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Regulatory competition in capital standards with selection effects among banks
Haufler, Andreas; Maier, Ulf - 2017
bank profits, taxpayers, and consumers. …
Persistent link: https://www.econbiz.de/10011591503
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Global banking : risk taking and competition
Faia, Ester; Ottaviano, Gianmarco I. P. - 2017
Persistent link: https://www.econbiz.de/10011629638
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Bank risk taking and competition : evidence from regional banking markets
Kick, Thomas; Prieto, Esteban - 2013
This study investigates the bank competition-stability nexus using a unique regulatory dataset provided by the Deutsche … Bundesbank over the period 1994 to 2010. First, we use outright bank defaults as the most direct measure of bank risk available … and contrast the results to weaker forms of bank distress. Second, we control for a wide array of different time …
Persistent link: https://www.econbiz.de/10009792985
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Financial stability committees and the countercyclical capital buffer
Edge, Rochelle M.; Liang, Jean Nellie - 2020
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
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Macroprudential capital regulation and fiscal balances in the euro area
Hristov, Nikolay; Hülsewig, Oliver; Kolb, Benedikt - 2024
We examine the fiscal footprint of macroprudential policy in euro area countries arising through the bond market channel (Reis, 2021). Using local projections, we estimate impulse responses of the fiscal balance to an unexpected tightening in macroprudential capital regulation. Our findings...
Persistent link: https://www.econbiz.de/10014481139
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How do banking supervisors deal with Europe wide systemic risk?
Schüler, Martin - 2003
Persistent link: https://www.econbiz.de/10013428537
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Doom loop, trilemma, and moral hazard : which narrative of the banking union did stock market investors buy?
Körner, Tobias; Papageorgiou, Michael - 2024
bank is, the higher are the abnormal returns, both in 'crisis countries' and 'non-crisis countries'. Moreover, abnormal … contrast, abnormal returns are not robustly related to bank risk. These findings reveal market expectations consistent with the …
Persistent link: https://www.econbiz.de/10015051532
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The role of structural funding for stability in the German banking sector
Schupp, Fabian; Silbermann, Leonid - 2017
We analyze whether, and if so by how much, stable funding would have contributed to the financial soundness of German banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity mismatches in the wake of the financial crisis via the Net...
Persistent link: https://www.econbiz.de/10011608695
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The credit quality channel : modeling contagion in the interbank market
Fink, Kilian; Krüger, Ulrich; Meller, Barbara; Wong, … - 2015
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
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Bank use of sovereign CDS in the eurozone crisis : hedging and risk incentives
Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2018
protection selling in CDS, the effect being weaker when sovereign risk is high. Bank and country risk variables are mostly not … building a complete picture and understanding fully the economic drivers of the bank-sovereign nexus of risk. …
Persistent link: https://www.econbiz.de/10011888333