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predominantly by macroeconomic conditions and the strength of the sovereign and their institutional relationship with other ‘bank …
Persistent link: https://www.econbiz.de/10012437049
On 16th November 2009, SUERF, CEPS and the Belgian Financial Forum coorganized a conference "Crisis management at cross-roads" in Brussels. All papers in the present volume are based on contributions at the conference and the SUERF Annual Lecture which followed the event.
Persistent link: https://www.econbiz.de/10011706117
similar effect can be observed for other eurozone banks after the introduction of the European bank recovery and resolution …
Persistent link: https://www.econbiz.de/10012858630
bank is, the higher are the abnormal returns, both in 'crisis countries' and 'non-crisis countries'. Moreover, abnormal … contrast, abnormal returns are not robustly related to bank risk. These findings reveal market expectations consistent with the …
Persistent link: https://www.econbiz.de/10015051532
transfers in the event of a bank's insolvency provides important economic benefits. However, only 11 EU Member States have so …
Persistent link: https://www.econbiz.de/10013402050
. In this paper, we use a regime-switching open-economy DSGE model with bank default to assess the relative efficiency of … can complement each other and that EDIS can prevent bank runs under certain conditions. …
Persistent link: https://www.econbiz.de/10014316943
this paper, we use a regime-switching open-economy DSGE model with bank default and bank-government linkages to assess the …
Persistent link: https://www.econbiz.de/10012223907
We employ proprietary data from a large bank to analyze how – in times of crisis – depositors react to a bank … nationalization, re-privatization and an accompanying increase in deposit insurance. Nationalization slows depositors fleeing the bank …
Persistent link: https://www.econbiz.de/10012385380
in the European bank market for unsecured debt. The different impact of the BRRD on bank bonds provides a quasi … based on the fact that (otherwise identical) bonds of a given bank maturing before 2016 are explicitly protected from BRRD … BRRD diminished bail-out expectations. Bank bonds subject to BRRD bail-in carry a 10 basis points bail-in premium in terms …
Persistent link: https://www.econbiz.de/10012291204
Using a large panel of US bank holding companies from 2001 to 2015, this study investigate how depositors respond to … the bank's discretionary behaviors. We document evidence of a higher deposit rates for banks that engage more in earnings … management, suggesting the evidence of market discipline. Depositors seem to monitor bank's discretionary behaviors at a lesser …
Persistent link: https://www.econbiz.de/10012914000