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This paper looks at the macroeconomic impact of the two policies proposed by ECB Banking Supervision to tackle the high share of non-performing loans (NPLs) on the balance sheets of euro area banks. The first is the coverage expectations for new NPLs set out in the Addendum to the ECB's NPL...
Persistent link: https://www.econbiz.de/10013286744
This paper assesses the macroeconomic implications of the Basel III finalisation for the euro area, employing a large-scale semi-structural model encompassing over 90 banks and 19-euro area economies. The new regulatory framework will influence banks’ reactions to economic conditions and, as a...
Persistent link: https://www.econbiz.de/10012602350
This paper presents an approach to a macroprudential stress test for the euro area banking system, comprising the 91 largest euro area credit institutions across 19 countries. The approach involves modelling banks’ reactions to changing economic conditions. It also examines the effects of...
Persistent link: https://www.econbiz.de/10013315366
crises tested. However, the extent of the stabilizing effect varies according to market conditions. In the shock scenarios …
Persistent link: https://www.econbiz.de/10014257737
Systemic banking crises often continue into recessions with large output losses. In this paper we ask whether the way …. We then analyze 68 systemic banking crises from the period 1980-2013, of which 28 are part of the recent global financial …
Persistent link: https://www.econbiz.de/10014160201
We study investors' reaction to dividend decreases and omissions in the US banking industry during the Great Recession of 2007 and 2008 and compare it to the reaction in the years before and after the crisis. Conducting standard event study approach, we find that investors didn't react...
Persistent link: https://www.econbiz.de/10012928585
financial sector heterogeneity can be an early warning signal of economic recessions …
Persistent link: https://www.econbiz.de/10014355963
Persistent link: https://www.econbiz.de/10010191418
. The aim of this work is to compare these two great crises and highlight similarities as well as differences. Monetary …
Persistent link: https://www.econbiz.de/10011412358
How does information management and control affect bank stability? Following a national bank holiday in 1933, New York state bank regulators suspended the publication of balance sheets of state-charter banks for two years, whereas the national-charter bank regulator did not. We use this...
Persistent link: https://www.econbiz.de/10012137622