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Persistent link: https://www.econbiz.de/10012019526
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …
Persistent link: https://www.econbiz.de/10012024808
in line with the economic conditions they face. Bank responses feed back to the macroeconomic environment affecting …
Persistent link: https://www.econbiz.de/10012286943
set available at the European Central Bank related to the 2016 EU-wide stress test, this paper presents novel empirical … evidence that supervisory scrutiny associated to stress testing has a disciplining effect on bank risk. We ftnd that banks that …
Persistent link: https://www.econbiz.de/10012518263
We study the relationship between banks' size and risk-taking in the context of supranational banking supervision. Consistently with theoretical work on banking unions and in contrast to analyses emphasising incentives under- pinned by the too-big-to-fail effect, we find an inverse relationship...
Persistent link: https://www.econbiz.de/10012627903
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how to treat sovereign exposures in bank regulation. Our contribution is to model endogenous sovereign portfolio …
Persistent link: https://www.econbiz.de/10012061145
explain about two-thirds of the variation of bank capitalization over the business cycle. We estimate that provisioning …
Persistent link: https://www.econbiz.de/10012015566
This paper introduces a new comprehensive data set on policies of a macroprudential nature in the banking sectors of the 28 member states of the European Union (EU) between 1995 and 2014. The Macroprudential Policies Evaluation Database (MaPPED) offers a detailed overview of the "life-cycle" of...
Persistent link: https://www.econbiz.de/10011779845
Persistent link: https://www.econbiz.de/10009765931