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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/10009787584
implications of these exposures for bank risk. Larger, more capital market affine, and less capitalised banks hold more sovereign … that riskiness of government bond holdings affects bank risk only since 2010.This confirms the existence of a nexus between … government debt and bank risk. …
Persistent link: https://www.econbiz.de/10011334569
implications of these exposures for bank risk. Larger, more capital market affine, and less capitalised banks hold more sovereign … that riskiness of government bond holdings affects bank risk only since 2010.This confirms the existence of a nexus between … government debt and bank risk …
Persistent link: https://www.econbiz.de/10013014660
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/10012988769
Persistent link: https://www.econbiz.de/10011704764
Persistent link: https://www.econbiz.de/10009247249
Government interventions into the financial system in the form of bail out operations or liquidity assistance are often justified with the systemic importance of large banks for the real economy. In this paper, we test whether idiosyncratic shocks to loan growth at large banks have effects on...
Persistent link: https://www.econbiz.de/10011389111
Persistent link: https://www.econbiz.de/10013263788
Persistent link: https://www.econbiz.de/10010466885
Bank distress can have severe negative consequences for the stability of the financial system, the real economy, and … public finances. Regimes for restructuring and restoring banks financed by bank levies and fiscal backstops seek to reduce … these costs. Bank levies attempt to internalize systemic risk and increase the costs of leverage. This paper evaluates the …
Persistent link: https://www.econbiz.de/10010257339