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Disclosure of risk information in the European banking sector
Klepczarek, Emilia - 2015
The debate on the scope of bank information disclosures seems to be an essential issue, especially after the 2007 …
Persistent link: https://www.econbiz.de/10012010950
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Does monetary policy influence banks' perception of risks?
Malovana, Simona; Kolcunova, Dominika; Broz, Vaclav - 2018
This paper studies the extent to which monetary policy may affect banks' perception of credit risk and the way banks measure risk under the internal ratings-based approach. Specifically, we analyze the effect of different monetary policy indicators on banks' risk weights for credit risk. We...
Persistent link: https://www.econbiz.de/10011786136
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Monetary Policy and Bank Distress : An Integrated Micro-Macro Approach
De Graeve, Ferre - 2016
integrated micro-macro approach with two core virtues. First, we measure the probability of bank distress directly at the bank … level. Second, we integrate a microeconomic hazard model for bank distress and a standard macroeconomic model. The advantage … between bank distress and the real economy. We base the analysis on German bank and macro data between 1995 and 2004. Our …
Persistent link: https://www.econbiz.de/10012989280
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Evolving key risks in the banking sector, and related priorities for the SRB : the impact of the current ‘inflation crisis’
Gortsos, Christos V. - 2023
This study discusses recent and current conditions relating to financial stability in the euro area, developing, in particular, on the impact of the current “inflation crisis” on financial stability vulnerabilities. Furthermore, it addresses two related priorities for the Single Resolution...
Persistent link: https://www.econbiz.de/10014258303
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Shadow Banking and Market Discipline on Traditional Banks
Ari, Anil - 2019
We present a model in which shadow banking arises endogenously and undermines market discipline on traditional banks. Demandable deposits impose market discipline: Without shadow banking, traditional banks optimally pursue a safe portfolio strategy to prevent early withdrawals. Shadow banking...
Persistent link: https://www.econbiz.de/10012900681
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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
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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
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Shadow Banking and Market Discipline on Traditional Banks
Ari, Anil - 2018
a tax onshadow bank profits …
Persistent link: https://www.econbiz.de/10012929925
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How Do Banking Groups React to Macroprudential Policies? Cross-Border Spillover Effects of Higher Capital Buffers on Lending, Risk-Taking and Internal Markets
Cappelletti, Giuseppe; Ponte Marques, Aurea; Salleo, Carmelo - 2021
We study the impact of macroprudential capital buffers on banking groups' lending and risk-taking decisions, also investigating implications for internal capital markets. For identification, we exploit heterogeneity in buffers applied to other systemically important institutions, using...
Persistent link: https://www.econbiz.de/10013210623
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The impact of policy interventions on systemic risk across banks
Nistor, Simona; Ongena, Steven - 2020
comprehensive sample that combines an original set of bank-specific bailout events with balance sheets of key affected and non …
Persistent link: https://www.econbiz.de/10012419677