Showing 1 - 10 of 249
bank issues covered bonds backed by a pool of assets that is bankruptcy remote and replenished following losses …. Encumbering assets allows a bank to raise cheap secured debt and expand profitable investment, but it also concentrates risk on …
Persistent link: https://www.econbiz.de/10012988410
In this paper, we analyze the impact of loan growth and business model on bank risk in 15 EU countries. In contrast to …, decreases with bank size possibly because large banks are more active in volatile trading and off-balance sheet activities such …
Persistent link: https://www.econbiz.de/10012988807
In attempting to promote bank stability, the Basel Committee on Banking Supervision (2006) provides a framework that …
Persistent link: https://www.econbiz.de/10012988825
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/10012964053
We analyze the inward and outward transmission of regulatory changes through German banks' (international) loan portfolio. Overall, our results provide evidence for international spillovers of prudential instruments, these spillovers are however quite heterogeneous between types of banks and can...
Persistent link: https://www.econbiz.de/10012981901
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 paper studies the impact of bank regulation and taxation in a dynamic model where banks are exposed to credit and … an inverted U-shaped relationship between capital requirements and bank lending, efficiency, and welfare, with their …
Persistent link: https://www.econbiz.de/10012988829
, depositors, and regulators in connection with bank insolvency may corrupt banks' credit allocation and monitoring decisions, and … about causality and potential endogeneity which are usually inherent to research into the real economic implications of bank … more dependent on bank financing. Our findings are robust to various specifications. By investigating the transmission …
Persistent link: https://www.econbiz.de/10013087590
, depositors, and regulators in connection with bank insolvency may corrupt banks' credit allocation and monitoring decisions … potential endogeneity which are usually inherent to research into the real economic implications of bank regulation. We find a … dependent on bank financing. Our findings are robust to various specifications. Investigating the transmission channels of the …
Persistent link: https://www.econbiz.de/10012988785
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