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Lenders on the Storm of Wholesale Funding Shocks : Saved by the Central Bank?
de Haan, Leo - 2016
suggest that central bank liquidity has mitigated this effect most clearly on lending volumes. Lending to non …-financial corporations is more sensitive to wholesale funding shocks than lending to households. Moreover, bank characteristics matter for …
Persistent link: https://www.econbiz.de/10012998237
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Bank-Firm Relationships and the Survival of Non-Financial Firms During the Financial Crisis 2008-2009
Abildgren, Kim - 2013
during the crisis was significantly higher for firms with a “weak” bank than for comparable firms with a “sound” bank– even …
Persistent link: https://www.econbiz.de/10013086885
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Bank Reactions After Capital Shortfalls
Kok, Christoffer - 2013
This paper investigates whether European banks have capital targets and how deviations from the target impact their equity composition and activity mix. Using quarterly data for a sample of large European banks between 2004 and 2011, we show that there are notable asymmetries in banks' reactions...
Persistent link: https://www.econbiz.de/10013073081
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Bridging the Banking Sector with the Real Economy : A Financial Stability Perspective
Costeiu, Adrian - 2013
This paper builds a macro-prudential tool designed to assess whether the banking sector is adequately prepared to orderly withstand losses resulting from normal or stressed macroeconomic and micro-economic scenarios. The link between the banking sector and the real sector is established via the...
Persistent link: https://www.econbiz.de/10013075928
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Cyclical Systemic Risk and Downside Risks to Bank Profitability
Lang, Jan Hannes - 2020
This paper studies the impact of cyclical systemic risk on future bank profitability for a large representative panel … risk predict large drops in the average bank-level return on assets (ROA) with a lead time of 3-5 years. Based on quantile … local projections we further show that the negative impact of cyclical systemic risk on the left tail of the future bank …
Persistent link: https://www.econbiz.de/10012834322
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Macro Stress Testing Euro Area Banks' Fees and Commissions
Kok, Christoffer - 2017
This paper uses panel econometric techniques to estimate a macro-financial model for fee and commission income over total assets for a broad sample of euro area banks. Using the estimated parameters, it conducts a scenario analysis projecting the fee and commission income ratio over a three...
Persistent link: https://www.econbiz.de/10012961950
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Banks, Shadow Banking, and Fragility
Luck, Stephan - 2014
This paper studies a banking model of maturity transformation in which regulatory arbitrage induces the coexistence of regulated commercial banks and unregulated shadow banks. We derive three main results: First, the relative size of the shadow banking sector determines the stability of the...
Persistent link: https://www.econbiz.de/10013049188
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Bank Bailouts and Competition - Did TARP Distort Competition Among Sound Banks?
Koetter, Michael; Noth, Felix - 2015
This study investigates if the Troubled Asset Relief Program (TARP) distorted price competition in U.S. banking. Political indicators reveal bailout expectations after 2009, manifested as beliefs about the predicted probability of receiving equity support relative to failing during the TARP...
Persistent link: https://www.econbiz.de/10013020652
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Capital and Liquidity Buffers and the Resilience of the Banking System in the Euro Area
Budnik, Katarzyna Barbara - 2018
How do capital and liquidity buffers affect the evolution of bank loans in periods of financial and economic distress … relates macroeconomic aggregates to individual bank balance sheet items and interest rates. We find that banks with high … liquidity buffers also affect bank responses to monetary policy shocks. High bank capitalisation reduces the degree to which …
Persistent link: https://www.econbiz.de/10012931100
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Latent Fragility : Conditioning Banks' Joint Probability of Default on the Financial Cycle
Bochmann, Paul; Hiebert, Paul; Schüler, Yves S.; … - 2022
We propose the CoJPoD, a novel framework explicitly linking the cross-sectional and cyclical dimensions of systemic risk. In this framework, banking sector distress in the form of the joint probability of default of financial intermediaries (reflecting contagion from both direct and indirect...
Persistent link: https://www.econbiz.de/10013403523