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How does competition affect efficiency and soundness in banking? New empirical evidence
Schaeck, Klaus; Čihák, Martin - 2008
A growing body of literature indicates that competition increases bank soundness. Applying an industrial organization based approach to large data sets for European and U.S. banks, we offer new empirical evidence that efficiency plays a key role in the transmission from competition to soundness....
Persistent link: https://www.econbiz.de/10011604978
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Regulating Two-Sided Markets : An Empirical Investigation
Carbo-Valverde, Santiago - 2010
We study the effect of government encouraged or mandated interchange fee ceilings on consumer and merchant adoption and usage of payment cards in an economy where card acceptance is far from complete. We believe that we are the first to use bank-level data to study the impact of interchange fee...
Persistent link: https://www.econbiz.de/10013149842
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Stress tests and capital requirement disclosures: Do they impact banks' lending and risk-taking decisions?
Konietschke, Paul; Ongena, Steven; Marques, Aurea Ponte - 2022
corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the …
Persistent link: https://www.econbiz.de/10013368009
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Monetary Policy and Bank Profitability in a Low Interest Rate Environment
Altavilla, Carlo - 2017
We analyse the impact of standard and non-standard monetary policy measures on bank profitability. For empirical … profitability are asymmetrically affected by accommodative monetary conditions, with a positive impact on loan loss provisions and … higher increase in profitability after a steepening of the yield curve. Finally, we assess the impact of unconventional …
Persistent link: https://www.econbiz.de/10012945753
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How Does Competition Affect Efficiency and Soundness in Banking? New Empirical Evidence
Schaeck, Klaus - 2008
A growing body of literature indicates that competition increases bank soundness. Applying an industrial organization based approach to large data sets for European and U.S. banks, we offer new empirical evidence that efficiency plays a key role in the transmission from competition to soundness....
Persistent link: https://www.econbiz.de/10012770626
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Does a leverage ratio requirement increase bank stability?
Kiema, Ilkka; Jokivuolle, Esa - 2014
Basel III has introduced a non-risk-weighted leverage ratio requirement (LRR) which complements the internal ratings based (IRB) capital requirements. It provides a backstop against model risk which arises if some loans get incorrectly rated and become toxic. We study the effects of the LRR on...
Persistent link: https://www.econbiz.de/10011605721
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The certification role of the EU-wide stress testing exercises in the stock market: What can we learn from the stress tests (2014-2021)?
Durrani, Agha; Ongena, Steven; Marques, Aurea Ponte - 2022
after each publication event. These results suggest that the publication of stress tests improves price discrimination …
Persistent link: https://www.econbiz.de/10014278311
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Window dressing of regulatory metrics: Evidence from repo markets
Bassi, Claudio; Behn, Markus; Grill, Michael; Waibel, Martin - 2023
This paper investigates both the magnitude and the drivers of bank window dressing behaviour in euro-denominated repo markets. Using a confidential transaction-level data set, our analysis illustrates that banks engineer an economically sizeable contraction in their repo transactions around...
Persistent link: https://www.econbiz.de/10014374454
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Does a Leverage Ratio Requirement Increase Bank Stability?
Kiema, Ilkka - 2014
Basel III has introduced a non-risk-weighted leverage ratio requirement (LRR) which complements the internal ratings based (IRB) capital requirements. It provides a backstop against model risk which arises if some loans get incorrectly rated and become toxic. We study the effects of the LRR on...
Persistent link: https://www.econbiz.de/10013054089
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The Certification Role of the Eu-Wide Stress Testing Exercises in the Stock Market. What Can We Learn from the Stress Tests (2014-2021)?
Durrani, Agha; Ongena, Steven; Ponte Marques, Aurea - 2022
after each publication event. These results suggest that the publication of stress tests improves price discrimination …
Persistent link: https://www.econbiz.de/10013403072