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When losses turn into loans : the cost of undercapitalized banks
Blattner, Laura; Farinha, Luísa A.; Rebelo, Francisco - 2019
natural experiment to study the effects of reduced bank capital adequacy on productivity. Affected banks respond not only by …
Persistent link: https://www.econbiz.de/10011975387
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The dynamics of non-performing loans during banking crises : a new database
Ari, Anil; Chen, Sophia; Ratnovski, Lev - 2020
This paper presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990. The data show similarities across crises during NPL build-ups but less so during NPL resolutions. We find a close relationship between NPL problems-elevated and unresolved...
Persistent link: https://www.econbiz.de/10012206258
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Banks' risk-taking within a banking union
Farnè, Matteo; Vouldis, Angelos - 2021
We study the relationship between banks' size and risk-taking in the context of supranational banking supervision. Consistently with theoretical work on banking unions and in contrast to analyses emphasising incentives under- pinned by the too-big-to-fail effect, we find an inverse relationship...
Persistent link: https://www.econbiz.de/10012627903
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Leakages from macroprudential regulations : the case of household-specific tools and corporate credit
Bhargava, Apoorv; Górnicka, Lucyna; Xie, Peichu - 2023
-country bank-level data we find that after a tightening of household-specific macroprudential policy during a credit expansion … unexpected policy tightening. Further evidence from bank lending standards surveys suggests that the leakage effects are stronger …
Persistent link: https://www.econbiz.de/10013553461
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Rules and discretion(s) in prudential regulation and supervision : evidence from EU banks in the run-up to the crisis
Maddaloni, Angela; Scopelliti, Alessandro - 2019
framework were more likely to require public support during the crisis. We instrument some characteristics of bank balance … sheets with these prudential indicators to investigate how they affect bank resilience. The share of non-interest income …
Persistent link: https://www.econbiz.de/10012009213
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The systemic implications of bail-in : a multi-layered network approach
Hüser, Anne-Caroline; Hałaj, Grzegorz; Kok Sørensen, … - 2017
banking groups. On this basis, the bail-in of a bank can be simulated to identify the direct contagion risk to the other banks …
Persistent link: https://www.econbiz.de/10011636947
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Bank bailouts and competition : did TARP distort competition among sound banks?
Koetter, Michael; Noth, Felix - 2015
Persistent link: https://www.econbiz.de/10011288692
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Supervisory policy stimulus : evidence from the euro area dividend recommendation
Dautovic, Ernest; Gambacorta, Leonardo; Reghezza, Alessio - 2023
estimate the impact of the ECB's dividend recommendation on bank lending and risk-taking. To address identification issues, we …
Persistent link: https://www.econbiz.de/10014278602
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A framework for early-warning modeling with an application to banks
Lang, Jan Hannes; Peltonen, Tuomo; Sarlin, Peter - 2018
This paper proposes a framework for deriving early-warning models with optimal out-of-sample forecasting properties and applies it to predicting distress in European banks. The main contributions of the paper are threefold. First, the paper introduces a conceptual framework to guide the process...
Persistent link: https://www.econbiz.de/10011920949
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A structural model to study the bail-out process in a bank and its macro-prudential policy implications
Correia, Ricardo; Dubiel-Teleszynski, Tomasz Piotr; … - 2017
In this paper, we construct a structural model to determine the costs of a bank rescue considering bail-outs and bail … abandon the bank. Given this trigger, the model also determines the bank rescue costs, the expected time to the bank rescue … and the bank rescue probabilities. A static analysis of our model produces several empirically testable hypotheses. The …
Persistent link: https://www.econbiz.de/10011745783