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Competition and bank risk : the role of securitization and bank capital
Altunbaş, Yener; Marqués Ibáñez, David; … - 2019
We examine how bank competition in the run-up to the 2007-2009 crisis affects banks' systemic risk during the crisis …. We then investigate whether this effect is influenced by two key bank characteristics: securitization and bank capital …. Using a sample of the largest listed banks from 15 countries, we find that greater market power at the bank level and higher …
Persistent link: https://www.econbiz.de/10012102090
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CoMap : mapping contagion in the euro area banking sector
Covi, Giovanni; Gorpe, Mehmet Ziya; Kok Sørensen, … - 2019
with bank-level data to study the contagion potential of an exogenous shock via credit and funding risks. We find that …-linear function of the combination of network structures and bank-specific characteristics …
Persistent link: https://www.econbiz.de/10012102210
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Heterogeneity of bank risk weights in the EU : evidence by asset class and country of counterparty exposure
Turk Ariss, Rima - 2017
Concerns about excessive variability in bank risk weights have prompted their review by regulators. This paper provides …
Persistent link: https://www.econbiz.de/10011704870
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Banking Competition and Capital Ratios
Cihák, Martin - 2007
We use data for more than 2,600 European banks to test whether increased competition causes banks to hold higher capital ratios. Employing panel data techniques, and distinguishing between the competitive conduct of small and large banks, we show that banks tend to hold higher capital ratios...
Persistent link: https://www.econbiz.de/10014399527
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Competition vs. stability : oligopolistic banking system with run risk
Capelle, Damien - 2021
This paper develops a model where large financial intermediaries subject to systemic runs internalize the effect of their leverage on aggregate risk, returns and asset prices. Near the steady-state, they restrict leverage to avoid the risk of a run which gives rise to an accelerator effect. For...
Persistent link: https://www.econbiz.de/10012604798
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Banks' maturity transformation : risk, reward, and policy
Bologna, Pierluigi - 2018
The aim of this paper is twofold: first, to study the determinants of banks' net interest margin with a particular focus on the role of maturity transformation, using a new measure of maturity mismatch; second, to analyse the implications for banks from the relaxation of a binding prudential...
Persistent link: https://www.econbiz.de/10011932580
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Bank Risk-Taking and Competition Revisited : New Theory and New Evidence
De Nicoló, Gianni - 2006
can predict a negative relationship between concentration and bank loan-to-asset ratios, and a nonmonotonic relationship … between bank concentration and profitability. We explore these predictions empirically using a cross-sectional sample of about …, loan-to-asset ratios are negatively and significantly related to concentration, and bank profits are positively and …
Persistent link: https://www.econbiz.de/10014399669
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Bank Risk-Taking and Competition Revisited
De Nicoló, Gianni - 2003
essential ingredients of models of bank competition …
Persistent link: https://www.econbiz.de/10014403877
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Fair and inclusive markets : why dynamism matters
Aghion, Philippe; Chérif, Réda; Hasanov, Fuad - 2021
We show empirical evidence that there may not be a tradeoff between market income inequality and high sustained growth, which is key for poverty alleviation. We argue that the economies that achieved high sustained growth and low market income inequality are characterized by dynamism-a drive...
Persistent link: https://www.econbiz.de/10012517949
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Bank lobbying : regulatory capture and beyond
Igan, Deniz; Lambert, Thomas - 2019
In this paper, we discuss whether and how bank lobbying can lead to regulatory capture and have real consequences … through an overview of the motivations behind bank lobbying and of recent empirical evidence on the subject. Overall, the …
Persistent link: https://www.econbiz.de/10012103556