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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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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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Uncertainty and bank wholesale funding
Dinger, Valeriya; Craig, Ben - Deutsche Bundesbank - 2013
In this paper we relate a bank's choice between retail and wholesale liabilities to real economic uncertainty and the … resulting volatility of bank loan volumes. We argue that since the volume of retail deposits is slow and costly to adjust to … shocks in the volume of bank assets, banks facing more intense uncertainty and more volatile loan demand tend to employ more …
Persistent link: https://www.econbiz.de/10010957087
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Early warning indicators for the German banking system: A macroprudential analysis
Jahn, Nadya; Kick, Thomas - Deutsche Bundesbank - 2012
Over the past two decades, Germany experienced several periods of banking system instability rather than full-blown banking system crises. In this paper we introduce a continuous and forward-looking stability indicator for the banking system based on information on all financial institutions in...
Persistent link: https://www.econbiz.de/10010957094
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Cyclical implications of minimum capital requirements
Heid, Frank - Deutsche Bundesbank - 2005
Capital requirements play a key role in the supervision and regulation of banks. The Basel Committee on Banking Supervision is now changing the current framework by introducing risk-sensitive capital charges. There have been concerns that this will unduly increase volatility in the banks'...
Persistent link: https://www.econbiz.de/10005082755
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Financial integration and systemic risk
Fecht, Falko; Grüner, Hans Peter - Deutsche Bundesbank - 2005
Recent empirical studies criticize the sluggish financial integration in the euro area and find that only interbank money markets are fully integrated so far. This paper studies the optimal regional and/or sectoral integration of financial systems given that integration is restricted to the...
Persistent link: https://www.econbiz.de/10005082767
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Banks, markets, and efficiency
Fecht, Falko; Martin, Antoine - Deutsche Bundesbank - 2005
rents already. Thus our results suggest that in the bank-dominated financial system of Germany, in which banks intensely …
Persistent link: https://www.econbiz.de/10005082788
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Welfare effects of financial integration
Hartmann, Philipp; Grüner, Hans Peter; Fecht, Falko - Deutsche Bundesbank - 2007
banking markets through cross-border transactions or bank mergers. …
Persistent link: https://www.econbiz.de/10005082792
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Shocks at large banks and banking sector distress: the Banking Granular Residual
Blank, Sven; Buch, Claudia M.; Neugebauer, Katja - Deutsche Bundesbank - 2009
Size matters in banking. In this paper, we explore whether shocks originating at large banks affect the probability of distress of smaller banks and thus the stability of the banking system. Our analysis proceeds in two steps. In a first step, we follow Gabaix (2008a) and construct a measure of...
Persistent link: https://www.econbiz.de/10005082809
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Limits to international banking consolidation
Grüner, Hans Peter; Fecht, Falko - Deutsche Bundesbank - 2006
-European Bank mergers. In this paper we identify other more fundamental reasons for a limited degree of cross-country integration in …-border bank mergers. The paper derives the impact of different underlying stochastic structures on the optimal structure of cross … regional bank mergers. Imposing a symmetry restriction on the underlying stochastic structure of liquidity shocks we find that …
Persistent link: https://www.econbiz.de/10005082817