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The Negative Feedback Loop between Banks and Sovereigns

Angelini, Paolo - 2014

sovereign risk affects banking risk (and vice versa), presents some new evidence on bank-sovereign links, and discusses policy …

Persistent link: https://www.econbiz.de/10013055983

Systemic Risk in Banking : New Approaches Under the Current Financial Crisis

(Costache) Munteanu, Ionica - 2009

trading, their risk exposures have become considerably more complex and interdependent. Thus, the risk of bank failure …

Persistent link: https://www.econbiz.de/10013157592

The impact of Basel I capital requirements on bank behaviour and the efficacy of monetary policy

Jabłecki, Juliusz - In: International journal of economic sciences and applied … 2 (2009) 1, pp. 16-35

The paper attempts to investigate the influence of the 1988 Basel Accord on bank behavior and monetary policy. It is … on the transmission mechanism of monetary policy and shows that the Basel Accord has affected the bank lending channel …. -- Basel accord ; capital ratios ; bank regulation ; monetary policy …

Persistent link: https://www.econbiz.de/10009008430

Unexpected loan losses and bank capital in an estimated DSGE model of the Euro area

Hristov, Nikolay; Hülsewig, Oliver - 2016

conditions, credit default and bank capitalization for the transmission of macroeconomic shocks. We fit the model to euro area … empirical literature, i.e. the pro-cyclicality of bank profitability and the counter-cyclical response of firm default rates and …

Persistent link: https://www.econbiz.de/10011557772

Has Regulatory Capital Made Banks Safer? Skin in the Game vs Moral Hazard

Dautović, Ernest - 2020

' tightening on bank probabilities of default is positive albeit statistically insignificant, suggesting that risk-taking may crowd …

Persistent link: https://www.econbiz.de/10012850186

Has Regulatory Capital Made Banks Safer? Skin in the Game vs Moral Hazard

Dautović, Ernest - 2020

gambling for resurrection, the risk-taking is driven by large and less profitable banks. The net impact on bank probabilities …

Persistent link: https://www.econbiz.de/10012827421

Impact of Higher Capital Buffers on Banks’ Lending and Risk-Taking : Evidence from the Euro Area Experiments

Cappelletti, Giuseppe - 2019

We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institutions (O …

Persistent link: https://www.econbiz.de/10012867435

The Effects of the Stress-Testing Exercises on Banks’ Lending, Profitability and Risk-Taking : Are There Unintended Side Effects?

Cappelletti, Giuseppe - 2019

This research aims to investigate whether the stress-testing exercises affect credit supply, banks' profitability and risk-taking behaviour. The granular confidential supervisory data of Euro Area banks allows for a quasi-natural experiment to identify this impact with a...

Persistent link: https://www.econbiz.de/10012860167

The relationship between internal control and credit risk : the case of commercial banks in Vietnam

Nguyen Kim Quoc Trung - In: Cogent business & management 8 (2021) 1, pp. 1-17

This study examines whether the agency problem regarding credit risk is a useful corporate governance mechanism for controlling credit risk. For this purpose, we estimate the impact of internal control and agency problems on credit risk in commercial banks in Vietnam from 2009 to 2018. First, in...

Persistent link: https://www.econbiz.de/10012661269

Who truly bears (bank) taxes? : evidence from only shifting statutory incidence

Jiménez, Gabriel; Martinez-Miera, David; Peydró, … - 2020

We show strong overall and heterogeneous economic incidence effects, as well as distortionary effects, of only shifting statutory incidence (i.e., the agent on which taxes are levied), without any tax rate change. For identification, we exploit a tax change and administrative data from the...

Persistent link: https://www.econbiz.de/10012668346