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Is There a Single Frontier in a Single European Banking Market?

Bos, Jaap W.B; Schmiedel, Heiko - 2021

This paper attempts to estimate comparable efficiency scores for European banks operating in the Single Market in the EU. Using a data set of more than 5000 large commercial banks from all major European banking markets over the period 1993-2004, the application of meta-frontiers enables us to...

Persistent link: https://www.econbiz.de/10013317337

Organisational Structure as a Driver of Mergers and Acquisitions in the European Banking Sector

Lebastard, Laura - 2022

This paper studies the bilateral drivers of mergers and acquisitions (M&As) between European banks. Two findings document that banks use M&A as a device to leverage their expertise rather than to diversify. (i) Following the literature on matrimonial matching by using a binary logit model, the...

Persistent link: https://www.econbiz.de/10013405075

Bank Heterogeneity and Monetary Policy Transmission

Brissimis, Sophocles N. - 2010

this policy through banks. This paper examines the role of bank liquidity, capitalization and market power as internal … monetary policy change on bank performance is also considered. The empirical analysis, using large panel datasets for the … rates by disaggregating down to the individual bank level. This is achieved by the use of a Local GMM technique that also …

Persistent link: https://www.econbiz.de/10013139446

Bank Capital and Liquidity Creation : Granger-Causality Evidence

Horvath, Roman - 2012

We examine the relation between capital and liquidity creation. This issue is interesting because of the potential impact on liquidity creation from tighter capital requirements such as those in Basel III. We perform Granger-causality tests in a dynamic GMM panel estimator framework on an...

Persistent link: https://www.econbiz.de/10013097759

The Business Cycle Implications of Banks' Maturity Transformation

Andreasen, Martin M. - 2012

This paper develops a DSGE model where banks use short-term deposits to provide firms with long-term credit. The demand for long-term credit arises because firms borrow in order to finance their capital stock which they only adjust at infrequent intervals. Within an RBC framework, we show that...

Persistent link: https://www.econbiz.de/10013099027

When Losses Turn into Loans : The Cost of Undercapitalized Banks

Blattner, Laura - 2019

natural experiment to study the effects of reduced bank capital adequacy on productivity. Affected banks respond not only by …

Persistent link: https://www.econbiz.de/10012889191

A Dynamic Model of Bank Behaviour under Multiple Regulatory Constraints

Behn, Markus - 2019

We develop a dynamic structural model of bank behaviour that provides a microeconomic foundation for bank capital and …

Persistent link: https://www.econbiz.de/10012893728

Is there a Zero Lower Bound? The Effects of Negative Policy Rates on Banks and Firms

Altavilla, Carlo - 2019

Exploiting confidential data from the euro area, we show that sound banks can pass negative rates on to their corporate depositors without experiencing a contraction in funding. These pass-through effects become stronger as policy rates move deeper into negative territory. Banks offering...

Persistent link: https://www.econbiz.de/10012868667

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

Does a Leverage Ratio Requirement Increase Bank Stability?

Kiema, Ilkka - 2014

the LRR is no longer the binding capital constraint on them. If the LRR is lower than the average bank's IRB requirement …

Persistent link: https://www.econbiz.de/10013054089

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