Showing 111 - 113 of 113
This paper investigates the network structure of interbank markets, which has proved to be important for financial stability during the crisis. First, we describe and map the interbank network in the Netherlands, an exception in the literature because of its small and open banking environment....
Persistent link: https://www.econbiz.de/10010559873
We investigate the effects of the announcement and the disclosure of the clarification, methodology, and outcomes of the US banking stress tests on banks' equity prices, credit risk, systematic risk, and systemic risk during the 2009-13 period. We find only weak evidence that stress tests after...
Persistent link: https://www.econbiz.de/10010760529
This paper estimates the relation between bank profitability and economic downturns using a theoretical model that takes into account the bank's lending history as well as amortization and losses on outstanding loans. We focus on total bank profits and its components: net interest income, other...
Persistent link: https://www.econbiz.de/10008455651