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Modelling and measuring business risk and the resiliency of retail banks

Chaffai, Mohamed E.; Dietsch, Michel - 2013

The recent banking crisis has revealed the existence of strong resiliency factors in the retail banking business model … retail banking business model. Our results verify a low level of business risk in retail banking, thus confirming the …

Persistent link: https://www.econbiz.de/10010192816

Banking across borders

Niepmann, Friederike - 2013

Banking across borders has risen substantially over the past two decades. Yet there is significant heterogeneity in the … variation from an international trade theory perspective. In the model, banking across borders arises from differences in factor … endowments and differences in banking sector efficiencies between countries. The paper shows how these differences determine …

Persistent link: https://www.econbiz.de/10009740267

Financial protectionism: the first tests

Rose, Andrew; Wieladek, Tomasz - 2011

We provide the first empirical tests for financial protectionism, defined as a nationalistic change in bank's lending behaviour, as the result of public intervention, which leads domestic banks either to lend less or at higher interest rates to foreigners. We use a bank-level panel data set...

Persistent link: https://www.econbiz.de/10009125050

Convertible bonds and bank risk-taking

Martynova, Natalya; Perotti, Enrico C. - 2018

We study how contingent capital affects banks' risk choices. When triggered in highly levered states, going-concern conversion reduces risk-taking incentives, unlike conversion at default by traditional bail-inable debt. Interestingly, contingent capital (CoCo) may be less risky than bail-inable...

Persistent link: https://www.econbiz.de/10011874283

German banks' behavior in the low interest rate environment

Busch, Ramona; Littke, Helge; Memmel, Christoph; … - 2021

interest rate level is. This impact softens with increasing risk of changes in the present value of banking books. We do not …

Persistent link: https://www.econbiz.de/10012596363

Banks' equity stakes and lending : evidence from a tax reform

Von Beschwitz, Bastian; Foos, Daniel - 2018

Several papers find a positive association between a bank's equity stake in a borrowing firm and lending to that firm. While such a positive cross-sectional correlation may be due to equity stakes benefiting lending, it may also be driven by endogeneity. To distinguish the two, we study a German...