Showing 1 - 10 of 403
Systemically Important Banks (G-SIBs) on bank lending behaviour. Using a difference-in-differences estimation strategy, we find no …
Persistent link: https://www.econbiz.de/10012299026
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
We develop a dynamic structural model of bank behaviour that provides a microeconomic foundation for bank capital and …
Persistent link: https://www.econbiz.de/10011975498
How do banks set their target capital ratio? How do they adjust to reach it? This paper answers these questions using an original dataset of capital ratio targets directly announced to investors by European banks, materially improving data quality compared to usual estimated implicit target. It...
Persistent link: https://www.econbiz.de/10012705420
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
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
We develop a structural model for valuing bank balance sheet components such as the equity and debt value, the value … for the government when the bank is operated by private shareholders including the present value of a possible future … the bank. In this case, the shareholders lose part (or all) of the capital that they hold in the bank, the creditors lose …
Persistent link: https://www.econbiz.de/10011910725
natural experiment to study the effects of reduced bank capital adequacy on productivity. Affected banks respond not only by …
Persistent link: https://www.econbiz.de/10011975387
We analyze the effect of bank capital requirements on the structure and risk of a financial system where markets …
Persistent link: https://www.econbiz.de/10011975503
, over a decade and a half preceding the pandemic, bank dividend payouts were adjusted in line with the three motivations …
Persistent link: https://www.econbiz.de/10013490802