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Milne, Alistair - Institut für Weltwirtschaft (IfW) - 2012

-money), notably in shadow banking holdings of sub-prime MBS and other US dollar structured credit instruments and in cross-border flow … collapse of private sector credit in the aftermath of crises. This policy would trigger a profound but also economically …

Persistent link: https://www.econbiz.de/10010956136

Modelling bank asset quality and profitability: An empirical assessment

Swamy, Vighneswara - Institut für Weltwirtschaft (IfW) - 2015

to established perceptions. Priority sector credit has been found to be not significant in affecting NPAs; this is … credit is a falsely founded perception. Bad debts are dependent more on the performance of industry than on other sectors of …

Persistent link: https://www.econbiz.de/10011263002

Does Capital Regulation Matter for Bank Behavior? Evidence for German savings banks

Heid, Frank; Porath, Daniel; Stolz, Stéphanie - Institut für Weltwirtschaft (IfW) - 2003

The aim of this paper is to assess how German savings banks adjust capital and risk under capital regulation. We estimate a modified version of the model developed by Shrieves and Dahl (1992). In comparison to former research, we impose fewer restrictions with regard to the impact of regulation...

Persistent link: https://www.econbiz.de/10005700567

Credit conditions indices: controlling for regime shifts in the Norwegian credit market

Jansen, Eilev S.; Krogh, Tord S. H. - Institut für Weltwirtschaft (IfW) - 2011

The interaction between financial markets and the macroeconomy can be strongly affected by changes in credit market … regulations, and the authors argue that it can be viewed as a measure of relative credit availability, or credit conditions, for … the period 1975-2008 - a credit conditions index (CCI). This entails years of strict credit market regulations in the 1970 …

Persistent link: https://www.econbiz.de/10009025225

Banks’ Regulatory Buffers, Liquidity Networks and Monetary Policy Transmission

Merkl, Christian; Stolz, Stéphanie - Institut für Weltwirtschaft (IfW) - 2006

Based on a quarterly regulatory dataset for German banks from 1999 to 2004, this paper analyzes the effects of banks’ regulatory capital on the transmission of monetary policy in a system of liquidity networks. The dynamic panel regression results provide evidence in favor of the bank capital...

Persistent link: https://www.econbiz.de/10005818925

The Great Recession versus the Great Depression: stylized facts on siblings that were given different foster parents

Aiginger, Karl - Institut für Weltwirtschaft (IfW) - 2010

This paper compares the depth of the Recent Crisis and the Great Depression. We use a new data set to compare the drop in activity in the industrialized countries for seven activity indicators. This is done under the assumption that the Recent Crisis leveled off in mid-2009 for production and...

Persistent link: https://www.econbiz.de/10008615592

Addressing the psychology of financial markets

Tuckett, David - Institut für Weltwirtschaft (IfW) - 2009

The author suggests the 2008 financial crisis was the culmination of an accelerating process of financial market evolution that is inherently unstable. From his viewpoint markets are not well organized to manage the power financial assets have to generate emotion and their wider effect on human...

Persistent link: https://www.econbiz.de/10005083355

The Impact of Public Subsidies on Venture Capital Investments in Start-Up Enterprises

Schertler, Andrea - Institut für Weltwirtschaft (IfW) - 2000

The relationship between a venture capitalist and an entrepreneur is modeled to investigate the impact of public subsidies on venture capital investments in start-up enterprises. In this model, the venture capitalist only finances start-up enterprises if he has sufficient expertise to make...

Persistent link: https://www.econbiz.de/10005700500

Algorithm for identifying systemically important banks in payment systems

Soramäki, Kimmo; Cook, Samantha - Institut für Weltwirtschaft (IfW) - 2012

The ability to accurately estimate the extent to which the failure of a bank disrupts the financial system is very valuable for regulators of the financial system. One important part of the financial system is the interbank payment system. This paper develops a robust measure, SinkRank, that...

Persistent link: https://www.econbiz.de/10010983171

Comparative Advantages of Public Loan and Public Equity Schemes in Venture Capital Markets

Schertler, Andrea - Institut für Weltwirtschaft (IfW) - 2002

Using an agency framework, this paper examines advantages of offering venture capitalists a choice between public equity and loan schemes. Both schemes can be used to promote venture capital investments in hightechnology enterprises since they encourage inexperienced venture capitalists to...

Persistent link: https://www.econbiz.de/10005755149