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Determinants of bank interest margins : impact of maturity transformation

Entrop, Oliver; Memmel, Christoph; Ruprecht, Benedikt; … - 2012

This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the literature is twofold: First, we present an extended model of Ho and Saunders (1981) that explicitly captures interest rate risk and returns from maturity transformation. Banks price...

Persistent link: https://www.econbiz.de/10009572494

Stress testing German banks against a global cost-of-capital shock

Düllmann, Klaus; Kick, Thomas - 2012

capital for firms worldwide on three particularly export-oriented industry sectors in Germany. Second, the impact of this …

Persistent link: https://www.econbiz.de/10009509091

Executive board composition and bank risk taking

Berger, Allen N.; Kick, Thomas; Schaeck, Klaus - 2012

Little is known about how socioeconomic characteristics of executive teams affect corporate governance in banking. Exploiting a unique dataset, we show how age, gender, and education composition of executive teams affect risk taking of financial institutions. First, we establish that age,...

Persistent link: https://www.econbiz.de/10009509092

Banks' concentration versus diversification in the loan portfolio : new evidence from Germany

Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - 2013

Using a unique data set on German banks' sector specific loan exposures to the real economy and the corresponding write-offs and write-downs, we examine the impact of loan portfolio sector concentration on credit risk. By controlling for common risk factors, we separate the bank-specific...

Persistent link: https://www.econbiz.de/10010233376

Potential implications of a NSFR on German banks' credit supply and profitability

Schmitt, Matthias; Schmaltz, Christian - 2016

We study how a Net Stable Funding Ratio as defined by the Basel Committee in 2014 (NSFR (2014)) would affect the profitability of German banks and their capacity to lend. With a NSFR-model that is partially calibrated against reported NSFRs, we find that 9% of German banks do not comply with the...

Persistent link: https://www.econbiz.de/10011541056

Exchange rate depreciations and local business cycles : the role of bank loan supply

Beck, Thorsten; Bednarek, Peter; Kaat, Daniel Marcel te; … - 2021

This paper uses matched bank-firm-level data and the 2014 depreciation of the euro to show that exchange rate depreciations lead to increased bank loan supply of large banks with significant net foreign asset exposure. This increase in lending can be explained by a shift in credit towards both...

Persistent link: https://www.econbiz.de/10012792736

Determinants of the interest rate pass-through of banks : evidence from German loan products

Schlüter, Tobias; Busch, Ramona; Hartmann-Wendels, Thomas - 2012

This article examines the loan rate-setting behavior of German banks for a large variety of retail and corporate loan products. We find that a bank’s operational efficiency is priced in bank loan rates and alters interest-setting behavior. Specifically, we establish that a higher degree of...

Persistent link: https://www.econbiz.de/10009656155

Will German banks earn their cost of capital?

Dombret, Andreas R.; Gündüz, Yalın; Rocholl, Jörg - 2017

In recent years, the German banking sector has overcome major challenges such as the global financial crisis and the European debt crisis. This paper analyses a recent development as a particular determinant of the future outlook for the German banking sector. Interest rates are at historically...

Persistent link: https://www.econbiz.de/10011589380

How do banks determine capital? : Empirical evidence for Germany

Kleff, Volker - 2003

Persistent link: https://www.econbiz.de/10013428592

The impact of natural disasters on banks' impairment flow : evidence from Germany

Shala, Iliriana; Schumacher, Benno - 2022

German banks, this paper explores how regionally less diversified banks in Germany adjusted their loan loss provisioning … following the severe summer flood of 2013, which affected widespread regions mostly in Eastern Germany. The analysis uses a … difference-in-differences estimation with banks being allocated to the treatment and control group based on the region of their …

Persistent link: https://www.econbiz.de/10013370513

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