Narrow search
Showing 1 - 10 of 448
Cover Image
Stress Testing with Multi-Faceted Liquidity : The Central Bank Collateral Framework as a Financial Stability Tool
Cuzzola, Angelo; Barbieri, Claudio; Bindseil, Ulrich - 2023
The paper studies the central bank collateral framework and its impact on banks’ liquidity under an adverse stress test scenario. We construct a stress test model that accounts for a granular and multi-faceted representation of the liquidity of marketable and non-marketable assets. In...
Persistent link: https://www.econbiz.de/10014354850
Cover Image
Deposit insurance and moral hazard: does the counterfactual matter?
Gropp, Reint E.; Vesala, Jukka - 2001
banking systems have been characterised by strong implicit insurance operating through the expectation of public intervention …
Persistent link: https://www.econbiz.de/10011604093
Cover Image
Macroprudential Regulation and Leakage to the Shadow Banking Sector
Mazelis, Falk - 2020
Macroprudential policies are often aimed at the commercial banking sector, while a host of other non-bank financial … on the shadow banking sector. We develop a DSGE model that differentiates between regulated, monopolistic competitive … commercial banks and a shadow banking system that relies on funding in a perfectly competitive market for investments. After …
Persistent link: https://www.econbiz.de/10012834226
Cover Image
Macroprudential Policy in a Monetary Union with Cross-Border Banking
Darracq Paries, Matthieu - 2019
-country financial and trade linkages and country specific banking sector characteristics. We find that countercyclical macroprudential …
Persistent link: https://www.econbiz.de/10012889411
Cover Image
Cross-Border Effects of Prudential Regulation : Evidence from the Euro Area
Franch, Fabio - 2019
We analyse the cross-border propagation of prudential regulation in the euro area. Using the Prudential Instruments Database (Cerutti et al., 2017b) and a unique confidential database on balance sheets items of euro-area financial institutions we estimate panel models for 248 banks from 16...
Persistent link: https://www.econbiz.de/10012869770
Cover Image
Macroprudential Regulation in the European Union in 1995-2014 : Introducing a New Data Set on Policy Actions of a Macroprudential Nature
Budnik, Katarzyna Barbara - 2018
This paper introduces a new comprehensive data set on policies of a macroprudential nature in the banking sectors of … are essentially microprudential but likely to have a significant impact on the whole banking system. It tracks events of …
Persistent link: https://www.econbiz.de/10012930199
Cover Image
Macroprudential Regulation of Investment Funds
di Iasio, Giovanni; Kaufmann, Christoph; Wicknig, Florian - 2022
The investment fund sector, the largest component of the non-bank financial system, is growing rapidly and the economy is becoming more reliant on investment fund financial intermediation. This paper builds a dynamic stochastic general equilibrium model with banks and investment funds. Banks...
Persistent link: https://www.econbiz.de/10013403692
Cover Image
Competition in Bank-Provided Payment Services
Bolt, Wilko - 2013
Banks supply payment services that underpin the smooth operation of the economy. To ensure an efficient payment system, it is important to maintain competition among payment service providers but data available to gauge the degree of competition are quite limited. We propose and implement a...
Persistent link: https://www.econbiz.de/10013083208
Cover Image
Return to Retail Banking and Payments
Hasan, Iftekhar - 2010
The European banking industry joined forces to achieve a fully integrated market for retail payment services in the …. Similarly, a higher usage of electronic retail payment instruments seems to stimulate banking business. We also show that retail …
Persistent link: https://www.econbiz.de/10013149872
Cover Image
Which Households Use Banks? Evidence From the Transition Economies
Beck, Thorsten - 2013
This paper uses survey data for 29,000 households from 29 transition economies to explore how the use of banking …
Persistent link: https://www.econbiz.de/10013093868