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SUERF – The European Money and Finance Forum, the Deutsche Bundesbank and the Institute for Monetary and Financial Stability (IMFS) took the opportunity of the first anniversary of this new institution to organise a joint conference in Berlin on 8-9 November 2011. The purpose of this event was...
Persistent link: https://www.econbiz.de/10011689955
SUERF – The European Money and Finance Forum, the Deutsche Bundesbank and the Institute for Monetary and Financial Stability (IMFS) took the opportunity of the first anniversary of this new institution to organise a joint conference in Berlin on 8-9 November 2011. The purpose of this event was...
Persistent link: https://www.econbiz.de/10011070909
when applying a national versus a European perspective. We use market data for 80 listed euro-area banks to measure each … national and the euro-area level is not very large, but there is considerable heterogeneity across countries and banks. Second …
Persistent link: https://www.econbiz.de/10013315459
when applying a national versus a European perspective. We use market data for 80 listed euro-area banks to measure each … national and the euro-area level is not very large, but there is considerable heterogeneity across countries and banks. Second …, an exploration of the drivers of systemic risk shows that a bank’s contribution to systemic risk is positively related to …
Persistent link: https://www.econbiz.de/10011640989
2014, the largest banks in the Euro Area are under the direct supervision of the European Central Bank (ECB). In this … 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 …
Persistent link: https://www.econbiz.de/10011301699
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 … tax exemptions. Second, the bulk of the payments were contributed by large commercial banks and the head institutes of …
Persistent link: https://www.econbiz.de/10010352404
when applying a national versus a European perspective. We use market data for 80 listed euro-area banks to measure each … national and the euro-area level is not very large, but there is considerable heterogeneity across countries and banks. Second …
Persistent link: https://www.econbiz.de/10011642098
. Microprudential regulation of banks plays a role, influencing leverage and capitalization, changing sensitivities to shocks, and also …Global liquidity flows are largely channeled through banks and nonbank financial institutions. The common drivers of … driving risk migration from banks to nonbank financial institutions. Risk sensitivities and flightiness of global liquidity …
Persistent link: https://www.econbiz.de/10014581735
Complexity of banks can have important ramifications for the performance and the risks of the banking system. Financial … largest banks in countries tend to be the more complex ones. Even controlling for size, there is substantial diversity across …
Persistent link: https://www.econbiz.de/10012619543
describes an extension to this repository with research on the impact of too-big-to-fail (TBTF) reforms on banks' funding costs … in the funding costs of banks that are classified as being systemically important. The FRAME repository now contains … studies on the funding costs of systemically important banks (SIBs), and it currently comprises over 280 quantitative impact …
Persistent link: https://www.econbiz.de/10014476182