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The Relationship between Risk and Capital in Swiss commercial Banks: A Panel Study
Bichsel, Robert; Blum, Jürg - 2002
In this paper we investigate the relationship between changes in risk and changes in leverage for a panel of Swiss banks. Using market data for risk and both accounting and market data for capital for the period between 1990 and 2002, we find a positive correlation between changes in capital and...
Persistent link: https://www.econbiz.de/10011430035
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Bail-in and Legacy Assets: Harmonized rules for targeted partial compensation to strengthen the bail-in regime
Poyntner, Philipp; Reininger, Thomas - 2018
In the wake of the global financial crisis, several large bank rescues by governments further entrenched bail … bank bonds across economy-wide income quantiles in the euro area and various euro area countries. We find that neither the … share of below-medianincome households with bank bonds in the total number of households with bank bonds nor the relative …
Persistent link: https://www.econbiz.de/10013370141
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Modigliani-Miller Doesn't Hold in a "Bailinable" World: A New Capital Structure to Reduce the Banks' Funding Cost
Baglioni, Angelo; Esposito, Marcello - 2016
, a bank is able to reduce the cost of debt by splitting it into a junior and a senior tranche, sold to institutional and …
Persistent link: https://www.econbiz.de/10011739626
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March madness in Wall Street: (what) does the market learn from stress tests?
Fernandes, Marcelo; Igan, Deniz; Pinheiro, Marcelo - 2015
and uncertainty indicators, and bank activities. The evidence we present supports the notion that there is important new …
Persistent link: https://www.econbiz.de/10011460778
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Countercyclical capital requirement reductions, state dependence and macroeconomic outcomes
Arbatli-Saxegaard, Elif C.; Juelsrud, Ragnar Enger - 2020
We use bank-, loan- and firm-level data together with a quasi-natural experiment to estimate the impact of capital … requirement reductions on bank lending and real economic outcomes. We find that capital requirement reductions increase lending … both to households and firms at the bank- and loan-level, and that the increased lending to firms translates into higher …
Persistent link: https://www.econbiz.de/10012661563
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The effects of a declining housing market on the US economy
Papadimitriou, Dimitri B.; Hannsgen, Greg; Zezza, Gennaro - 2007
Longstanding speculation about the likelihood of a housing market collapse has given way in the past few months to consideration of just how far the housing market will fall, and how much damage the debacle will inflict on the economy. This paper assesses the magnitude of the impact of housing...
Persistent link: https://www.econbiz.de/10010266555
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Holes in the dike: The global savings glut, U.S. house prices and the long shadow of banking deregulation
Hoffmann, Mathias; Stewen, Iryna - 2014
We explore empirically how capital inflows into the US and financial deregulation within the United States interacted in driving the run-up (and subsequent decline) in US housing prices over the period 1990-2010. To obtain an ex ante measure of financial liberalization, we focus on the history...
Persistent link: https://www.econbiz.de/10011282518
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Financial Sector Legislative Reforms Commission (FSLRC) & financial sector regulation in India
Bhagwati, Jaimini; Khan, M. Shuheb; Bogathi, … - 2016
The Financial Sector Reforms Commission (FSLRC) which was set up in 2011 by the Ministry of Finance was mandated to study existing legislation and financial sector regulatory practices in India and to propose improvements. The FSLRC submitted its report in 2013 and four of its members recorded...
Persistent link: https://www.econbiz.de/10011807863
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Systemic effects of bank equity issues: Competition, stabilization and contagion
Dinger, Valeriya; Marincas, Vlad; Vallascas, Francesco - 2018
We evaluate the abnormal returns of issuing and non-issuing banks around the announcement of Seasoned Equity Offerings (SEOs) and explore how the market reaction is influenced by aggregate systemic conditions and by the systemic risk contribution and exposure of banks. While we find evidence of...
Persistent link: https://www.econbiz.de/10011926736
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Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios
Hayden, Evelyn; Porath, Daniel; von Westernhagen, Natalja - 2006
geographical regions. To explore this issue, we use a unique data set of the individual bank loan portfolios of 983 German banks …
Persistent link: https://www.econbiz.de/10013370027