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What drives forbearance : evidence from the ECB comprehensive assessment; N°1860 / October 2015

Homar, Timotej (contributor); Kick, Heinrich (contributor); … - European Central Bank - 2015

maturity of refinancing of the loan. While economically useful in some circumstances, it can be used by banks in order to …

Persistent link: https://www.econbiz.de/10015297753

Bank lines of credit as contingent liquidity : a study of covenant violations and their implications; N°1702, August 2014

Acharya, Viral V. (contributor); Almeida, Heitor (contributor) - European Central Bank - 2014

heart of a new bank liquidity channel. This channel complements the traditional bank lending channel, which focuses on small …

Persistent link: https://www.econbiz.de/10015301820

Euro repo market : improvements for collateral and liquidity management

European Central Bank - 2015

The objective of the report is to define improvements to the repo market to better support collateral/liquidity …

Persistent link: https://www.econbiz.de/10015300037

Rollover risk, liquidity, and macro-prudential regulation : N°1667, April 2014

Ahnert, Toni (contributor) - European Central Bank - 2014

I study rollover risk in the wholesale funding market when intermediaries can hold liquidity ex-ante and are subject to … fire sales ex-post. I demonstrate that precautionary liquidity restores multiple equilibria in a global rollover game. An … intermediate liquidity level supports both the usual run equilibrium and an efficient equilibrium. I provide a uniqueness …

Persistent link: https://www.econbiz.de/10015301809

Credit risk SREP methodology

European Central Bank - 2024

Persistent link: https://www.econbiz.de/10015322150

Credit risk SREP methodology : credit risk in SREP

European Central Bank - 2023

Persistent link: https://www.econbiz.de/10015278879

Risk-to buffer : setting cyclical and structural banks capital requirements through stress tests

Couaillier, Cyril (contributor); … - European Central Bank - 2024

In this paper, we propose a new framework to jointly calibrate cyclical and structural capital requirements. For this, we integrate a non-linear macroeconomic model and a stress test model. In the macroeconomic model, the severity of the scenarios depends on the level of cyclical risk....

Persistent link: https://www.econbiz.de/10015275831

Flight to liquidity and the great recession : N°1729, September 2014

Radde, Sören (contributor) - European Central Bank - 2014

Persistent link: https://www.econbiz.de/10015301857

Are low interest rates firing back? : interest rate risk in the banking book and bank lending in a rising interest rate environment

Coulier, Lara (contributor); Pancaro, Cosimo (contributor); … - European Central Bank - 2024

We match granular supervisory and credit register data to assess the implications of banks' exposure to interest rate risk on the monetary policy transmission to bank lending supply in the euro area. We exploit the largest and swiftest increase in interest rates since the creation of the euro...

Persistent link: https://www.econbiz.de/10015275133

Creditor protection, judicial enforcement and credit access : 1829 / July 2015

Maresch LL.M., Daniela (contributor); … - European Central Bank - 2015

We investigate the role of the judicial system on whether or not the firms obtain the credit they applied for, by looking at the strength of the creditor protection, the strength of property rights, the time for resolving a dispute, its costs and the number of procedures the plaintiff faces. We...

Persistent link: https://www.econbiz.de/10015298439