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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
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The real effects of bank capital requirements
Fraisse, Henri; Lé, Mathias; Thesmar, David - 2017
We measure the impact of bank capital requirements on corporate borrowing and investment using loanE level data. The …
Persistent link: https://www.econbiz.de/10011978165
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Bank exposures and sovereign stress transmission
Altavilla, Carlo; Pagano, Marco; Simonelli, Saverio - 2016
Using novel monthly data for 226 euro-area banks from 2007 to 2015, we investigate the causes and effects of banks' sovereign exposures during and after the euro crisis. First, in the vulnerable countries, the publicly owned, recently bailed out and less strongly capitalized banks reacted to...
Persistent link: https://www.econbiz.de/10011974892
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Credit market concentration and systemic risk in Europe
Kukk, Merike; Paulus, Alari; Reig, Nicolas - 2022
Persistent link: https://www.econbiz.de/10013192725
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How excessive is banks' maturity transformation?
Segura, Anatoli; Suárez, Javier - 2016
calibration of the model to Eurozone banking data for 2006 yields that lengthening the average maturity of wholesale debt from its …
Persistent link: https://www.econbiz.de/10011974655
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What drives sovereign debt portfolios of banks in a crisis context?
Lamas, Matías; Mencía, Javier - 2019
particular, we show that being a weakly capitalized bank is not related to higher holdings of domestic sovereign debt. While a … strong link is present between central bank liquidity support and sovereign holdings, opportunistic strategies or reach … advantage of their higher risk-bearing capacity to gain exposure (via central bank liquidity) to the set of riskier sovereign …
Persistent link: https://www.econbiz.de/10011978836
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Retrenchment of euro area banks and international banking models
Argimón, Isabel; Fernández Ortiz, Elena; … - 2020
In this paper, we analyze the importance of international banking models, along the operational and the funding dimensions, for the decline in international positions of European banks since the crisis. Using BIS Consolidated Banking Statistics, we find that the multinational model (higher...
Persistent link: https://www.econbiz.de/10012312194
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Fear the walking dead? : zombie firms in the euro area and their effect on healthy firms' credit conditions
Havemeister, Lea Katharina; Horn, Kristian - 2023
Zombie firms may adversely impact healthy firms through several transmission channels. Besides real spillover effects on productivity or investment, zombies may also cause negative financial spillover effects, where zombies receive credit at more favourable conditions than healthy firms. We...
Persistent link: https://www.econbiz.de/10014309045
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A profit-to-provisioning approach to setting the countercyclical capital buffer : the Czech example
Pfeifer, Lukáš; Hodula, Martin - 2018
Over the last few years, national macroprudential authorities have developed different strategies for setting the countercyclical capital buffer (CCyB) rate in the banking sector. The existing approaches are based on various indicators used to identify the current phase of the financial cycle....
Persistent link: https://www.econbiz.de/10011978802
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Effectiveness of policy and regulation in European sovereign credit risk markets : a network analysis
Buse, Rebekka; Schienle, Melanie; Urban, Jörg - 2019
We study the impact of changes in regulations and policy interventions on systemic risk among European sovereigns measured as volatility spillovers in respective credit risk markets. Our unique intraday CDS dataset allows for precise measurement of the effectiveness of these events in a network...
Persistent link: https://www.econbiz.de/10011992508