Showing 1 - 10 of 234
We use a Diamond/Dybvig-based model with two banks operating in separate regions connected by a common asset market in which banks and sophisticated depositors invest. We study the effect of a potential run (crisis) and subsequent fire sales on the asset price in both the crisis and no-crisis...
Persistent link: https://www.econbiz.de/10012988724
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
, 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
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
, 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
In attempting to promote bank stability, the Basel Committee on Banking Supervision (2006) provides a framework that …
Persistent link: https://www.econbiz.de/10012988825
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
. 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 …, an exploration of the drivers of systemic risk shows that a bank's contribution to systemic risk is positively related to …
Persistent link: https://www.econbiz.de/10011642098
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/10010308728
In attempting to promote bank stability, the Basel Committee on Banking Supervision (2006) provides a framework that …
Persistent link: https://www.econbiz.de/10010308730