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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 …
Persistent link: https://www.econbiz.de/10012627903
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Pandemic lending : micro and macro effects of model-based regulation
Fiordelisi, Franco; Fusi, Giulia; Maddaloni, Angela; … - 2022
When the Covid-19 crisis struck, banks using internal-rating based (IRB) models quickly recognized the increase in risk and reduced lending more than banks using a standardized approach. This effect is not driven by borrowers' quality or by banks in countries with credit booms before the...
Persistent link: https://www.econbiz.de/10013485965
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Forward-looking reaction to bank regulation
Herrala, Risto - 2014
Persistent link: https://www.econbiz.de/10010380064
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Business models of the banks in the euro area
Farnè, Matteo; Vouldis, Angelos - 2017
dimensionality reduction optimally, given the nature of our dataset which features a large number of dimensions for each bank ('fat …
Persistent link: https://www.econbiz.de/10011656196
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Rules and discretion(s) in prudential regulation and supervision : evidence from EU banks in the run-up to the crisis
Maddaloni, Angela; Scopelliti, Alessandro - 2019
framework were more likely to require public support during the crisis. We instrument some characteristics of bank balance … sheets with these prudential indicators to investigate how they affect bank resilience. The share of non-interest income …
Persistent link: https://www.econbiz.de/10012009213
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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
significance. Our results do not point to a major role of newly introduced bank levies in explaining cross-border banking …
Persistent link: https://www.econbiz.de/10011802126
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Voluntary support and ring-fencing in cross-border banks
Lóránth, Gyöngyi; Segura, Anatoli; Zeng, Jing - 2022
which a bank may provide voluntary support to an impaired subsidiary using resources from a healthy subsidiary. While …
Persistent link: https://www.econbiz.de/10013328612
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Funding deposit insurance
Oosthuizen, Dick; Zalla, Ryan - 2022
of bank failures. We find that riskadjusted premiums reduce moral hazard, enabling the policymaker to increase deposit … insurance coverage by 3 percentage points and decrease the share of expected annual bank failures from 0.66% to 0.16%. The model …
Persistent link: https://www.econbiz.de/10013332900
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Same same but different : credit risk provisioning under IFRS 9
Behn, Markus; Couaillier, Cyril - 2023
We analyse the impact of the adoption of expected credit loss accounting (IFRS 9) on the timeliness and potential procyclicality of banks' loan loss provisioning. We use granular loan-level data from the euro area's credit register and investigate both firm-level credit events and macroeconomic...
Persistent link: https://www.econbiz.de/10014362650
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The disciplining effect of supervisory scrutiny in the EU-wide stress test
Kok Sørensen, Christoffer; Müller, Carola; Ongena, Steven - 2021
set available at the European Central Bank related to the 2016 EU-wide stress test, this paper presents novel empirical … evidence that supervisory scrutiny associated to stress testing has a disciplining effect on bank risk. We ftnd that banks that …
Persistent link: https://www.econbiz.de/10012518263