by restricting lending in an economic downturn …-cyclical capital buffers. Others claim that capital buffers are already large enough to absorb fluctuations in credit risk. We address …
Persistent link: https://www.econbiz.de/10008923004
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Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios
Kamp, Andreas; Pfingsten, Andreas; Porath, Daniel - Deutsche Bundesbank - 2005
especially driven by the large number of credit cooperatives and savings banks. However, some banks (especially regional banks …
Persistent link: https://www.econbiz.de/10005082787
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Heterogeneity in lending and sectoral growth: evidence from German bank-level data
Schertler, Andrea; Buch, Claudia M.; von Westernhagen, … - Deutsche Bundesbank - 2006
size, and the degree of sectoral portfolio concentration. We find that total domestic lending by savings banks and credit …
Persistent link: https://www.econbiz.de/10005082799
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Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area
Eickmeier, Sandra; Hofmann, Boris; Worms, Andreas - Deutsche Bundesbank - 2006
to test the distributional implications of potential credit market frictions. The results suggest that there is no …
Persistent link: https://www.econbiz.de/10005083181
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Financial systems and the role of banks in monetary policy transmission in the euro area
Sevestre, Patrick; Martinez-Pages, Jorge; Gambacorta, … - Deutsche Bundesbank - 2001
This paper offers a comprehensive comparison of the structure of banking and financial markets in the euro area. Based on this, several hypotheses about the role of banks in monetary policy transmission are developed. Many of the predictions that have been proposed for the U.S. are deemed...
Persistent link: https://www.econbiz.de/10005083236
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Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks
Behr, Andreas; Kamp, Andreas; Memmel, Christoph; … - Deutsche Bundesbank - 2007
Banks face a tradeoff between diversifying and focusing their loan portfolio. In this paper we carry out an empirical study for the German market to shed light on the question whether or not the benefits of risk sharing outweigh those of specialization. We use data from the Bundesbank's...
Persistent link: https://www.econbiz.de/10005058999
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Taxing banks: An evaluation of the German bank levy
Buch, Claudia M.; Hilberg, Björn; Tonzer, Lena - Deutsche Bundesbank - 2014
and by the central institutions of savings banks and credit unions. Third, for the banks affected by the levy, we find …
Persistent link: https://www.econbiz.de/10011122559