Showing 1 - 8 of 8
policymakers' efforts to strengthen bank capitalization …
Persistent link: https://www.econbiz.de/10012988766
This study investigates the bank competition-stability nexus using a unique regulatory dataset provided by the Deutsche … Bundesbank over the period 1994 to 2010. First, we use outright bank defaults as the most direct measure of bank risk available … and contrast the results to weaker forms of bank distress. Second, we control for a wide array of different time …
Persistent link: https://www.econbiz.de/10012988767
We analyze whether, and if so by how much, stable funding would have contributed to the financial soundness of German banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity mismatches in the wake of the financial crisis via the Net...
Persistent link: https://www.econbiz.de/10013315470
Repo markets offering central counterparty (CCP) clearing and anonymized trading were remarkably resilient during the recent crises. We use the full transaction level dataset on all repo trades on Eurex Repo, including identifiers for market participants, to provide a detailed description of the...
Persistent link: https://www.econbiz.de/10012988631
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/10012988645
We study the intraday interest rate in a CCP-based GC pooling repo market and its key determinants. Since collateral used in this market is identical to collateral eligible for the daylight overdraft facility of the Eurosystem, any intraday rate in this market cannot be a result of collateral...
Persistent link: https://www.econbiz.de/10012988682
the proprietary bank-to-bank European interbank dataset extracted from Target2 and also exploit the Lehman and sovereign …
Persistent link: https://www.econbiz.de/10012988708
its size and profitability. It decreases in a bank's share of loans to total assets. Third, the qualitative determinants …. Since the establishment of the Banking Union in 2014, the European Central Bank (ECB) can impose stricter regulations than … bank's contribution to systemic risk (SRISK) at the national and the euro-area level. Our research delivers three main …
Persistent link: https://www.econbiz.de/10013315459