Showing 1 - 10 of 697
increases a bank's likelihood of providing a loan. Companies may benefit from these relationships through more favorable loan …
Persistent link: https://www.econbiz.de/10012752667
numbers, labor productivity, and employment. We are able to link this data with a World Bank dataset on antidumping actions by …
Persistent link: https://www.econbiz.de/10013094234
When a bank experiences a negative shock to its equity, one way to return to target leverage is to sell assets. If … asset sales occur at depressed prices, then one bank's sales may impact other banks with common exposures, resulting in … explains how the distribution of bank leverage and risk exposures contributes to a form of systemic risk. We compute bank …
Persistent link: https://www.econbiz.de/10013097784
Banks are in the business of taking calculated risks. Expanding the geographic footprint of an organization's profit-making activities changes the geographic pattern of its exposure to loss in ways that are hard for regulators and supervisors to observe. This paper tests and confirms the...
Persistent link: https://www.econbiz.de/10013150440
economies in the world. Finally, for Europe we assess the relative importance of cross-border bank spillovers as compared to … domestic bank spillovers. The results suggest, inter alia, that systemic risk in the US is higher than in the euro area, mainly …
Persistent link: https://www.econbiz.de/10012783643
This paper provides a unique snapshot of the exposures of EU banks to shadow banking entities within the global financial system. Drawing on a rich and novel dataset, the paper documents the cross-sector and cross-border linkages and considers which are the most relevant for systemic risk...
Persistent link: https://www.econbiz.de/10012960159
taking place for retail banking. Data on cross-border retail bank flows, cross-border bank mergers and the law of one price … reveal no evidence of integration in retail banking. This paper shows that the previous tests of bank integration are weak in … that they are not based on an equilibrium concept and are neither necessary nor sufficient statistics for bank integration …
Persistent link: https://www.econbiz.de/10012757853
In the last two decades the European financial markets have become more market oriented. We analyze the economic and political forces that have triggered these changes as well as their likely welfare implications. We also try to assess whether this trend will continue. Based on our analysis, we...
Persistent link: https://www.econbiz.de/10012762834
From 2010 to 2012, the relation between bank stock returns from European Union (EU) countries and the returns on …
Persistent link: https://www.econbiz.de/10013022926
scenarios and banks' estimated losses to recover bank level exposures to macroeconomic factors. Once macro outcomes are realized …
Persistent link: https://www.econbiz.de/10012964887