Showing 1 - 10 of 212
countries over a ten-year period. We highlight the role of several bank-specific, institutional and policy variables in shaping … determinants of banks' liquidity buffers are a combination of bank-specific (business model, profitability, deposit holdings, size … substituted by liquidity regulation, a bank's disclosure requirement and size remain significant. A key takeaway from our analysis …
Persistent link: https://www.econbiz.de/10010757282
the dating of banking crises according to these databases using information on the number and size of bank failures for …
Persistent link: https://www.econbiz.de/10010822692
This paper models policy responses to changes in solvency by Dutch occupational pension funds using a unique panel dataset containing the balance sheets of all registered pension funds in the Netherlands over a period of 15 years (1993-2007). The model describes how nominal pension rights are...
Persistent link: https://www.econbiz.de/10009275470
This paper is the first to analyze market impact and execution costs of equity trading by a pension fund. We find that, on average, these costs are nonnegligible. Average market impact costs equal 20 basis points for buys and 30 basis points for sells; average execution costs equal 27 basis...
Persistent link: https://www.econbiz.de/10005030219
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
This paper reviews studies exploring how higher bank capital requirements affect economic growth. There is little … evidence of a direct effect; research focuses on the indirect effects of capital requirements on credit supply, bank asset risk …, and cost of bank capital, which in turn can affect economic growth. Banks facing higher capital requirements can reduce …
Persistent link: https://www.econbiz.de/10011213677
interaction between politicy makers and pressure groups. The second half of the report is devoted to bank regulation. It is argued … effects of regulatory policies in the form of deposit insurance, capital requirements, bank monitoring, bank closure policy as …
Persistent link: https://www.econbiz.de/10005021856
This study aims at assessing empirically the determinants of changes in risk-weighted bank capital ratios in the 1990s … in Germany, France, Italy, the Netherlands, the UK and the US. Both bank-specific characteristics, factors at the banking … industry level and the degree of undercapitalization are found to be relevant for bank capital ratios. The results suggest that …
Persistent link: https://www.econbiz.de/10005021872
Financial conglomerates, combining banking, securities trading, and insurance, have become an important part of the financial landscape in many countries. Cross-sector consolidation has been fostered by trends such as disintermediation, globalization, and deregulation creating new challenges for...
Persistent link: https://www.econbiz.de/10005021889
interaction between business cycles and bank behaviour over the past two decades for 26 industrial countries. As expected, profits …
Persistent link: https://www.econbiz.de/10005021893