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rules. One that stimulates banks to issue retail deposits in an upturn and one that incentivizes banks to create loanable …
Persistent link: https://www.econbiz.de/10010822694
to a liquidity regulation that is very similar to Basel III's Liquidity Coverage Ratio (LCR). We find that most banks … the regulation. More solvent banks hold fewer liquid assets against their stock of liquid liabilities, suggesting an …We investigate 62 Dutch banks' liquidity behaviour between January 2004 and March 2010, when these banks were subject …
Persistent link: https://www.econbiz.de/10010757286
banks. However if in extreme scenarios the LCR becomes a binding constraint, the interaction of bank behaviour with the …
Persistent link: https://www.econbiz.de/10010543516
in 2013 and to analyze the interaction of capital regulation and banks' liquidity buffers. Our analysis suggests that …The purpose of this paper is to assess the history of global liquidity regulation until the revised Basel III proposals … regulating capital is associated with declining liquidity uffers. The interaction of liquidity regulation and monetary policy as …
Persistent link: https://www.econbiz.de/10011127195
Financial conglomerates, combining banking, securities trading, and insurance, have become an important part of the …
Persistent link: https://www.econbiz.de/10005021889
and conduct. In particular, this study focuses on differences across countries, variously sized banks (reflecting distinct … observed large spreads in inefficiencies and cost levels across countries and individual banks indicate that the process of … scaling up and rationalisation to be prepared for increased foreign competition, has - for at least part of the banks - only …
Persistent link: https://www.econbiz.de/10005021892
existence of a bank lending channel implies that banks with liquid and less liquid balance sheets, and large and small banks … extent also in Italy. On the one hand, banks in France and Italy seem to have faced liquidity constraints during the sample …
Persistent link: https://www.econbiz.de/10005053806
measure of contagion within banking and insurance sectors is the number of coincidences of daily extreme returns that cannot … evidence of contagion for the US, Germany and the UK. This result is stronger for the insurance sector than for the banking … sector. In addition, we investigate extreme co-movements among banking and insurance sectors using a multinomial logistic …
Persistent link: https://www.econbiz.de/10005101914
This paper analyses the impact of loan market competition on the interest rates applied by euro area banks to loans and … pass-through of market rates to bank interest rates, we likewise find that banks tend to price their loans more in … suggest that the competitive pressure is heavier in the loan market than in the deposit markets, so that banks under …
Persistent link: https://www.econbiz.de/10005106652
effective prudential supervision. In addition, our results indicate that insurance activities of banks may increase systemic …
Persistent link: https://www.econbiz.de/10005106754