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Regulating the doom loop
Alogoskoufis, Spyros; Langfield, Sam - 2019
how to treat sovereign exposures in bank regulation. Our contribution is to model endogenous sovereign portfolio …
Persistent link: https://www.econbiz.de/10012061145
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Climate transition risk in the banking sector : what can prudential regulation do?
Grill, Michael; Popescu, Alexandra; Rancoita, Elena - 2024
paper, by means of a DSGE model including heterogeneous firms and banks, financial frictions and prudential regulation … increases the volatility of lending and output. We further show that relying on microprudential regulation alone would not be … microprudential regulation, leads to a Pareto improvement. …
Persistent link: https://www.econbiz.de/10014490442
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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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Monetary policy and capital regulation in the US and Europe
Cohen-Cole, Ethan; Morse, Jonathan - 2010
has partial control over bank regulation it can exercise regulatory lenience. Two, the Fed's stronger output orientation … procyclical capital regulation. - Monetary policy ; capital regulation ; crisis …
Persistent link: https://www.econbiz.de/10003986675
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Do bank insiders impede equity issuances?
Götz, Martin; Laeven, Luc; Levine, Ross - 2021
We evaluate the role of insider ownership in shaping banks' equity issuances in response to the global financial crisis. We construct a unique dataset on the ownership structure of U.S. banks and their equity issuances and discover that greater insider ownership leads to less equity issuances....
Persistent link: https://www.econbiz.de/10012418825
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Cross-border banking in the EU since the crisis : what is driving the great retrenchment?
Emter, Lorenz; Schmitz, Martin; Tirpák, Marcel - 2018
This paper examines the drivers of the retrenchment in cross-border banking in the European Union (EU) since the global financial crisis, which stands out in international comparison as banks located in the euro area and in the rest of the EU reduced their cross-border claims by around 25%....
Persistent link: https://www.econbiz.de/10011802126
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Wishful thinking or effective threat? : tightening bank resolution regimes and bank risk-taking
Ignatowski, Magdalena; Korte, Josef - 2014
Persistent link: https://www.econbiz.de/10010380048
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Does a leverage ratio requirement increase bank stability?
Kiema, Ilkka; Jokivuolle, Esa - 2014
Persistent link: https://www.econbiz.de/10010382046
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The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios
Craig, Ben R.; Giuzio, Margherita; Paterlini, Sandra - 2020
Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the sovereign bond portfolios of the major European banks....
Persistent link: https://www.econbiz.de/10012197781
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The shifts and the shocks : bank risk, leverage, and the macroeconomy
Kuvshinov, Dmitry; Richter, Björn; Zimmermann, Kaspar - 2022
This paper studies the long-run evolution of bank risk and its links to the macroeconomy. Using data for 17 advanced economies, we show that the riskiness of bank assets declined materially between 1870 and 2016. But even though bank assets have become safer, the losses on these assets are...
Persistent link: https://www.econbiz.de/10013265941