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Optimal supervisory architecture and financial integration in a banking union
Colliard, Jean-Edouard - 2015
Both in the United States and in the Euro area, bank supervision is the joint responsibility of local and central/federal supervisors. I study how such a system can optimally balance the lower inspection costs of local supervisors with the ability of the central level to internalize cross-border...
Persistent link: https://www.econbiz.de/10011605831
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Optimal Supervisory Architecture and Financial Integration in a Banking Union
Colliard, Jean-Edouard - 2015
Both in the United States and in the Euro area, bank supervision is the joint responsibility of local and central/federal supervisors. I study how such a system can optimally balance the lower inspection costs of local supervisors with the ability of the central level to internalize cross-border...
Persistent link: https://www.econbiz.de/10013020788
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The effect of bank shocks on firm-level and aggregate investment
Amador, João; Nagengast, Arne J. - 2016
one banking relationship as long as they account for only a small share of the total loan volume of their banks. The …
Persistent link: https://www.econbiz.de/10011605959
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Rational blinders: strategic selection of risk models and bank capital regulation
Colliard, Jean-Edouard - 2014
The regulatory use of banks' internal models aims at making capital requirements more accurate and reducing regulatory … arbitrage, but may also give banks incentives to choose their risk models strategically. Current policy answers to this problem … include the use of risk-weight floors and leverage ratios. I show that banks for which those are binding reduce their credit …
Persistent link: https://www.econbiz.de/10011605686
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Bank credit and market-based finance for corporations: The effects of minibond issuances
Ongena, Steven; Pinoli, Sara; Rossi, Paola; Scopelliti, … - 2020
bank loans of the same maturity than non-issuer firms, suggesting an improvement in their bargaining power with banks. In …
Persistent link: https://www.econbiz.de/10012422170
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Rational Blinders : Strategic Selection of Risk Models and Bank Capital Regulation
Colliard, Jean-Edouard - 2014
The regulatory use of banks' internal models aims at making capital requirements more accurate and reducing regulatory … arbitrage, but may also give banks incentives to choose their risk models strategically. Current policy answers to this problem … include the use of risk-weight floors and leverage ratios. I show that banks for which those are binding reduce their credit …
Persistent link: https://www.econbiz.de/10013059120
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Bank Credit and Market-Based Finance for Corporations : The Effects of Minibond Issuances
Ongena, Steven; Pinoli, Sara; Rossi, Paola; Scopelliti, … - 2021
bank loans of the same maturity than non-issuer firms, suggesting an improvement in their bargaining power with banks. In …
Persistent link: https://www.econbiz.de/10013314794
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Choice of currency in bond issuance and the international role of currencies
Siegfried, Nikolaus; Simeonova, Emilia; Vespro, Cristina - 2007
This paper investigates bond issuance of non-financial corporations in advanced economies during the period 1999-2003, attempting to understand motives for issuing in foreign currency, and determinants for the choice of currency. We consider the following influences on the currency choice when...
Persistent link: https://www.econbiz.de/10011604860
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Choice of Currency in Bond Issuance and the International Role of Currencies
Siegfried, Nikolaus - 2009
This paper investigates bond issuance of non-financial corporations in advanced economies during the period 1999-2003, attempting to understand motives for issuing in foreign currency, and determinants for the choice of currency. We consider the following influences on the currency choice when...
Persistent link: https://www.econbiz.de/10012766990
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Global macro-financial shocks and expected default frequencies in the euro area
Castrén, Olli; Dées, Stéphane; Zaher, Fadi - 2008
Modelling the link between the global macro-financial factors and firms’ default probabilities constitutes an elementary part of financial sector stress-testing frameworks. Using the Global Vector Autoregressive(GVAR) model and constructing a linking satellite equation for the firm-level...
Persistent link: https://www.econbiz.de/10011604921