Narrow search
Showing 1 - 10 of 128
Cover Image
When losses turn into loans : the cost of undercapitalized banks
Blattner, Laura; Farinha, Luísa A.; Rebelo, Francisco - 2019
natural experiment to study the effects of reduced bank capital adequacy on productivity. Affected banks respond not only by …
Persistent link: https://www.econbiz.de/10011975387
Cover Image
The dynamics of non-performing loans during banking crises : a new database
Ari, Anil; Chen, Sophia; Ratnovski, Lev - 2020
This paper presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990. The data show similarities across crises during NPL build-ups but less so during NPL resolutions. We find a close relationship between NPL problems-elevated and unresolved...
Persistent link: https://www.econbiz.de/10012206258
Cover Image
Banks' risk-taking within a banking union
Farnè, Matteo; Vouldis, Angelos - 2021
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
Cover Image
Leakages from macroprudential regulations : the case of household-specific tools and corporate credit
Bhargava, Apoorv; Górnicka, Lucyna; Xie, Peichu - 2023
-country bank-level data we find that after a tightening of household-specific macroprudential policy during a credit expansion … unexpected policy tightening. Further evidence from bank lending standards surveys suggests that the leakage effects are stronger …
Persistent link: https://www.econbiz.de/10013553461
Cover Image
Stress tests and capital requirement disclosures : do they impact banks' lending and risk-taking decisions?
Konietschke, Paul; Ongena, Steven; Marques, Aurea Ponte - 2022
How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding risk-taking, the ensuing effect on their...
Persistent link: https://www.econbiz.de/10013277156
Cover Image
Does IFRS 9 increase banks' resilience?
Kund, Arndt-Gerrit; Rugilo, Daniel - 2023
analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects … bank resilience through lower capital levels. In the absence of archival data of IFRS 9 and their potential biases due to … the COVID-19 pandemic, we use the European bank stress test results as a natural experiment, in which all banks are …
Persistent link: https://www.econbiz.de/10014230334
Cover Image
Banking euro area stress test model
Budnik, Katarzyna; Mozzanica, Mirco Balatti; Dimitrov, Ivan - 2020
in line with the economic conditions they face. Bank responses feed back to the macroeconomic environment affecting …
Persistent link: https://www.econbiz.de/10012286943
Cover Image
Same same but different : credit risk provisioning under IFRS 9
Behn, Markus; Couaillier, Cyril - 2023
We analyse the impact of the adoption of expected credit loss accounting (IFRS 9) on the timeliness and potential procyclicality of banks' loan loss provisioning. We use granular loan-level data from the euro area's credit register and investigate both firm-level credit events and macroeconomic...
Persistent link: https://www.econbiz.de/10014362650
Cover Image
Latent fragility : conditioning banks' joint probability of default on the financial cycle
Bochmann, Paul; Hiebert, Paul; Schüler, Yves; … - 2022
We propose the CoJPoD, a novel framework explicitly linking the cross-sectional and cyclical dimensions of systemic risk. In this framework, banking sector distress in the form of the joint probability of default of financial intermediaries (reflecting contagion from both direct and indirect...
Persistent link: https://www.econbiz.de/10013332831
Cover Image
Regulating the doom loop
Alogoskoufis, Spyros; Langfield, Sam - 2019
how to treat sovereign exposures in bank regulation. Our contribution is to model endogenous sovereign portfolio …
Persistent link: https://www.econbiz.de/10012061145