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Bank Size, Market Concentration, and Bank Earnings Volatility in the US
Haan, Jacob de; Poghosyan, Tigran - de Nederlandsche Bank - 2011
We examine whether bank earnings volatility depends on bank size and the degree of concentration in the banking sector. Using quarterly data for non-investment banks in the United States for the period 2004Q1-2009Q4 and controlling for the quality of management, leverage, and diversification ,...
Persistent link: https://www.econbiz.de/10008861750
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Securitization and the dark side of diversification
Oordt, Maarten van - de Nederlandsche Bank - 2012
Diversification by banks affects the systemic risk of the sector. Importantly, Wagner (2010) shows that linear … diversification increases systemic risk. We consider the case of securitization, whereby loan portfolios are sliced into tranches with … risk of individual institutions beyond the minimum level attainable by linear diversification, without increasing systemic …
Persistent link: https://www.econbiz.de/10010543515
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Size and support ratings of US banks
Poghosyan, Tigran; Werger, Charlotte; Haan, Jakob de - de Nederlandsche Bank - 2014
We examine whether Fitch support ratings of US banks depend on bank size. Using quarterly data for the period 2004:Q4 to 2012:Q4 and controlling for several factors that make large and small banks different, we find that bank size is positively related to support ratings. However, the effect is...
Persistent link: https://www.econbiz.de/10010885311
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Social costs of POS payments in the Netherlands 2002-2012: Efficiency gains from increased debit card usage
Jonker, Nicole - de Nederlandsche Bank - 2013
The overall costs of the payment system to society are considerable. These costs depend on the relative usage of the available payment instruments, which differ in the costs that each entails to market participants in the payment chain. In the Netherlands, debit card payments have become less...
Persistent link: https://www.econbiz.de/10010945593
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Reforming the architecture of EMU: Ensuring stability in Europe
Haan, Jakob de; Hessel, Jeroen; Gilbert, Niels - de Nederlandsche Bank - 2014
policy coordination and risk sharing can be improved upon. …
Persistent link: https://www.econbiz.de/10010945595
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Systemic risk and bank business models
Oordt, Maarten van; Zhou, Chen - de Nederlandsche Bank - 2014
In this study we disentangle two dimensions of banks' systemic risk: the level of bank tail risk and the linkage … between a bank's tail risk and severe shocks in the financial system. We employ a measure of the systemic risk of financial … bank characteristics are related to bank tail risk and systemic linkage. The interrelationship between bank characteristics …
Persistent link: https://www.econbiz.de/10010945596
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Loan loss provisioning, bank credit and the real economy
Pool, Sebastiaan; Haan, Leo de; Jacobs, Jan - de Nederlandsche Bank - 2014
This paper examines how credit risk affects bank lending and the business cycle. We estimate a panel Vector …, inflation, the short-term interest rate, bank lending, as well as loan loss provisioning by banks (as proxy for credit risk …
Persistent link: https://www.econbiz.de/10010945599
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When arm's length is too far. Relationship banking over the business cycle
Beck, Thorsten; Degryse, Hans; Haas, Ralph de; Horen, … - de Nederlandsche Bank - 2014
Using a novel way to identify relationship and transaction banks, we study how banks' lending techniques affect funding to SMEs over the business cycle. For 21 countries we link the lending techniques that banks use in the direct vicinity of firms to these firms' credit constraints at two...
Persistent link: https://www.econbiz.de/10010945600
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Effect of bank capital requirements on economic growth: a survey
Martynova, Natalya - de Nederlandsche Bank - 2015
evidence of a direct effect; research focuses on the indirect effects of capital requirements on credit supply, bank asset risk … better-capitalized banks enhances financial stability by reducing bank risk-taking incentives and increasing banks' buffers …
Persistent link: https://www.econbiz.de/10011213677
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Does a public campaign influence debit card usage? Evidence from the Netherlands
Jonker, Nicole; Plooij, Mirjam; Verburg, Johan - de Nederlandsche Bank - 2015
Do consumers change their payment behaviour after being exposed to a public campaign that encourages them to use their debit cards more often? We analyse the impact of such a campaign that started in 2007, using weekly debit card transaction data between 2005 and 2013. The overall results show...
Persistent link: https://www.econbiz.de/10011262931