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The role of bank capital as a propagation channel of shocks is strongly pronounced in recent macroeconomic models. In … this paper, we show how the evolution of bank capital depends on the share of non-state-contingent assets in banks’ balance …
Persistent link: https://www.econbiz.de/10010415785
The recent banking crisis has revealed the existence of strong resiliency factors in the retail banking business model. On average, retail banks suffered less than other financial institutions from unexpected market changes. This paper proposes a new methodology to measure retail banks’...
Persistent link: https://www.econbiz.de/10010192816
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
bank profits, taxpayers, and consumers. …
Persistent link: https://www.econbiz.de/10011591503
requirements. We find that an increase in the bankspecific regulatory capital requirement results in a higher bank capital ratio … and higher bank leverage. We do not observe differences between confidential and public disclosure of capital requirements …. Our results empirically illustrate a tradeoff between bank resilience and a fostering of the economy through more bank …
Persistent link: https://www.econbiz.de/10011865005
bank (G-SIB) envisaged by regulators has an impact on the CDS prices of these banks. We find evidence that the CDS spreads … of a G-SIB bank increase (decrease) after the announcement of a higher (lower) capital surcharge. However, this effect is … contributes to the debate on whether being designated as a G-SIB bank necessarily leads to implicit "too-big-to-fail" subsidies …
Persistent link: https://www.econbiz.de/10012179673
Using unique data of a survey among small and medium-sized German banks, we analyze various aspects of risk management over a short-term and medium-term horizon. We especially analyze the effect of a 200-bp increase in the interest level. We find that, in the first year, the impairments of...
Persistent link: https://www.econbiz.de/10012160610
equilibrium elasticity of bank loan supply with respect to bank capital. Although the targeted elasticity is remarkably different …
Persistent link: https://www.econbiz.de/10012214741
Mit ihrer sogenannten Regenschirmfunktion schützen Hausbanken Firmen in Krisen, indem sie Liquidität flexibel zur Verfügung stellen. Der Regenschirm könnte jedoch aktuell aufgrund der zu befürchtenden hohen Kreditausfälle und neuer Eigenkapitalregulierungen klemmen. Es besteht die Gefahr...
Persistent link: https://www.econbiz.de/10012196598
unweighted leverage requirements, their differential impact on bank lending, and equity buffer accumulation in excess of … regulatory minima. Tighter risk-weighted capital requirements reduce loan supply and lead to an endogenous fall in bank … profitability, reducing bank incentives to accumulate equity buffers and, therefore, increasing the incidence of bank failure …
Persistent link: https://www.econbiz.de/10011955629