Showing 1 - 10 of 692
This paper assesses the usefulness of private credit variables and other macrofinancial and banking sector indicators for the setting of Basel III/CRD IV countercyclical capital buffers (CCBs) in a multivariate early warning model framework, using data for 23 EU Members States from 1982 Q2 to...
Persistent link: https://www.econbiz.de/10013074386
Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the sovereign bond portfolios of the major European banks....
Persistent link: https://www.econbiz.de/10012838336
This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk …
Persistent link: https://www.econbiz.de/10012953806
We analyse the impact of standard and non-standard monetary policy measures on bank profitability. For empirical … identification, the analysis focuses on the euro area, thereby exploiting substantial bank and country heterogeneity within a … monetary union where the central bank has implemented a broad range of unconventional policies, including quantitative easing …
Persistent link: https://www.econbiz.de/10012945753
framework were more likely to require public support during the crisis. We instrument some characteristics of bank balance … sheets with these prudential indicators to investigate how they affect bank resilience. The share of non-interest income …
Persistent link: https://www.econbiz.de/10012869817
In this study, we reassess the links between commercial bank ownership and lending growth during the 1996–2019 period …. Moreover, we find evidence that bank-specific characteristics were more important determinants of credit growth than ownership …
Persistent link: https://www.econbiz.de/10013288803
How do real interest rates affect financial fragility? We study this issue in a model in which bank borrowing is subject … to rollover risk. A bank’s optimal borrowing trades off the benefit from investing additional funds into profitable assets … with the cost of greater risk of a run by bank creditors. Changes in the interest rate affect the price and amount of …
Persistent link: https://www.econbiz.de/10014237993
We assess the impact on bank bond holdings of regulatory changes in the requirements for bail-inable liabilities …) induced banks to increase their holdings of eligible bank bonds, especially if issued by other banks. The requirement for own … debt issued by global systemically important banks. Finally, we find evidence of increased within-country bank …
Persistent link: https://www.econbiz.de/10014258786
During 2005-2006, the Chinese government implemented a reform aimed at eliminating the so-called non-tradable shares (NTS), shares typically held by the State or by politically connected institutional investors that were issued at the early stage of financial market development. Our analysis,...
Persistent link: https://www.econbiz.de/10011605385
stakes or institutional holdings. We investigate the effects of these bank-firm governance links on the global syndicated … the endogeneity of the bank-firm governance link. Our findings suggest that the benefits of bank involvement in firms …
Persistent link: https://www.econbiz.de/10011605112