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bank size to the volatility of loan growth. The effect of regulation on the power law coefficient indicates whether … introduction of bank levies weaken the size-volatility nexus; in countries with more stringent capital regulation or levies in …Since the global financial crisis and the related restructuring of banking systems, bank concentration is on the rise …
Persistent link: https://www.econbiz.de/10012109693
global liquidity flows include monetary policy in advanced economies and risk conditions. At the same time, the sensitivities … driving risk migration from banks to nonbank financial institutions. Risk sensitivities and flightiness of global liquidity …Global liquidity flows are largely channeled through banks and nonbank financial institutions. The common drivers of …
Persistent link: https://www.econbiz.de/10014581735
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 … affects bank lending depends on whether the banks are drawing on official-sector liquidity facilities. Third, liquidity …
Persistent link: https://www.econbiz.de/10011340974
heterogeneity in the balance sheet characteristics that affect banks' responses to liquidity risk. Overall, bank balance sheet … 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/10010397050
bank's contribution to systemic risk (SRISK) at the national and the euro-area level. Our research delivers three main …, an exploration of the drivers of systemic risk shows that a bank's contribution to systemic risk is positively related to …. Since the establishment of the Banking Union in 2014, the European Central Bank (ECB) can impose stricter regulations than …
Persistent link: https://www.econbiz.de/10011642098
listed European banks to measure each bank's contribution to systemic risk (SRISK) at the national and at the Euro Area level … heterogeneity both across countries and banks. Second, we explore the drivers of systemic risk. A bank s contribution to systemic … risk increases in bank size, in bank profitability, and in the share of banks nonperforming loans. It decreases in the …
Persistent link: https://www.econbiz.de/10011301699
sovereign debt exposures and the implications of sovereign exposures for bank risk. Our main findings are as follows. First … impact of sovereign bond holdings on bank risk. This result could indicate the widespread absence of marking-to-market for …
Persistent link: https://www.econbiz.de/10010319379
Financial Stability: Global and European Perspectives, by Fabrizio Saccomanni 3) Foreign Bank Ownership: A Bonus or Threat for …
Persistent link: https://www.econbiz.de/10011689910
models, the measurement and indicators of systemic risk, macroprudential tools and their effectiveness; and to identify …
Persistent link: https://www.econbiz.de/10011689955
Regulatory bank levies set incentives for banks to reduce leverage. At the same time, corporate income taxation makes … funding through debt more attractive. In this paper, we explore how regulatory levies affect bank capital structure, depending … on corporate income taxation. Based on bank balance sheet data from 2006 to 2014 for a panel of EU-banks, our analysis …
Persistent link: https://www.econbiz.de/10012254877