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Home bias in sovereign exposure and the probability of bank default : evidence from EU stress test data
Meyland, Dominik; Schäfer, Dorothea - 2021
Since the European debt crisis economists and politicians discuss intensively the sovereign-bank nexus. The high … exposure on bank stability. This paper provides a new way to use European stress test data to study this relationship. In … addition, we explore the effect on a bank’s probability of default if the existing capital requirement privilege for EU …
Persistent link: https://www.econbiz.de/10012510319
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Risk weighting for government bonds : challenge for Italian banks
Meyland, Dominik; Schäfer, Dorothea - In: DIW economic bulletin 7 (2017) 28/29, pp. 283-290
Although banks are required to document their equity capital for loans, corporate bonds, and other receivables, they are currently exempted from the procedure when investing in government bonds: they enjoy an “equity capital privilege.” As part of the Basel III regulatory framework redraft,...
Persistent link: https://www.econbiz.de/10011675355
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Diversity across EU banking sectors : poorly researched and underappreciated
Kotz, Hans-Helmut; Schäfer, Dorothea - In: Vierteljahrshefte zur Wirtschaftsforschung 87 (2018) 4, pp. 141-151
Interest in the role of diversity in banking sectors has increased substantially since the financial crisis (and the subsequent sovereign debt crises) have hit European countries differentially. The purpose of this note is to hint at crucial research gaps in terms of appreciating consequences of...
Persistent link: https://www.econbiz.de/10012153580
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Institutional diversity in domestic banking sectors and bank stability : a cross-country study
Baum, Christopher F.; Grazzini, Caterina Forti; … - 2020 - This version: May 9, 2020
This paper analyzes the causal relationship between institutional diversity in domestic banking sectors and bank … stability. We use a large bank- and country-level unbalanced panel data set covering the EU member states' banking sectors … of institutional diversity in the domestic banking sector positively affects bank stability. The positive relationship …
Persistent link: https://www.econbiz.de/10012215264
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EU Government bonds and banks : home bias pervasive throughout member states but capital requirements differ greatly
Meyland, Dominik; Schäfer, Dorothea - In: DIW weekly report : economy, politics, science : a … 8 (2018) 49, pp. 493-500
to the close relationship between state and bank risks. This report analyses the development of home bias—the tendency of …
Persistent link: https://www.econbiz.de/10011946896
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Government bonds : European banks still display strong home bias : requiring capital backing could worsen problem
Schäfer, Dorothea; Stöckel, Michael; Wese, Henriette - In: DIW weekly report : economy, politics, science : a … 10 (2020) 15/16, pp. 217-228
sovereigns become too intertwined. However, there has been seemingly little success in reducing the bank-sovereign nexus in the …
Persistent link: https://www.econbiz.de/10012209740
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The impact of liquidity and capital requirements on lending and stability of African banks
Mutarindwa, Samuel; Schäfer, Dorothea; Stephan, Andreas - In: Journal of international financial markets, … 67 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012495858
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Institutional diversity in domestic banking sectors and bank stability: A cross-country study
Baum, Christopher F.; Grazzini, Caterina Forti; … - 2020
This paper analyzes the causal relationship between institutional diversity in domestic banking sectors and bank … stability. We use a large bank- and country-level unbalanced panel data set covering the EU member states' banking sectors … of institutional diversity in the domestic banking sector positively affects bank stability. The positive relationship …
Persistent link: https://www.econbiz.de/10012226738
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Diversity across EU Banking Sectors: Poorly Researched and Underappreciated
Kotz, Hans-Helmut; Schäfer, Dorothea - In: Vierteljahrshefte zur Wirtschaftsforschung 87 (2018) 4, pp. 153-179
Interest in the role of diversity in banking sectors has increased substantially since the financial crisis (and the subsequent sovereign debt crises) have hit European countries differentially. The purpose of this note is to hint at crucial research gaps in terms of appreciating consequences of...
Persistent link: https://www.econbiz.de/10012151390
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The impact of institutions on bank governance and stability : evidence from African countries
Mutarindwa, Samuel; Schäfer, Dorothea; Stephan, Andreas - 2018
This paper sheds new light on how African countries’ legal systems and institutions influence the governance and stability of their banks. We find that institutional factors, in particular the legal family of origin, political stability, contract enforcement and strength of investor protection...
Persistent link: https://www.econbiz.de/10011865442