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accounting, during their first (partial) year in charge, (2) incoming CEOs from outside the bank take a larger earnings bath than …
Persistent link: https://www.econbiz.de/10010249661
This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the … for earnings from bank-individual maturity transformation strategies, we find all banks to charge additional fees for …
Persistent link: https://www.econbiz.de/10009572494
In this paper, we analyze the impact of banks' non-interest income share on risk in the German banking sector for the period between 2002 and 2010. Using linear and quantile regression estimators, we find that the impact of non-interest income on risk significantly differs depending on banks’...
Persistent link: https://www.econbiz.de/10009740269
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
financial institutions. First, we establish that age, gender, and education jointly affect the variability of bank performance …
Persistent link: https://www.econbiz.de/10009509092
We develop a macroeconomic portfolio stress test that is specifically geared towards small and medium-sized banks. We combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model with an income stress test in the form of dynamic panel...
Persistent link: https://www.econbiz.de/10011308474
located in Germany reduce their loan growth to the German economy in response to a tightening of sector-specific capital …
Persistent link: https://www.econbiz.de/10011518213
minimum standard is unlikely to exhibit adverse consequences for credit supply and bank profitability. …
Persistent link: https://www.econbiz.de/10011541056
Bank distress can have severe negative consequences for the stability of the financial system, the real economy, and … for public finances. Regimes for the restructuring and resolution of banks, financed by bank levies and fiscal backstops …, seek to reduce these costs. Bank levies attempt to internalize systemic risk and to increase the costs of leverage. This …
Persistent link: https://www.econbiz.de/10010459282
In the last decade, stress tests have become indispensable in bank risk management which has led to significantly …
Persistent link: https://www.econbiz.de/10011419593