Similar Search Results

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

Negative monetary policy rates and systemic banks' risk-taking : evidence from the euro area securities register

Bubeck, Johannes; Maddaloni, Angela; Peydró, José-Luis - 2020

the introduction of negative deposit rates by the European Central Bank in June 2014 and a novel securities register for …

Persistent link: https://www.econbiz.de/10012206320

The dark side of bank wholesale funding

Huang, Rocco; Ratnovski, Lev - 2010

signal on bank project quality, short-term wholesale financiers have lower incentives to conduct costly monitoring, and …

Persistent link: https://www.econbiz.de/10003986678

Agent-based model of system-wide implications of funding risk

Hałaj, Grzegorz - 2018

Liquidity has its systemic aspect that is frequently neglected in research and risk management applications. We build a model that focuses on systemic aspects of liquidity and its links with solvency conditions accounting for pertinent interactions between market participants in an agent-based...

Persistent link: https://www.econbiz.de/10011779837

Real interest rates, bank borrowing, and fragility

Ahnert, Toni; Anand, Kartik; König, Philipp Johann - 2022

How do real interest rates affect financial fragility? We study this issue in a model in which bank borrowing is … subject to rollover risk. A bank's optimal borrowing trades off the benefit from investing additional funds into profitable … assets with the cost of greater risk of a run by bank creditors. Changes in the interest rate affect the price and amount of …

Persistent link: https://www.econbiz.de/10013463279

Interconnected banks and systemically important exposures

Roncoroni, Alan; Battiston, Stefano; D'Errico, Marco; … - 2019

supervisory data set collected by the European Central Bank that covers 26 large banks in the euro area. To assess the impact of …

Persistent link: https://www.econbiz.de/10012132464

Stress tests and capital requirement disclosures : do they impact banks' lending and risk-taking decisions?

Konietschke, Paul; Ongena, Steven; Marques, Aurea Ponte - 2022

How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding risk-taking, the ensuing effect on their...

Persistent link: https://www.econbiz.de/10013277156

Are fund managers rewarded for taking cyclical risks?

Ryan, Ellen - 2022

The investment fund sector has expanded dramatically since the crisis of 2008-2009. As the sector grows, so do the implications of its risk-taking for the wider financial system and real economy. This paper provides empirical evidence for the existence of widespread risk-taking incentives in the...

Persistent link: https://www.econbiz.de/10012880721

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

Fiscal policy effectiveness and neutrality results in a non-Ricardian world

Detken, Carsten - 1999

Persistent link: https://www.econbiz.de/10004555307

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