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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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The impact of supply constraints on bank lending in the euro area
Hempell, Hannah Sabine; Sørensen, Christoffer Kok - 2010
Aggregate loan development typically hinges on a combination of factors that impact simultaneously on the demand and the supply side of bank lending. The financial turmoil starting in mid-2007 had detrimental consequences for banks’ balance-sheets, cost of funds and profitability, thus...
Persistent link: https://www.econbiz.de/10009640278
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Efficiency and risk in european banking
Fiordelisi, Franco; Marques-Ibanez, David; Molyneux, Phil - 2010
We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this … relationship. We model the inter-temporal relationships among efficiency, capital and risk for a large sample of commercial banks … supporting the bad management and efficiency version of the moral hazard hypotheses. In contrast, bank efficiency improvements …
Persistent link: https://www.econbiz.de/10009640329
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The euro area Bank Lending Survey matters
Bondt, Gabe de; Maddaloni, Angela; Peydró, José-Luis; … - 2010
This study examines empirically the information content of the euro area Bank Lending Survey for aggregate credit and output growth. The responses of the lending survey, especially those related to loans to enterprises, are a significant leading indicator for euro area bank credit and real GDP...
Persistent link: https://www.econbiz.de/10009640399
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Do bank loans and credit standards have an effect on output?
Cappiello, Lorenzo; Kadareja, Arjan; Sørensen, … - 2010
Applying the identification strategy employed by Driscoll (2004) for the United States, this paper provides empirical evidence for the existence of a bank lending channel of monetary policy transmission in the euro area. In addition, and in contrast to recent findings for the US, we find that in...
Persistent link: https://www.econbiz.de/10009640409
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The impact of supply constraints on bank lending in the euro area : crisis induced crunching?
Hempell, Hannah Sabine; Sørensen, Christoffer Kok - 2010
Aggregate loan development typically hinges on a combination of factors that impact simultaneously on the demand and the supply side of bank lending. The financial turmoil starting in mid-2007 had detrimental consequences for banks' balance-sheets, cost of funds and profitability, thus weighing...
Persistent link: https://www.econbiz.de/10008688512
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Do bank loans and credit standards have an effect on output? : a panel approach for the euro area
Cappiello, Lorenzo; Kadareja, Arjan; Sørensen, … - 2010
Applying the identification strategy employed by Driscoll (2004) for the United States, this paper provides empirical evidence for the existence of a bank lending channel of monetary policy transmission in the euro area. In addition, and in contrast to recent findings for the US, we find that in...
Persistent link: https://www.econbiz.de/10003970414
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The euro area Bank Lending Survey matters : empirical evidence for credit and output growth
Bondt, Gabe J. de; Maddaloni, Angela; Peydró, José-Luis - 2010
This study examines empirically the information content of the euro area Bank Lending Survey for aggregate credit and output growth. The responses of the lending survey, especially those related to loans to enterprises, are a significant leading indicator for euro area bank credit and real GDP...
Persistent link: https://www.econbiz.de/10003971193
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Efficiency and risk in european banking
Fiordelisi, Franco; Marqués Ibáñez, David; Molyneux, … - 2010
We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this … relationship. We model the inter-temporal relationships among efficiency, capital and risk for a large sample of commercial banks … supporting the bad management and efficiency version of the moral hazard hypotheses. In contrast, bank efficiency improvements …
Persistent link: https://www.econbiz.de/10003973573
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Risk aversion and bank loan pricing
Camba-Méndez, Gonzalo; Mongelli, Francesco Paolo - 2021
How much of the heterogeneity in bank loan pricing is explained by disparities in banks' attitude towards risk? The answer to this question is not simple because there are only very weak proxies for gauging the degree of a bank's risk aversion. We handle this constraint by means of a novel...
Persistent link: https://www.econbiz.de/10012420270