Showing 1 - 10 of 338
minimum standard is unlikely to exhibit adverse consequences for credit supply and bank profitability … profitability of German banks and their capacity to lend. With a NSFR-model that is partially calibrated against reported NSFRs, we …
Persistent link: https://www.econbiz.de/10012981489
Over the past two decades, Germany experienced several periods of banking system instability rather than full-blown banking system crises. In this paper we introduce a continuous and forward-looking stability indicator for the banking system based on information on all financial institutions in...
Persistent link: https://www.econbiz.de/10012988812
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
minimum standard is unlikely to exhibit adverse consequences for credit supply and bank profitability. … profitability of German banks and their capacity to lend. With a NSFR-model that is partially calibrated against reported NSFRs, we …
Persistent link: https://www.econbiz.de/10011541338
In recent years, the German banking sector has overcome major challenges such as the global financial crisis and the European debt crisis. This paper analyses a recent development as a particular determinant of the future outlook for the German banking sector. Interest rates are at historically...
Persistent link: https://www.econbiz.de/10011590067
growth known from macroeconomics to identify credit booms and test our model for German bank and bankportfolio level data …
Persistent link: https://www.econbiz.de/10012988673
accounting, during their first (partial) year in charge, (2) incoming CEOs from outside the bank take a larger earnings bath than …
Persistent link: https://www.econbiz.de/10012988750
risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …, on average, lower loan losses, (b) the loss rate of a given industry in a bank's loan portfolio is lower if the bank has …
Persistent link: https://www.econbiz.de/10012988758
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
methodology developed by Amiti and Weinstein (2013) to a rich dataset of matched bank-firm loans in the Portuguese economy for the … growth rate of individual loans in our dataset is decomposed into bank, firm, industry and common shocks. Adverse bank shocks …
Persistent link: https://www.econbiz.de/10012987210