Narrow search
Showing 1 - 10 of 229
Cover Image
The Euro Area Bank Lending Survey
Köhler Ulbrich, Petra - 2016
The euro area bank lending survey (BLS) serves as an important tool in the analysis of bank lending conditions in the euro area and across euro area countries, providing otherwise unobservable qualitative information on bank loan demand and supply from/to euro area enterprises and households....
Persistent link: https://www.econbiz.de/10012982484
Cover Image
The Impact of Lending Standards on Default Rates of Residential Real-Estate Loans
Gaudêncio, João - 2019
assessment of banks' credit policies. The highlighted country specificities should be taken into account in macroprudential …
Persistent link: https://www.econbiz.de/10012890273
Cover Image
Liquidity in resolution: Comparing frameworks for liquidity provision across jurisdictions
Grund, Sebastian; Nomm, Nele; Walch, Florian - 2020
As a response to the global financial crisis that started in 2008, many countries established dedicated resolution regimes that seek to limit the use of taxpayer money while maintaining the functions of failing banks that are critical for financial stability. This paper extends the existing...
Persistent link: https://www.econbiz.de/10012521155
Cover Image
Liquidity in Resolution : Comparing Frameworks for Liquidity Provision Across Jurisdictions
Grund, Sebastian; Nomm, Nele; Walch, Florian - 2021
As a response to the global financial crisis that started in 2008, many countries established dedicated resolution regimes that seek to limit the use of taxpayer money while maintaining the functions of failing banks that are critical for financial stability. This paper extends the existing...
Persistent link: https://www.econbiz.de/10013314883
Cover Image
The Analytical Credit Dataset. A Magnifying Glass for Analysing Credit in the Euro Area
Israel, Jean Marc - 2017
persons based on a core set of harmonised concepts and definitions. Starting with reference data from September 2018, credit …) individual credit exposures falling within the reporting scope. The reporting framework is the outcome of in-depth discussions … Regulation, AnaCredit will, already in Stage 1, significantly enhance the value for analysis on credit and credit risk in the …
Persistent link: https://www.econbiz.de/10012954335
Cover Image
Liquidity in resolution: Estimating possible liquidity gaps for specific banks in resolution and in a systemic crisis
Amamou, Raschid; Baumann, Andreas; Chalamandaris, Dimitrios - 2020
This paper contributes to the debate on liquidity in resolution by providing a quantitative assessment of liquidity gaps of banks in resolution in the euro area. It estimates possible ranges of liquidity gaps for significant banks under different assumptions and scenarios. The findings suggest...
Persistent link: https://www.econbiz.de/10012521154
Cover Image
Liquidity in Resolution : Estimating Possible Liquidity Gaps for Specific Banks in Resolution and in a Systemic Crisis
Parisi, Laura; Chalamandaris, Dimitrios E.; Amamou, Raschid - 2021
This paper contributes to the debate on liquidity in resolution by providing a quantitative assessment of liquidity gaps of banks in resolution in the euro area. It estimates possible ranges of liquidity gaps for significant banks under different assumptions and scenarios. The findings suggest...
Persistent link: https://www.econbiz.de/10013315006
Cover Image
A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector
Henry, Jerome - 2014
The use of macro stress tests to assess bank solvency has developed rapidly over the past few years. This development was reinforced by the financial crisis, which resulted in substantial losses for banks and created general uncertainty about the banking sector's loss-bearing capacity. Macro...
Persistent link: https://www.econbiz.de/10013062571
Cover Image
Disclosure of Climate Change Risk in Credit Ratings
Ciummo, Stefania; Walch, Florian; Breitenstein, Miriam - 2022
Climate change can be a source of financial risk. This paper examines how credit rating agencies accepted by the … Eurosystem incorporate climate change risk in their credit ratings. It also analyses how rating agencies disclose their … disclosure of the magnitude of the impact of material climate change risk on credit ratings …
Persistent link: https://www.econbiz.de/10013491718
Cover Image
The bank lending survey for the euro area
Berg, Jesper; Ferrando, Annalisa; de Bondt, Gabe; … - 2005
discusses the importance of credit developments for both the economy and the functioning of monetary policy, and further … survey for the euro area lies in particular in the way it provides greater insight into developments in credit standards, non …-interest rate credit conditions and terms, the risk perception of banks and the willingness of banks to lend. Credit standards are …
Persistent link: https://www.econbiz.de/10011606175