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The Impact of Bank Size on Market Power
Bikker, Jacob A.; Spierdijk, Laura; Finnie, Paul - de Nederlandsche Bank - 2006
Over the past few decades, the worldwide banking industry has undergone strong consolidation. As a result, the number …
Persistent link: https://www.econbiz.de/10005021844
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Follow the money: what does the literature on banking tell prudential supervisors on bank business models?
Cavelaars, Paul; Passenier, Joost - de Nederlandsche Bank - 2012
view - is that it is essential to understand where the profit comes from and what risks the bank or the banking sector is …
Persistent link: https://www.econbiz.de/10009493320
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When liquidity risk becomes a macro-prudential issue: Empirical evidence of bank behaviour
End, Jan Willem van den; Tabbae, Mostafa - de Nederlandsche Bank - 2009
This paper provides empirical evidence of behavioural responses by banks and their contribution to system-wide liquidity stress. Using firm-specific balance sheet data, we construct aggregate indicators of macro-prudential risk. Measures of size and herding show that balance sheet adjustments...
Persistent link: https://www.econbiz.de/10008500697
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Bank Efficiency the Role of Bank Strategy and Local Market Conditions
Bos, J.W.B.; Kool, C.J.M. - de Nederlandsche Bank - 2004
banking sector. The fact that environmental factors that are not appropriately controlled may easily bias efficiency estimates … inefficiencies on a set of a bank.s strategic choices, local banking market variables, and local (regional) macro variables. For the …
Persistent link: https://www.econbiz.de/10005101798
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Forecasting the fragility of the banking and insurance sector
Bernoth, Kerstin; Pick, Andreas - de Nederlandsche Bank - 2009
important in the performance of banks and insurances, analyze the influences of a number of observable factors on banking and …
Persistent link: https://www.econbiz.de/10005101843
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Modelling Scenario Analysis and Macro Stress-testing
End, Jan Willem van den; Hoeberichts, Marco; Tabbae, Mostafa - de Nederlandsche Bank - 2006
factors in stress situations. The methodology is applied to the Dutch banking sector. …
Persistent link: https://www.econbiz.de/10005101857
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Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk
End, Jan Willem van den - de Nederlandsche Bank - 2008
This paper presents a macro stress-testing model for market and funding liquidity risks of banks, which have been main drivers of the recent financial crisis. The model takes into account the first and second round (feedback) effects of shocks, induced by behavioural reactions of heterogeneous...
Persistent link: https://www.econbiz.de/10005030214
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Liquidity Stress-Tester: Do Basel III and Unconventional Monetary Policy Work?
End, Jan Willem van den - de Nederlandsche Bank - 2010
This paper presents a macro stress-testing model for liquidity risks of banks, incorporating the proposed Basel III liquidity regulation, unconventional monetary policy and credit supply effects. First and second round (feedback) effects of shocks are simulated by a Monte Carlo approach. Banks...
Persistent link: https://www.econbiz.de/10008763231