Showing 1 - 10 of 919
Persistent link: https://www.econbiz.de/10011604338
approach is able to measure competition of bank market segments, such as the loan market, whereas many well-known measures of … ignores differences in bank product quality and design, as well as the attractiveness of innovations. We measure competition …This paper is the first that applies a new measure of competition, the Boone indicator, to the banking industry. This …
Persistent link: https://www.econbiz.de/10011604814
Markets Programme (SMP). Using detailed security holdings data at the bank level, we show that banks exposed to this …
Persistent link: https://www.econbiz.de/10012963132
the effect of competition on realised bank risk (i.e. more intense competition and greater use of securitisation is … impact of competition on realised risk. It follows that cooperation between supervisory and competition authorities is …
Persistent link: https://www.econbiz.de/10013054085
This study investigates if the Troubled Asset Relief Program (TARP) distorted price competition in U.S. banking …
Persistent link: https://www.econbiz.de/10013020652
approach is able to measure competition of bank market segments, such as the loan market, whereas many well - known measures of …This paper is the first that applies a new measure of competition, the Boone indicator, to the banking industry. This … competition can consider the entire banking market only. A caveat of the Boone - indicator may be that it assumes that banks …
Persistent link: https://www.econbiz.de/10013317045
Negative monetary policy rates are associated with a particular friction because the remuneration of retail deposits tends to be floored at zero. We investigate whether this friction affects banks' reactions when the policy rate is lowered to negative levels, compared to a standard rate cut in...
Persistent link: https://www.econbiz.de/10012869955
deposits tends to be floored at zero, which limits the transmission of policy rate cuts to bank funding costs. We investigate … and sheds some new light on results that associate NIRP with a contraction in bank loans, albeit in specific market …, pointing to a strong complementarity of NIRP with central bank liquidity injections, e.g. via asset purchases …
Persistent link: https://www.econbiz.de/10013221074
This paper examines common regulation as cause of interbank contagion. Studies based on the correlation of bank assets … that banks have a common regulator. In our model, the failure of one bank can undermine the public's confidence in the … forbearance to the initially failing bank in the hope that it - and hence other vulnerable banks - survives. By contrast, public …
Persistent link: https://www.econbiz.de/10013143635
This paper documents producer price setting in 6 countries of the euro area: Germany, France, Italy, Spain, Belgium and … examines the factors driving producer price changes. It finds that costs structure, competition, seasonality, inflation and …
Persistent link: https://www.econbiz.de/10012777759