Showing 1 - 10 of 52
banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity …
Persistent link: https://www.econbiz.de/10011608695
multinational bank groups headquartered in the EU for 2014-2016. We compare this new dataset with information from Orbis and Bank … EU bank groups, especially in tax havens. We also document a striking disconnect between reported profits and real … activity, noting considerable heterogeneity between different tax havens and bank groups from different headquarter countries …
Persistent link: https://www.econbiz.de/10012109754
calculating and presentation of the data. Based on a sample of CbCRs published by EU-headquartered multinational bank groups, we …, with CbCRs prepared by bank groups from the United Kingdom and Germany being the most transparent. Inconsistencies in …
Persistent link: https://www.econbiz.de/10012434484
We analyze the impact of market liquidity on bank lending in the euro area for different segments over the period 2003 … liquidity has an asymmetric effect on bank lending: The negative impact of a reduction in liquidity is more significant than the … restricted first in times of impaired market liquidity. The bank-level data confirm the strong impact of market liquidity on bank …
Persistent link: https://www.econbiz.de/10011897986
We propose an algorithm to model contagion in the interbank market via what we term the credit quality channel. In existing models on contagion via interbank credit, external shocks to banks often spread to other banks only in case of a default. In contrast, shocks are transmitted via asset...
Persistent link: https://www.econbiz.de/10011381702
long and frequently reach across several countries. The risk that securities are lost or the return to their owners delayed …-custodian reduce the country risk in sub-custodian structures. When we analyse the choice of a CSD as first sub-custodian, we find that …
Persistent link: https://www.econbiz.de/10011334614
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on … the proprietary bank-to-bank European interbank dataset extracted from Target2 and also exploit the Lehman and sovereign … on interbank access and volume is stronger than on spreads. Liquidity supply restrictions are exacerbated for cross …
Persistent link: https://www.econbiz.de/10010471858
We explore how changes in capital-based macroprudential regulation affect theexposure of national banking sectors to … domestic government debt in the euro area,thus strengthening or weakening the sovereign-bank nexus. To do so, we construct … sovereign bondsin the periphery countries and so deepens the sovereign-bank nexus. By contrast,banks in the core countries …
Persistent link: https://www.econbiz.de/10012623677
CCyB, especially relative to countries where a bank regulator or the central bank has the authority to set the CCyB. While …
Persistent link: https://www.econbiz.de/10012170614
bank's contribution to systemic risk (SRISK) at the national and the euro-area level. Our research delivers three main …, an exploration of the drivers of systemic risk shows that a bank’s contribution to systemic risk is positively related to …. Since the establishment of the Banking Union in 2014, the European Central Bank (ECB) can impose stricter regulations than …
Persistent link: https://www.econbiz.de/10011640989