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Spillovers from Systemic Bank Defaults
Mink, Mark - 2014
bank market values hardly respond to changes in the default risk of individual systemic banks. Together, however, changes …
Persistent link: https://www.econbiz.de/10013053062
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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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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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Strategic Complementarity, Fragility, and Regulation
Vives, Xavier - 2013
The paper analyzes a very stylized model of crises and demonstrates how the degree of strategic complementarity in the actions of investors is a critical determinant of fragility. It is shown how the balance sheet composition of a financial intermediary, parameters of the information structure...
Persistent link: https://www.econbiz.de/10013092690
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Demographic Change and Bank Profitability - Empirical Evidence from German Savings Banks
Berlemann, Michael - 2013
predict the development of bank profitability due to demographic shifts up to 2025. One of the main findings is that the …, allows us estimating the socio-demographic determinants of retail profitability. Using a simulation model, we are able to … the population reduces the customer base, ageing per se increases profitability as older customers typically generate …
Persistent link: https://www.econbiz.de/10013095185
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EU Banks Rating Assignments : Is there Heterogeneity between New and Old Member Countries?
Caporale, Guglielmo Maria - 2013
We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our …
Persistent link: https://www.econbiz.de/10013094667
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Foreign Currency Loans and Credit Risk : Evidence from U.S. Banks
Niepmann, Friederike - 2020
When firms borrow in foreign currency but collect revenues in local currency, exchange rate changes can affect their ability to repay their debt. Using loan-level data from U.S. banks' regulatory filings, this paper studies the effect of exchange rate changes on firms' loan payments. A 10...
Persistent link: https://www.econbiz.de/10012853395
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Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area
Hristov, Nikolay - 2016
empirical literature, i.e. the pro-cyclicality of bank profitability and the counter-cyclical response of firm default rates and … conditions, credit default and bank capitalization for the transmission of macroeconomic shocks. We fit the model to euro area …
Persistent link: https://www.econbiz.de/10012978077
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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. - CESifo - 2009
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/10008583712
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Spillovers from Systemic Bank Defaults
Mink, Mark; Haan, Jakob de - CESifo - 2014
bank market values hardly respond to changes in the default risk of individual systemic banks. Together, however, changes …
Persistent link: https://www.econbiz.de/10010877758