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significance. Our results do not point to a major role of newly introduced bank levies in explaining cross-border banking …
Persistent link: https://www.econbiz.de/10011802126
Persistent link: https://www.econbiz.de/10011448485
In this paper, I incorporate a complex network model into a state of the art stochastic general equilibrium framework with an active interbank market. Banks exchange funds one another generating a complex web of interbanking relations. With the tools of network analysis it is possible to study...
Persistent link: https://www.econbiz.de/10012241220
is generally small. Surprisingly, we find that spill-overs of bank-related events are not significantly different from …
Persistent link: https://www.econbiz.de/10012299006
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
supervisory data set collected by the European Central Bank that covers 26 large banks in the euro area. To assess the impact of …
Persistent link: https://www.econbiz.de/10012132464
the value of sovereign debt and non-bank financial institutions represent the most significant risk to the functioning of …
Persistent link: https://www.econbiz.de/10014483684
Loan guarantees represent a form of government intervention to support bank lending. However, their use raises concerns … as to their effect on bank risk-taking incentives. In a model of financial fragility that incorporates bank capital and a … bank incentive problem, we show that loan guarantees reduce depositor runs and improve bank underwriting standards, except …
Persistent link: https://www.econbiz.de/10013553424
by the following types of bank financial distress: 1) low equity ratio; 2) low Tier 1 capital ratio; and 3) losses on … crunch ; financial crisis ; bank lending channel ; business lending …
Persistent link: https://www.econbiz.de/10003973496
In this study, we reassess the links between commercial bank ownership and lending growth during the 1996-2019 period …. Moreover, we find evidence that bank-specific characteristics were more important determinants of credit growth than ownership …
Persistent link: https://www.econbiz.de/10013193442