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Financial Reform and Banking Crises
Shehzad, Choudhry Tanveer - 2013
We examine the impact of various dimensions of financial reform on the likelihood of systemic and non-systemic banking crises. Using new financial reform measures for a large sample of developing and developed countries for the period 1973 to 2002, our multivariate probit modeling results...
Persistent link: https://www.econbiz.de/10013095277
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Regulatory Arbitrage and the Efficiency of Banking Regulation
Boyer, Pierre - 2016
We study the efficiency of banking regulation under financial integration. Banks freely choose the jurisdiction where to locate their activities and have private information about their efficiency level. Regulators non-cooperatively offer any regulatory contract that satisfies information and...
Persistent link: https://www.econbiz.de/10012991941
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Sovereign Default Risk and Banks in a Monetary Union
Uhlig, Harald - 2013
This paper seeks to understand the interplay between banks, bank regulation, sovereign default risk and central bank … guarantees in a monetary union. I assume that banks can use sovereign bonds for repurchase agreements with a common central bank … cheaply, effectively shifting the risk of some of the potential sovereign default losses on the common central bank …
Persistent link: https://www.econbiz.de/10013076729
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Loan Loss Provision : Some Empirical Evidence for Italian Banks
Caporale, Guglielmo Maria - 2015
This paper uses data from a panel of more than 400 Italian banks for the period 2001-2012 to examine the main determinants of loan loss provision (LLP), which are classified as either discretionary (income smoothing, capital management, signalling) or non-discretionary (related to the business...
Persistent link: https://www.econbiz.de/10013024740
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Financial Globalization and Bank Lending : The Limits of Domestic Monetary Policy?
Cao, Jin - 2018
We empirically analyze how bank lending reacts to monetary policy in the presence of global financial flows. Employing … structurally identified regressions, we show that the efficiency of the bank lending channel is affected when banks can shift to …
Persistent link: https://www.econbiz.de/10012921278
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Regulatory Competition in Capital Standards with Selection Effects Among Banks
Haufler, Andreas - 2016
coordinated ones when governments care equally about bank profits, taxpayers, and consumers …
Persistent link: https://www.econbiz.de/10012993695
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Financial Reform and Banking Crises
Shehzad, Choudhry Tanveer; Haan, Jakob de - CESifo - 2009
We examine the impact of various dimensions of financial reform on the likelihood of systemic and non-systemic banking crises. Using new financial reform measures for a large sample of developing and developed countries for the period 1973 to 2002, our multivariate probit modeling results...
Persistent link: https://www.econbiz.de/10008533993
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Bank Capital Regulation with an Opportunistic Rating Agency
Efing, Matthias - 2013
This paper models the strategic interaction between a rating agency, a bank and a bank regulator who lacks information … about bank asset risk. The regulator can either (1) make bank capital requirements contingent on credit ratings; or (2) set … constrain high risk bank investment without simultaneously reducing overall investment volume. However, if collusion between the …
Persistent link: https://www.econbiz.de/10013080503
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Bank Networks : Contagion, Systemic Risk and Prudential Policy
Aldasoro, Iñaki - 2015
We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest in non-liquid assets. Market clearing takes place through a tâtonnement process which yields the equilibrium price, while traded quantities are determined by means of a...
Persistent link: https://www.econbiz.de/10013028909
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Banking Crisis Resolution Policy - Lessons from Recent Experience - Which Elements are Needed for Robust and Efficient Crisis Resolution?
Mayes, David G. - 2013
The current financial crisis has sparked intense debate about how weak banks should be resolved. Despite international efforts to coordinate and converge on such policies, national policy advice and resolution practices differ. The resolution methods adopted in the Nordic banking crises in the...
Persistent link: https://www.econbiz.de/10013095558