Artículo de revista ; We study the sensitivity of bank profits and balance sheet structure to changes in the level of interest rates in Spain during the 2000-2016 period. Autoregressive distributed lag (ARDL) models with controls for the business cycle and interest rate levels are estimated for...

Artículo de revista ; We study the sensitivity of bank profits and balance sheet structure to changes in the level of interest rates in Spain during the 2000-2016 period. Autoregressive distributed lag (ARDL) models with controls for the business cycle and interest rate levels are estimated for...

Los bancos españoles tuvieron que realizar provisiones estadísticas contracíclicas en el período 2000-2004. Los bancos tenían que comunicar los importes de dichas provisiones al mercado. Esto crea un experimento natural que permite testar si los bancos suavizan el resultado para despistar a...

El 10 % de los activos totales de los bancos europeos se encuentra en carteras que generan ganancias y pérdidas no realizadas que bajo Basilea III dejarán de poder ser eliminadas del capital regulatorio de los bancos. Utilizando una muestra de bancos europeos, y aprovechando la heterogeneidad...

Artículo de revista ; Central Balance Sheet Data Office Annual and Quarterly Survey data point to a continuation of the recovery in non-financial corporations’ activity, both in 2017 and in the first nine months of 2018, giving rise to growth in ordinary profit and employment in the majority...

Evento: Basel Committee on Banking Supervision

Evento: The Seventh Annual Supervision Conference of The British Bankers Association. Organizado por: The British Bankers Association

Organizado por: Risk Magazine

Evento: Market Discipline: the discipline across countries ad industires. Organizado por: Federal Reserve Bank of Chicago and BIS