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Do we want these two to tango? : on zombie firms and stressed banks in Europe

Storz, Manuela; Koetter, Michael; Setzer, Ralph; … - 2017

sector health. Based on granular bank-firm data pertaining to small and medium-sized enterprises (SME) from five stressed and …

Persistent link: https://www.econbiz.de/10011732738

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 …

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

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

Cyclical systemic risk and downside risks to bank profitability

Lang, Jan Hannes; Forletta, Marco - 2020

This paper studies the impact of cyclical systemic risk on future bank profitability for a large representative panel … risk predict large drops in the average bank-level return on assets (ROA) with a lead time of 3-5 years. Based on quantile … local projections we further show that the negative impact of cyclical systemic risk on the left tail of the future bank …

Persistent link: https://www.econbiz.de/10012216407

Does employment protection legislation affect credit access? : evidence from Europe

Moro, Andrea; Maresch, Daniela; Ferrando, Annalisa; … - 2017

We investigate the impact of employment protection on firms' credit access by looking at both credit obtained from banks and firms' decision to apply for a loan. We find that greater flexibility in structuring the employees' working hours and in dismissing employees increases the probability...

Persistent link: https://www.econbiz.de/10011647887

The rise of bond financing in Europe

Darmouni, Olivier; Papoutsi, Melina - 2022

simply repaying bank loans. Moreover, holdings of 'buy-and-hold' bond investors are large in aggregate but small for weaker …

Persistent link: https://www.econbiz.de/10013198743

A sensitivities based CoVaR approach to asset commonality and its application to SSM banks

Del Vecchio, Leonardo; Giglio, Carla; Shaw, Frances; … - 2022

compute bank portfolio sensitivities to a large number of risk factors (e.g. interest rates, equity prices, credit spreads …

Persistent link: https://www.econbiz.de/10013373564

Banking euro area stress test model

Budnik, Katarzyna; Mozzanica, Mirco Balatti; Dimitrov, Ivan - 2020

in line with the economic conditions they face. Bank responses feed back to the macroeconomic environment affecting …

Persistent link: https://www.econbiz.de/10012286943

Behind the scenes of the beauty contest : window dressing and the G-SIB framework

Behn, Markus; Mangiante, Giacomo; Parisi, Laura; Wedow, … - 2019

This paper illustrates that systemically important banks reduce a range of activities at year- end, leading to lower additional capital requirements in the form of G-SIB buffers. The effects are stronger for banks with higher incentives to reduce the indicators, and for banks with balance sheet...

Persistent link: https://www.econbiz.de/10012034493

Impact of higher capital buffers on banks' lending and risk-taking : evidence from the Euro Area experiments

Cappelletti, Giuseppe; Marques, Aurea Ponte; Varraso, Paolo - 2019

We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …

Persistent link: https://www.econbiz.de/10012024808