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question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …
Persistent link: https://www.econbiz.de/10012643066
question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …
Persistent link: https://www.econbiz.de/10012064522
, experience with leading LBO syndicates or a bank's credit rating, however, lead to a lower impact of the LBO loan exposure on … loan syndicates, I shed light on the impact of a bank's LBO loan exposure on its systemic risk. By using 3,538 observations … are the bank's interconnectedness to other LBO financing banks and its size. Lending experience with a specific PE sponsor …
Persistent link: https://www.econbiz.de/10010515428
We review heterogeneous agent-based models of financial stability and their application in stress tests. In contrast to the mainstream approach, which relies heavily on the rational expectations assumption and focuses on situations where it is possible to compute an equilibrium, this approach...
Persistent link: https://www.econbiz.de/10011906282
effects between the regional relative expected systemic shortfall (ESS) indicator and alternatively the regional bank CDS …
Persistent link: https://www.econbiz.de/10013111638
This paper examines the impact of bank opacity on European financial stability. Based on a panel dataset of capital … market-oriented European banks covering the period 2002-2018, it can be shown that bank opacity has a significant influence … mitigation of bank opacity and reducing systemic risk. Both the risk reporting in accordance with IFRS 7 and the measures …
Persistent link: https://www.econbiz.de/10013249070
banks' balance sheets; banks respond by selling assets and reducing credit provision. A highly leveraged banking sector …
Persistent link: https://www.econbiz.de/10014501102
Persistent link: https://www.econbiz.de/10011609882
Persistent link: https://www.econbiz.de/10012183010
Persistent link: https://www.econbiz.de/10013093108