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Betz, Frank; Oprică, Silviu; Peltonen, Tuomo; Sarlin, Peter - 2013

Persistent link: https://www.econbiz.de/10010195373

A new approach to early warning systems for small European banks

Bräuninger, Michael; Malikkidou, Despo; Scalone, Stefano; … - 2019

This paper describes a machine learning technique to timely identify cases of individual bank financial distress. Our … financial distress, in order to capture bank distress cases at an earlier stage with respect to the existing literature on bank … failures; by doing so, given the rarity of bank defaults in Europe we significantly increase the number of events on which to …

Persistent link: https://www.econbiz.de/10012135978

Bank mergers and lending relationships

Montoriol-Garriga, Judit - 2008

Persistent link: https://www.econbiz.de/10004945826

The risk management approach to macro-prudential policy

Chavleishvili, Sulkhan; Engle, Robert F.; Fahr, Stephan; … - 2021

Macro-prudential authorities need to assess medium-term downside risks to the real economy, caused by severe financial shocks. Before activating policy measures, they also need to consider their short-term negative impact. This gives rise to a risk management problem, an inter-temporal trade-off...

Persistent link: https://www.econbiz.de/10012547546

Financial inclusion : what's it worth?

Ampudia, Miguel; Ehrmann, Michael - 2017

This paper studies the determinants of being unbanked in the euro area and the United States as well as the effects of being unbanked on wealth accumulation. Based on household-level data from the euro area Household Finance and Consumption Survey and the U.S. Survey of Consumer Finance, it...

Persistent link: https://www.econbiz.de/10011635258

Stress testing with multiple scenarios : a tale on tails and reverse stress scenarios

Aikman, David; Angotti, Romain; Budnik, Katarzyna - 2024

This paper proposes an operational approach to stress testing, allowing one to assess the banking sector's vulnerability in multiple plausible macro-financial scenarios. The approach helps identify macro-financial risk factors of particular relevance for the banking system and individual banks...

Persistent link: https://www.econbiz.de/10014558792

Interbank asset-liability networks with fire sale management

Feinstein, Zachary; Hałaj, Grzegorz - 2023

run simulations of bank valuations and asset prices under a set of stress scenarios. …

Persistent link: https://www.econbiz.de/10014278677

Bank mergers, competition and liquidity

Carletti, Elena; Hartmann, Philipp; Spagnolo, Giancarlo - 2003

We model the impact of bank mergers on loan competition, banks' reserve holdings and aggregate liquidity. Banks compete … in liquidity risk and expected liquidity needs for each bank and for the banking system. Large mergers tend to increase … expected aggregate liquidity needs, and thus the liquidity provision by the central bank. Comparative statics suggest that a …

Persistent link: https://www.econbiz.de/10009635892

The euro area financial system

Hartmann, Philipp; Maddaloni, Angela; Manganelli, Simone - 2003

Four years after the introduction of the euro, this paper provides an overview of the current structure and integration of the euro area financial systems and related policy initiatives. We first compare the euro area financial structure with that of the United States and Japan. Using new and...

Persistent link: https://www.econbiz.de/10009635984

Developing statistical indicators of the integration of the euro area banking system

Manna,Michele - 2004

This paper discusses a wide range of indicators of the degree of integration of the euro area banking system. It is concerned with volume data, a less developed field of research compared with studies on prices/rates. We first set out a methodological framework, a mixture of elementary and more...

Persistent link: https://www.econbiz.de/10009636523

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