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heterogeneity in the balance sheet characteristics that affect banks' responses to liquidity risk. Overall, bank balance sheet … studies conducted in 11 countries to explore liquidity risk transmission. Among the main results is, first, that explanatory … power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk …
Persistent link: https://www.econbiz.de/10010397050
bank's contribution to systemic risk (SRISK) at the national and the euro-area level. Our research delivers three main …, an exploration of the drivers of systemic risk shows that a bank's contribution to systemic risk is positively related to …. Since the establishment of the Banking Union in 2014, the European Central Bank (ECB) can impose stricter regulations than …
Persistent link: https://www.econbiz.de/10011642098
, seek to reduce these costs. Bank levies attempt to internalize systemic risk and to increase the costs of leverage. This …Bank distress can have severe negative consequences for the stability of the financial system, the real economy, and … for public finances. Regimes for the restructuring and resolution of banks, financed by bank levies and fiscal backstops …
Persistent link: https://www.econbiz.de/10010464352
sovereign debt exposures and the implications of sovereign exposures for bank risk. Our main findings are as follows. First … impact of sovereign bond holdings on bank risk. This result could indicate the widespread absence of marking-to-market for …
Persistent link: https://www.econbiz.de/10010319379
The development of macroprudential policy tools has been one of the most significant changes in banking regulation in … instruments to study international spillovers of prudential policy changes for bank lending growth. The collective analysis has … three main findings. First, prudential instrument effects sometimes spill over across borders through bank lending. Second …
Persistent link: https://www.econbiz.de/10011595793
banks with foreign affiliates for the years 2002-2011, we study bank internationalization before and during the crisis. Our …
Persistent link: https://www.econbiz.de/10010327540
.S. policies, and bank-specific heterogeneity influences the magnitudes of transmission. The effects are supportive of the … international bank lending channel and the portfolio channel of monetary policy transmission. They also show that the frictions that …. The forms of bank balance sheet heterogeneity that differentiate spillovers across banks are not uniform across countries …
Persistent link: https://www.econbiz.de/10011865862
bank-level can impact aggregate volatility. We find weak evidence for a link between granular banking sector volatility and …
Persistent link: https://www.econbiz.de/10010471491