for Bank Research (Bankwissenschaftliche Gesellschaft - BWG). The present SUERF Study 2015/2 includes a selection of …, jointly organized by SUERF, the OeNB and the Austrian Society for Bank Research. In reply to the financial crisis, the Great …

bank balance sheet data at the micro level as well as macroeconomic variables are used to capture these changes. The case … of Austria is particularly interesting because country-specific developments, such as the opening-up of the banking …) and higher market concentration in the banking sector had a positive effect on bank profitability, while, surprisingly …

We analyze the impact of capital adequacy regulation on bank insolvency and aggregate investment. We develop a model of … credit relations as a consequence of bank liquidity management and an insolvency mechanism. This allows us to study the …

institutions. We apply our framework to a cross section of individual bank data as they are usually collected at the central bank … consequences of macroeconomic shocks for bank insolvency risk. In particular we consider interest rate shocks, exchange rate and … domino effects from bank defaults are taken explicitly into account. The model determines endogenously probabilities of bank …