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Do interbank interest rates reflect the financial soundness of borrowing banks?

Bwire, Thomas; Brownbridge, Martin; Rubatsimbira, Doreen K. - 2019

Persistent link: https://www.econbiz.de/10012137736

Bank recapitalizations and lending : a little is not enough

Homar, Timotej - 2016

This paper analyzes the effect of bank recapitalizations on lending, funding and asset quality of European banks …

Persistent link: https://www.econbiz.de/10011975004

(Pro?)-cyclicality of collateral haircuts and systemic illiquidity

Glaser, Florian; Panz, Sven - 2016

Procyclicality of collateral haircuts and margins has become a widely proclaimed behavior and is currently discussed not only by academic literature but also by regulatory authorities in Europe. Procyclicality of haircuts is assumed to be a trigger of liquidity spirals due to its tightening...

Persistent link: https://www.econbiz.de/10011975294

Prudential policy with distorted beliefs

Dávila, Eduardo; Walther, Ansgar - 2021

This paper studies leverage regulation and monetary policy when equity investors and/or creditors have distorted beliefs relative to a planner. We characterize how the optimal leverage regulation responds to arbitrary changes in investors' and creditors' beliefs and relate our results to...

Persistent link: https://www.econbiz.de/10012704734

Regulating the doom loop

Alogoskoufis, Spyros; Langfield, Sam - 2018

Euro area governments have committed to break the doom loop between bank risk and sovereign risk. But policymakers have …

Persistent link: https://www.econbiz.de/10011978559

Why are banks not recapitalized during crises?

Crosignani, Matteo - 2017

, in the context of the eurozone periphery, the increase in domestic government bond holdings, the reduction of bank credit …

Persistent link: https://www.econbiz.de/10011978342

Interbank credit exposures and financial stability

Schneorson, Oren - 2022

connectivity may destabilize the financial system via the bank-run channel. This is because it decreases the risk-sharing benefits … of interbank connectivity. A bank-run model features two islands that are connected via a long term debt claim. Varying … the size of this claim (interbank connectivity), I study how the decision to 'run on the bank' is affected. I run a …

Persistent link: https://www.econbiz.de/10013350529

Electoral cycles in macroprudential regulation

Müller, Karsten - 2019

Do politics matter for macroprudential policy? I show that changes to macroprudential regulation exhibit a predictable electoral cycle in the run-up to 221 elections across 58 countries from 2000 through 2014. Policies restricting mortgages and consumer credit are systematically less likely to...

Persistent link: https://www.econbiz.de/10012135983

Resolving a non-performing loan crisis : the ongoing case of the Irish mortgage market

McCann, Fergal - 2018

The Irish banking system has in recent years experienced a large build-up in Non-Performing Loans (NPLs) during the crisis followed by a sharp reduction in the 2013-2017 period. In this article I present a recent history of the ongoing resolution of the mortgage arrears crisis in Ireland. Using...

Persistent link: https://www.econbiz.de/10011848377

Reserves as an instrument for preservation of financial stability : tthe case of EAC economies

Okello, Apaa Jimmy; Mkenda, Beatrice Kalinda; Luvanda, Eliab - 2020

Persistent link: https://www.econbiz.de/10012241262