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Competition and bank risk : the effect of securitization and bank capital

Marqués Ibáñez, David; Altunbaş, Yener; … - 2014

Persistent link: https://www.econbiz.de/10010382038

The augmented bank balance-sheet channel of monetary policy

Bittner, Christian; Bonfim, Diana; Heider, Florian; … - 2022

This paper studies how banks' balance sheets and funding costs interact in the transmission of monetary-policy rates to banks' credit supply to firms. To do so, we use credit-registry data from Germany and Portugal together with the European Central Bank's policy-rate cuts in mid-2014. The...

Persistent link: https://www.econbiz.de/10013448680

Estimating systemic risk for non-listed euro-area banks

Engle, Robert F.; Emambakhsh, Tina; Manganelli, Simone; … - 2023

The systemic risk measure (SRISK) by V-Lab provides a market view of the vulnerability of financial institutions to a sudden downturn in the economy. To overcome the shortcoming that it cannot be applied to non-listed banks, SRISK characteristics of listed banks are mapped on balance sheet...

Persistent link: https://www.econbiz.de/10014477734

Bank leverage cycles

Nuño, Galo; Thomas, Carlos - 2013

Persistent link: https://www.econbiz.de/10009765474

Bank balance sheet constraints and bond liquidity

Breckenfelder, Johannes; Ivashina, Victoria - 2021

We explore the ties between bonds and individual dealers formed through home advantage and the persistence of previous underwriting relationships. Building on these connections, we show that the introduction of the leverage ratio for the European banks had a large impact on exposed bonds'...

Persistent link: https://www.econbiz.de/10012622810

Money markets, central bank balance sheet and regulation

Corradin, Stefano; Eisenschmidt, Jens; Hoerova, Marie; … - 2020

This paper analyses money market developments since 2005, and examines factors that have affected money market functioning. We consider several metrics of activity in both secured and unsecured euro area money markets, and study interactions with new Basel III regulations and with central bank...

Persistent link: https://www.econbiz.de/10012301955

Securitization and lending standards : evidence from the wholesale loan market

Kara, Alper; Marqués Ibáñez, David; Ongena, Steven - 2011

We investigate the effect of securitization activity on banks’ lending standards using evidence from pricing behavior … aggressive on their loan pricing practices. This suggests that securitization activity lead to laxer credit standards …. Macroeconomic factors also play a large role explaining the impact of securitization activity on bank lending standards: banks more …

Persistent link: https://www.econbiz.de/10009238013

Do negative interest rates make banks less safe?

Nucera, Federico; Lucas, André; Schaumburg, Julia; … - 2017

We study the impact of increasingly negative central bank policy rates on banks' propensity to become undercapitalized in a financial crisis ('SRisk'). We find that the risk impact of negative rates is moderate, and depends on banks' business models: Banks with diversified income streams are...

Persistent link: https://www.econbiz.de/10011719935

The invisible hand of the government : “moral suasion” during the European sovereign debt crisis

Ongena, Steven; Popov, Alexander; Horen, Neeltje van - 2016

Persistent link: https://www.econbiz.de/10011618755

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

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