Showing 1 - 10 of 13
euro area and for supervising all euro area banks in order to ensure their safety and soundness, some directly and some …
Persistent link: https://www.econbiz.de/10012132851
We analyse the interaction between monetary and macroprudential policies in the euro area by means of a two …-country DSGE model with financial frictions and cross-border spillover effects. We calibrate the model for the four largest euro area …
Persistent link: https://www.econbiz.de/10011996735
This paper presents a novel approach to investigate and model the network of euro area banks' large exposures within … risk of the euro area banking system based on bilateral linkages. We develop a Contagion Mapping model fully calibrated … tipping points shifting the euro area banking system from a less vulnerable state to a highly vulnerable state are a non …
Persistent link: https://www.econbiz.de/10012102210
Persistent link: https://www.econbiz.de/10011618800
total assets for a broad sample of euro area banks. Using the estimated parameters, it conducts a scenario analysis … particular with changes in its own lag, the shortterm interest rate, stock market returns and real GDP growth. They also show …
Persistent link: https://www.econbiz.de/10011637357
This paper presents a novel approach to investigate and model the network of euro area banks' large exposures within … risk of the euro area banking system based on bilateral linkages. We then develop a Contagion Mapping (CoMap) methodology … that tipping points shifting the euro area banking system from a less vulnerable state to a highly vulnerable state are a …
Persistent link: https://www.econbiz.de/10011959290
Due to the international dimension of the financial sector within the EU and beyond, domestically oriented macroprudential policies have the potential to create material cross-border spillover effects. This occasional paper provides a detailed overview of the academic and empirical literature on...
Persistent link: https://www.econbiz.de/10012254361
This paper assesses the macroeconomic implications of the Basel III finalisation for the euro area, employing a large …-scale semi-structural model encompassing over 90 banks and 19-euro area economies. The new regulatory framework will influence … the reform, namely a transitory reduction in euro area gross domestic product (GDP) and in lending to the non …
Persistent link: https://www.econbiz.de/10012602350
of fire sale mechanisms. We then demonstrate the power of the methodology on the euro area banking system based on a …
Persistent link: https://www.econbiz.de/10012519357
share of non-performing loans (NPLs) on the balance sheets of euro area banks. The first is the coverage expectations for … assessment of the package is analysed via a semi-structural model, the Banking Euro Area Stress Test (BEAST). The coverage …
Persistent link: https://www.econbiz.de/10013286744