Similar Search Results

Monetary policy and bank stability : the analytical toolbox reviewed

Albertazzi, Ugo; Barbiero, Francesca; Marqués … - 2020

between monetary policy (MP) and bank stability. This technical paper sheds light, quantitatively, on the different mechanisms … underlying the relationship between MP and bank stability. It does so by reviewing microeconometric studies from the academic … touchstone. First, it provides a brief overview of the main theoretical channels linking bank stability and the transmission of …

Persistent link: https://www.econbiz.de/10012165336

Bank ratings : what determines their quality?

Hau, Harald; Langfield, Sam; Marqués Ibáñez, David - 2012

Persistent link: https://www.econbiz.de/10009765956

The architecture of supervision

Ampudia, Miguel; Beck, Thorsten; Beyer, Andreas; … - 2019

The architecture of supervision - how we define the allocation of supervisory powers to different policy institutions - can have implications for policy conduct and for the economic and financial environment in which these policies are implemented. Theoretically, an integrated structure for...

Persistent link: https://www.econbiz.de/10012009232

Securitization and credit quality

Kara, Alper; Marqués Ibáñez, David; Ongena, Steven - 2017

Banks are usually better informed on the loans they originate than other financial intermediaries. As a result, securitized loans might be of lower credit quality than otherwise similar nonsecuritized loans. We assess the effect of securitization activity on loans' relative credit quality...

Persistent link: https://www.econbiz.de/10011636924

Securitization and lending standards : evidence from the wholesale loan market

Kara, Alper; Marqués Ibáñez, David; Ongena, Steven - 2011

. Macroeconomic factors also play a large role explaining the impact of securitization activity on bank lending standards: banks more … from all major trustees. - Securitization ; bank risk taking ; syndicated loans ; financial crisis …

Persistent link: https://www.econbiz.de/10009238013

The impact of regulatory changes on rating behaviour

Karimov, Nodirbek; Kara, Alper; Downing, Gareth; … - 2024

We examine rating behaviour after the introduction of new regulations regarding Credit Rating Agencies (CRAs) in the European securitisation market. Employing a large sample of 12,469 ABS tranches issued between 1998 and 2018, we examine the information content of yield spreads of ABS at the...

Persistent link: https://www.econbiz.de/10014507193

Mergers and acquisitions and bank performance in Europe : the role of strategic similarities

Altunbas, Yener (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002554925

Do bank characteristics influence the effect of monetary policy on bank risk?

Altunbaş, Yener; Gambacorta, Leonardo; Marqués … - 2012

Persistent link: https://www.econbiz.de/10009765225

Competition and bank risk : the effect of securitization and bank capital

Marqués Ibáñez, David; Altunbaş, Yener; … - 2014

Persistent link: https://www.econbiz.de/10010382038

Efficiency and risk in european banking

Fiordelisi, Franco; Marqués Ibáñez, David; Molyneux, … - 2010

We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this … supporting the bad management and efficiency version of the moral hazard hypotheses. In contrast, bank efficiency improvements … contribute to shore up bank capital levels. Our findings suggest that banks lagging behind in their efficiency levels might …

Persistent link: https://www.econbiz.de/10003973573