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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
This paper introduces a stress test of the corporate credit portfolios of 24 large German banks by a two-stage approach: First, a macro-econometric model is used to forecast the impact of a substantial increase of the user cost of business capital for firms worldwide on three particularly...
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
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
In this paper, we examine the influence of information rigidities concerning the net worth of banks on the real economy over time. In a first part, we show empirically that expectations about the net earnings of banks (as growth of net worth) are truly biased, particularly during the financial...
Persistent link: https://www.econbiz.de/10011543367
We analyze the inward and outward transmission of regulatory changes through German banks' (international) loan portfolio. Overall, our results provide evidence for international spillovers of prudential instruments, these spillovers are however quite heterogeneous between types of banks and can...
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-level can impact aggregate volatility. We find weak evidence for a link between granular banking sector volatility and …
Persistent link: https://www.econbiz.de/10010471853