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Many a Little Makes a Mickle : Macro Portfolio Stress Test for Small and Medium-Sized German Banks
Busch, Ramona - 2016
We develop a macroeconomic portfolio stress test that is specifically geared towards small and medium-sized banks. We combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model with an income stress test in the form of dynamic panel...
Persistent link: https://www.econbiz.de/10012988681
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Market Discipline Across Bank Governance Models : Empirical Evidence from German Depositors
Arnold, Eva - 2016
German savers are renowned for preferring safe, long-term investments, thus providing patient capital, with bank … heterogeneity depending on banks' governance structures. The announcement of a state guarantee for bank deposits following the …
Persistent link: https://www.econbiz.de/10012988693
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Securities Trading by Banks and Credit Supply : Micro-Evidence
Abbassi, Puriya - 2016
the security level for each bank in each period, we find that during the crisis, banks with higher trading expertise …
Persistent link: https://www.econbiz.de/10012988697