Showing 1 - 9 of 9
Domestic prudential regulation can have unintended effects across borders and may be less effective in an environment where banks operate globally. Using U.S. micro-banking data for the first quarter of 2000 through the third quarter of 2013, this study shows that some regulatory changes indeed...
Persistent link: https://www.econbiz.de/10011563197
Network (IBRN), established in 2012, brings together researchers from around the world with access to micro-data on individual …
Persistent link: https://www.econbiz.de/10012988740
This study applies a novel way of measuring, quantifying and modelling the systemic risk within the financial system. The magnitude of risk spill over effects is gauged by introducing a specific weighting scheme. This approach originally stems from spatial econometrics. The methodology allows...
Persistent link: https://www.econbiz.de/10012988801
Persistent link: https://www.econbiz.de/10010380678
We analyze the inward and outward transmission of regulatory changes through German banks' (international) loan portfolio. Overall, our results provide evidence for international spillovers of prudential instruments, these spillovers are however quite heterogeneous between types of banks and can...
Persistent link: https://www.econbiz.de/10012981901
We use a Diamond/Dybvig-based model with two banks operating in separate regions connected by a common asset market in which banks and sophisticated depositors invest. We study the effect of a potential run (crisis) and subsequent fire sales on the asset price in both the crisis and no-crisis...
Persistent link: https://www.econbiz.de/10012988724
The development of macroprudential policy tools has been one of the most significant changes in banking regulation in recent years. In this multi-study initiative of the International Banking Research Network (IBRN), researchers from 15 central banks and 2 international organizations use...
Persistent link: https://www.econbiz.de/10012963211
sovereign bond holdings at the onset of the sovereign debt crisis in Europe …
Persistent link: https://www.econbiz.de/10012988769
Persistent link: https://www.econbiz.de/10012437872