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We measure the impact of bank capital requirements on corporate borrowing and investment using loanE level data. The …
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calibration of the model to Eurozone banking data for 2006 yields that lengthening the average maturity of wholesale debt from its …
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In this paper, we analyze the importance of international banking models, along the operational and the funding dimensions, for the decline in international positions of European banks since the crisis. Using BIS Consolidated Banking Statistics, we find that the multinational model (higher...
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capture common factors in the residuals. We reproduce the puzzle for European bank credit spreads and hypothesize that the … information contagion through bank business model similarities. To capture this channel, we propose an intuitive measure for … portfolio overlap and apply it to the complete asset holdings of the largest banks in the Eurozone. Incorporating this unique …
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This paper analyzes the effect of bank recapitalizations on lending, funding and asset quality of European banks …
Persistent link: https://www.econbiz.de/10011975004
The euro crisis was fueled by the diabolic loop between sovereign risk and bank risk, coupled with cross-border flight …
Persistent link: https://www.econbiz.de/10011975194