Showing 1 - 10 of 21
institutional set-up, we turn to the discussion of the following question: How can a supervisor devise a framework of supervision …
Persistent link: https://www.econbiz.de/10005021889
Structural models explaining retirement decisions of individuals or households in an inter-temporal setting are typically hard to estimate using data on actual retirement decisions, because choice sets are complicated and uncertain and for a large part unobserved by the researcher. This paper...
Persistent link: https://www.econbiz.de/10005106667
culture and organizational behaviour for financial supervision. First, we discuss how corporate culture is often linked to … relevant to monitor. The realization that these mechanisms may materialize seems an important starting point for supervision …
Persistent link: https://www.econbiz.de/10009393908
. However, since improving the accuracy of supervision is costly, even in the optimal monitoring scheme there generally exists a …
Persistent link: https://www.econbiz.de/10005030238
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
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
When does the general public lose trust in banks? We provide empirical evidence using responses by Dutch survey …. Negative media reports, falling stock prices, and opaque product information also affect trust in banks. Experiencing a bank …
Persistent link: https://www.econbiz.de/10010726974
We investigate 62 Dutch banks' liquidity behaviour between January 2004 and March 2010, when these banks were subject … 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 …
Persistent link: https://www.econbiz.de/10010757286
This paper investigates contagion of major financial institutions by focusing on extreme stock return co-movements. Our measure of contagion within banking and insurance sectors is the number of coincidences of daily extreme returns that cannot be explained by a linear propagation model of...
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