Showing 1 - 9 of 9
the change in eligibility criteria for collateral in central bank refinancing operations. Our results show that market … observe a broad-based flight to liquidity. The European Central Bank's unconventional monetary policy had a strong impact on …
Persistent link: https://www.econbiz.de/10012952017
that failed during the 2007/2008 crisis. Excess equity returns in response to bank bailouts are overall negative and …
Persistent link: https://www.econbiz.de/10012988821
that failed during the 2007/2008 crisis. Excess equity returns in response to bank bailouts are overall negative and …
Persistent link: https://www.econbiz.de/10010309616
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 …, international spillovers vary across prudential instruments and are heterogeneous across banks. Bank-specific factors like balance …
Persistent link: https://www.econbiz.de/10012963211
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
affects bank lending depends on the whether the banks are drawing on official sector liquidity facilities. Third, liquidity … heterogeneity in the balance sheet characteristics that affect banks' responses to liquidity risk. Overall, bank balance sheet …
Persistent link: https://www.econbiz.de/10012988740
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/10012988769
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
In attempting to promote bank stability, the Basel Committee on Banking Supervision (2006) provides a framework that …
Persistent link: https://www.econbiz.de/10012988825