We examine how bank competition in the run-up to the 2007-2009 crisis affects banks' systemic risk during the crisis … competition at the industry level lead to higher realized systemic risk. The results suggest that the use of securitization …

. Many empirical studies suggest that financial reform promoted bank competition in most mature and emerging economies …. However, some earlier studies that adopted conventional approaches to measure competition concluded that bank competition in … Panzar- Rosse H-statistic fail to measure competition in Chinese loan markets properly due to the system of interest rate …

We find that the increased use of securitization activity in the banking sector augmented the effect of competition on … risk while higher levels of capital do not buffer the impact of competition on realized risk. It follows that cooperation … between supervisory and competition authorities would be beneficial when acting on the financial stability implications of …

Incluye bibliografía ; This paper is the first that applies a new measure of competition, the Boone indicator, to the … banking industry. This approach is able to measure competition of bank market segments, such as the loan market, whereas many … well-known measures of competition can consider the entire banking market only. A caveat of the Boone-indicator may be that …

Incluye bibliografía ; This paper analyses the impact of loan market competition on the interest rates applied by euro … area banks to loans and deposits during the 1994-2004 period, using a novel measure of competition called the Boone … indicator. We find evidence that stronger competition implies significantly lower spreads between bank and market interest rates …

. Many empirical studies suggest that financial reform promoted bank competition in most mature and emerging economies …. However, some earlier studies that adopted conventional approaches to measure competition concluded that bank competition in … Panzar- Rosse H-statistic fail to measure competition in Chinese loan markets properly due to the system of interest rate …

This paper is the first that applies a new measure of competition, the Boone indicator, to the banking industry. This … approach is able to measure competition of bank market segments, such as the loan market, whereas many well-known measures of … competition can consider the entire banking market only. Like most other model-based measures, this approach ignores differences …

The lack of available prices in the Dutch life insurance industry makes competition an elusive concept that defies … direct observation. Therefore, this paper investigates competition by analysing several factors which may affect the … Xinefficiency, since severe competition would force firms to exploit available scale economies and to reduce X-inefficiencies. Both …

This paper is the first that applies a new measure of competition, the Boone indicator, to the banking industry. This … approach is able to measure competition of bank market segments, such as the loan market, whereas many well-known measures of … competition can consider the entire banking market only. A caveat of the Boone-indicator may be that it assumes that banks …