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Banks' Maturity Transformation : Risk, Reward, and Policy
Bologna, Pierluigi - 2018
The aim of this paper is twofold: first, to study the determinants of banks' net interest margin with a particular focus on the role of maturity transformation, using a new measure of maturity mismatch; second, to analyse the implications for banks from the relaxation of a binding prudential...
Persistent link: https://www.econbiz.de/10012907943
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Bank Resolution Costs, Depositor Preference, and Asset Encumbrance
Hardy, Daniel - 2013
that arises in case of resolution or bankruptcy. This net benefit, which may be capitalized into the value of the bank … distress despite increasing encumbrance of the bank's balance sheet. The benefit is maximized when resolution is initiated …
Persistent link: https://www.econbiz.de/10013078050
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Asset encumbrance and bank risk : first evidence from public disclosures in Europe
Banal-Estañol, Albert; Benito, Enrique; Khametshin, Dmitry - 2017
Persistent link: https://www.econbiz.de/10011715549
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The "greatest" carry trade ever? : understanding Eurozone bank risk
Acharya, Viral V.; Steffen, Sascha - 2013
Persistent link: https://www.econbiz.de/10009745644
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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - 2013
Persistent link: https://www.econbiz.de/10009745648
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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - 2014
Persistent link: https://www.econbiz.de/10010341259
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The invisible hand of the government : "moral suasion" during the European sovereign debt crisis
Horen, Neeltje van; Ongena, Steven; Popov, Alexander - 2016
Persistent link: https://www.econbiz.de/10011482189
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Bank exposures and sovereign stress transmission
Altavilla, Carlo; Pagano, Marco; Simonelli, Saverio - 2016
Persistent link: https://www.econbiz.de/10011502471
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Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area
Fratzscher, Marcel; Rieth, Malte - 2015
Persistent link: https://www.econbiz.de/10010484959
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Does the European financial stability facility bail out sovereigns or banks? : an event study
Horváth, Bálint; Huizinga, Harry - 2011
Persistent link: https://www.econbiz.de/10009388365