Showing 1 - 10 of 397
that supervision should include a comprehensive view of different bank risk dimensions. …
Persistent link: https://www.econbiz.de/10011826077
We analyze the problem of a policy authority (PA) that must decide when to resolve a troubled bank whose underlying … solvency is uncertain. Delaying resolution increases the chance that information arrives that reveals the bank's true solvency … efficient resolution decision following the arrival of information. Providing the bank with liquidity support buys the PA time …
Persistent link: https://www.econbiz.de/10013166630
We develop a model of bank risk-taking with strategic sovereign default risk. Domestic banks invest in real projects … their default risks through purchases of bonds. But, for high debt levels, this influence is lost since bank and government …
Persistent link: https://www.econbiz.de/10012301195
then use the model to run a top-down stress test and simulate losses on the individual bank level for the years from 2018 …
Persistent link: https://www.econbiz.de/10012012997
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
policymakers’ efforts to strengthen bank capitalization. …
Persistent link: https://www.econbiz.de/10010128764
the introduction of negative deposit rates by the European Central Bank in June 2014 and a novel securities register for …
Persistent link: https://www.econbiz.de/10012250648
How does bank distress impact their customers' probability of default and trade credit availability? We address this … question by looking at a unique sample of German firms from 2000 to 2011. We follow their firm-bank relationships through times … of distress and crisis, featuring the different transmission of bank distress shocks into already weakened firm balance …
Persistent link: https://www.econbiz.de/10012103361
How does bank distress impact their customers' probability of default and trade credit availability? We address this … question by looking at a unique sample of German firms from 2000 to 2011. We follow their firm-bank relationships through times … of distress and crisis, featuring the different transmission of bank distress shocks into already weakened firm balance …
Persistent link: https://www.econbiz.de/10012108717
degree of centralisation. Whereas no such bank exists in the UK any longer and real savings banks in Spain have almost …. Short operational and (especially) functional distance and embeddedness in supportive regional bank associations. Short … regional level and reduce the need for standardisation, centralisation and bank mergers in times when interest rates are low. …
Persistent link: https://www.econbiz.de/10011800413