Narrow search
Showing 1 - 10 of 168
Cover Image
Bank mergers and lending relationships
Montoriol-Garriga, Judit - 2008
Persistent link: https://www.econbiz.de/10004945826
Cover Image
Predicting distress in European banks
Betz, Frank; Oprică, Silviu; Peltonen, Tuomo; Sarlin, Peter - 2013
Persistent link: https://www.econbiz.de/10010195373
Cover Image
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
Cover Image
The distribution of wealth and the MPC implications of new European data
Carroll, Chris; Slacalek, Jirka; Tokuoka, Kiichi - 2014
Persistent link: https://www.econbiz.de/10010380060
Cover Image
Consumption response to minimum wages : evidence from Chinese households
Dautovic, Ernest; Hau, Harald; Huang, Yi - 2019
The paper evaluates the impact of the Chinese minimum wage policy on consumption of low-wage households for the period 2002-2009. Using a representative household panel, we find that the consumption response to minimum wage income shock is increasing in the minimum wage share of household income...
Persistent link: https://www.econbiz.de/10012132498
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The impact of financial position on investment : an analysis for non-financial corporations on the Euro area
Martínez-Carrascal, Carmen; Ferrando, Annalisa - 2008
Persistent link: https://www.econbiz.de/10004945829