Similar Search Results

International banking and liquidity risk transmission: Lessons from across countries

Buch, Claudia M.; Goldberg, Linda - Deutsche Bundesbank - 2014

financial crisis. Yet, we know little about the actual magnitudes and mechanisms for transmission of liquidity shocks through … studies conducted in 11 countries to explore liquidity risk transmission. Among the main results is, first, that explanatory … power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk …

Persistent link: https://www.econbiz.de/10010957099

International banking and liquidity risk transmission: lessons from across countries

Buch, Claudia M.; Goldberg, Linda S. - Federal Reserve Bank of New York - 2014

financial crisis. Yet we know little about the actual magnitudes and mechanisms for transmission of liquidity shocks through … studies conducted in eleven countries to explore liquidity risk transmission. Among the main results is, first, that … explanatory power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk …

Persistent link: https://www.econbiz.de/10010784190

International Banking and the Allocation of Risk

Buch, Claudia M. - 2007

Macroeconomic risks could magnify individual bank risk. Mitigating the influence of economy-wide risks on banks could therefore be very important to maintain a smooth-running banking system. In this paper, we explore the extent to which macroeconomic risks affect banks. We use a bank-level...

Persistent link: https://www.econbiz.de/10012729968

Distance and International Banking

Buch, Claudia M. - 2005

If the technological revolution which has taken place over the past decades has lowered information costs and if information costs increase in distance, distance should - ceteris paribus - become less important in determining international bank lending. We are using a dataset on assets and...

Persistent link: https://www.econbiz.de/10012737681

Under-Regulated and Over-Guaranteed? International Bank Mergers and Bank Risk-Taking

Buch, Claudia M. - 2004

Weak bank supervision gives banks the ability to shift risk from themselves to supervisors. One way for banks to take advantage of weak supervisory systems is to engage in risky activities such as cross-border bank mergers. We examine whether the supervisory structure of a country influences the...

Persistent link: https://www.econbiz.de/10012738023

Cross-Border Diversification in Bank Asset Portfolios

Buch, Claudia M. - 2005

Taking the mean-variance portfolio model as a benchmark, we compute the optimally diversified portfolio for banks located in France, Germany, the U.K., and the U.S. under different assumptions about currency hedging. We compare these optimal portfolios to the actual cross-border assets of banks...

Persistent link: https://www.econbiz.de/10012785123

Why Do Banks Go Abroad? Evidence from German Data

Buch, Claudia M. - 2000

This paper provides empirical evidence on the determinants of foreign activities of German banks. We use regionally disaggregated panel data for the years 1981-98 and distinguish foreign direct investment from total foreign assets of domestic banks, of their foreign branches and of their...

Persistent link: https://www.econbiz.de/10012788654

Cross-Border Bank Mergers : What Lures the Rare Animal?

Buch, Claudia M. - 2002

Although domestic mergers and acquisitions (Mamp;As) in the financial services industry have increased steadily over the past two decades, international Mamp;As were relatively rare until recently. This paper uses a novel dataset of over 2,300 mergers that took place between 1978 and 2001 to...

Persistent link: https://www.econbiz.de/10012741807

Information or Regulation : What is Driving the International Activities of Commercial Banks?

Buch, Claudia M. - 2001

Information costs and regulatory barriers are the main distinguishing features of international as compared to national financial markets. This paper presents a simple model of the impact of these factors on banks' cross border activities and provides empirical evidence. Our dataset allows us to...

Persistent link: https://www.econbiz.de/10012742809

Changing Forces of Gravity: How the Crisis Affected International Banking

Buch, Claudia M.; Neugebauer, K.; Schröder, C. - Institut für Wirtschaftsforschung Halle (IWH) - 2013

The global financial crisis has brought to an end a rather unprecedented period of banks’ international expansion. We analyze the effects of the crisis on international banking. Using a detailed dataset on the international assets of all German banks with foreign affiliates for the years...

Persistent link: https://www.econbiz.de/10010857337