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the design of the loss absorption mechanism affects the stability of bank funding and distinguish between Conversion …. As we show, the first two loss absorption mechanisms unambiguously improve a bank’s stability of funding position. By … uncertainty regarding a bank’s ex post solvency position. Bank managers, investors as well as supervisors and regulators should be …
Persistent link: https://www.econbiz.de/10010432251
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
on bank profitability differs depending on the type of fee and commission income. Our results support the view that …
Persistent link: https://www.econbiz.de/10011787363
Central Bank’s policy-rate cuts in mid-2014. The pass-through of the rate cuts to banks’ funding costs differs across the euro … provide a simple model of an augmented bank balance-sheet channel where in addition to costly external financing, there is …
Persistent link: https://www.econbiz.de/10013259629
Exploiting confidential data on individual German bank balance-sheets, I analyse what characterises a bank that opts to …
Persistent link: https://www.econbiz.de/10013361902
supervisory data on the quality of banks’ loan portfolio, we show that a similar portfolio of the lending and borrowing bank helps …
Persistent link: https://www.econbiz.de/10014320321
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
Recent regulatory efforts aim at lowering the cyclicality of bank lending because of its potential detrimental effects …
Persistent link: https://www.econbiz.de/10011391616
In this paper, we analyze the impact of loan growth and business model on bank risk in 15 EU countries. In contrast to …, decreases with bank size possibly because large banks are more active in volatile trading and off-balance sheet activities such …
Persistent link: https://www.econbiz.de/10009674780
The finding that industrial sectors differ in their dependence on external finance for sector-specific technological reasons and, thus, rely to a different degree on financial development has become a major concept in studies conducted on both growth and trade. Although natural resources might...
Persistent link: https://www.econbiz.de/10009580846