consequences of the liquidity stress to the solvency ratio; (ii) quantify the liquidity deficit that a central bank should …

simulation exercise is performed on how various external shocks affect the balance sheet of an average European bank under the …, and the interaction with banks’ risk management, supervisory tools and statistical requirements. It also examines how the … application of fair value accounting to banks’ trading book has impacted their share price volatility. It is concluded that the …

Following the adoption by the Basel Committee of new capital rules for banks, a process is now taking place in the EU …

finance more small firms, but incur higher costs than centralized ones. Small banks are interpreted as a bank with relatively … asymmetries within the bank combined with fixed wages. Two kinds of inefficiencies arise in equilibrium: the credit officer either … bank accepts the information asymmetries, is called the centralized structure. Under decentralized structure the bank …

We study the prices that individual banks pay for liquidity (captured by borrowing rates in repos with the central bank … and benchmarked by the overnight index swap) as a function of market conditions and bank characteristics. These prices … depend in particular on the distribution of liquidity across banks, which is calculated over time using individual banklevel …

This paper investigates the dynamics of the pass-through between market interest rates and bank interest rates in the … deposits and savings deposits. Bank soundness, credit risk and interest rate risk are found to exert a significant influence on … monetary policy was up (down). Overall, we find that competition among banks and competition from financial markets result in a …

), well-functioning institutions are a key driving force for international bank flows. Specifically, foreign banks invest …This paper uses a large panel of bilateral bank flow data to assess how institutions and politics affect international … capital -bank in particular- flows. The following key findings emerge: 1) The empirical "gravity" model is the benchmark in …