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Banking supervision, monetary policy and risk-taking: Big data evidence from 15 credit registers

Altavilla, Carlo; Boucinha, Miguel; Peydró, José-Luis; … - 2020

We analyse the effects of supranational versus national banking supervision on credit supply, and its interactions with … institutional change leading to the centralisation of European banking supervision; (iii) high-frequency monetary policy surprises … supervision reduces credit supply to firms with very high ex-ante and ex-post credit risk, while stimulating credit supply to …

Persistent link: https://www.econbiz.de/10012389552

Cooperation in international banking supervision

Holthausen, Cornelia; Rønde, Thomas - 2004

This paper analyzes cooperation between sovereign national authorities in the supervision and regulation of a …

Persistent link: https://www.econbiz.de/10011604362

Excessive bank risk taking and monetary policy

Agur, Itai; Demertzis, Maria - 2012

introduce a regulator whose tool is a risk-based capital requirement. We derive from welfare that the regulator trades off bank …

Persistent link: https://www.econbiz.de/10011605502

Banks' risk-taking within a banking union

Farnè, Matteo; Vouldis, Angelos - 2021

We study the relationship between banks' size and risk-taking in the context of supranational banking supervision …. Consistently with theoretical work on banking unions and in contrast to analyses emphasising incentives under- pinned by the too …

Persistent link: https://www.econbiz.de/10012661623

Pandemic lending: Micro and macro effects of model-based regulation

Fiordelisi, Franco; Fusi, Giulia; Maddaloni, Angela; … - 2022

When the Covid-19 crisis struck, banks using internal-rating based (IRB) models quickly recognized the increase in risk and reduced lending more than banks using a standardized approach. This effect is not driven by borrowers' quality or by banks in countries with credit booms before the...

Persistent link: https://www.econbiz.de/10014374397

A cross-country comparison of market structures in European banking

Davis, E. Philip; De Bandt, Olivier - 1999

In order to assess the effect of EMU on market conditions for banks based in countries which adopt the Single Currency … 1992-1996, we provide evidence that European banking markets for large banks in the mid-1990s were still characterised by …

Persistent link: https://www.econbiz.de/10011604053

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

Equity and bond market signals as leading indicators of bank fragility

Gropp, Reint E.; Vesala, Jukka; Vulpes, Giuseppe - 2002

We analyse the ability of the distance-to-default and bond spreads to signal bank fragility. We show that both indicators are complete and unbiased and that spreads are non-linear in the probability of bank default. We empirically test these properties in a sample of EU banks. We find leading...

Persistent link: https://www.econbiz.de/10011604196

Measurement of contagion in banks' equity prices

Gropp, Reint E.; Moerman, Gerard - 2003

This paper uses the co-incidence of extreme shocks to banks’ risk to examine within country and across country contagion among large EU banks. Banks’ risk is measured by the first difference of weekly distances to default and abnormal returns. Using Monte Carlo simulations, the paper...

Persistent link: https://www.econbiz.de/10011604343

Deposit insurance, moral hazard and market monitoring

Gropp, Reint E.; Vesala, Jukka - 2004

banking model we show that deposit insurance may reduce moral hazard, if deposit insurance credibly leaves out non …

Persistent link: https://www.econbiz.de/10011604348

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