Showing 1 - 6 of 6
analysis is severely hampered by the lack of consistent data that capture the international dimensions of finance. While … banking statistics. …
Persistent link: https://www.econbiz.de/10009327867
cross-border banks. Using a sample of 25 large European banking groups with subsidiaries in Central, Eastern and Southern … Europe (CESE), we analyze the impact of a CESE credit shock on the capital buffers needed by the sample banking groups under … different forms of ring-fencing. Our simulations show that under stricter forms of ring-fencing, sample banking groups have …
Persistent link: https://www.econbiz.de/10008727810
risk-averse depositors. A "banking crisis" is defined as a case in which banks exhaust their reserve assets. Under … different model specifications, the banking industry is either a monopoly bank or a competitive banking industry. If the nominal … rate of interest (rate of inflation) is below (above) some threshold, a monopolistic banking system will always result in a …
Persistent link: https://www.econbiz.de/10005826156
Many empirical studies of banking crises have employed "banking crisis" (BC) indicators constructedusing primarily … information on government actions undertaken in response to bank distress. Weformulate a simple theoretical model of a banking …
Persistent link: https://www.econbiz.de/10008528706
This paper studies two new models in which banks face a non-trivial asset allocation decision. The first model (CVH) predicts a negative relationship between banks' risk of failure and concentration, indicating a trade-off between competition and stability. The second model (BDN) predicts a...
Persistent link: https://www.econbiz.de/10005605287
behavior of depositors vis-à-vis foreign banks. We rely on data from the banking crises in Argentina and Uruguay over the … nature of the crisis? Contrary to the commonly held view that foreign banks play a stabilizing role during domestic banking …
Persistent link: https://www.econbiz.de/10011242311