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Asset-liability management with ultra-low interest rates
Grossman, Richard S.; Molyneux, Philip; Lambert, Frederic; … - Conference on Asset-Liability Management with Ultra-Low …; … - 2015
On 11 March 2015, SUERF jointly organised a conference with the Oesterreichische Nationalbank and the Austrian Society for Bank Research (Bankwissenschaftliche Gesellschaft - BWG). The present SUERF Study 2015/2 includes a selection of papers based on the authors' contributions to the Vienna...
Persistent link: https://www.econbiz.de/10011413495
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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 constitutes an alternative banking strategy that combines high risk …
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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Shadow Banking and Market Discipline on Traditional Banks
Ari, Anil - 2018
We present a model in which shadow banking arises endogenously and undermines marketdiscipline on traditional banks … alternative banking strategy that combines high risk-taking with earlyliquidation in times of crisis. We bring the model to bear … andliquidated their assets. We derive an equilibrium in which the shadow banking sectorexpands to a size where its liquidation …
Persistent link: https://www.econbiz.de/10012929925
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A Model of Self-Regulation in Banking Industry
Aboura, Sofiane - 2015
This article derives a model of self-regulation where banks issue insurance products to hedge their leverage ratio. This approach is an alternative policy to Basel regulation for controlling systemic risk without increasing equity level. We show some conditions under which the model can be...
Persistent link: https://www.econbiz.de/10013034224
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Loan-to-Value Policy : Evidence from Turkish Dual Banking System
Pirgaip, Burak - 2017
policy framework, at least in case LTV ratio tool is used, should be set with caution in a dual banking system where …
Persistent link: https://www.econbiz.de/10012949450
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The Danske Bank Money Laundering Scandal : A Case Study
Bjerregaard, Elisabetta - 2019
The case discusses the money laundering scandal at the Estonian branch of Danske Bank, the largest financial institution in Denmark. Danske Bank money laundering scandal is one of the largest money laundering scandal in European history. It began in 2007 following the acquisition from Danske...
Persistent link: https://www.econbiz.de/10012863676
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Risk-return efficiency, financial distress risk, and bank financial strength ratings
Hua, Changchun; Liu, Li-gang - 2010
This paper investigates whether there is any consistency between banks' financial strength ratings (bank rating) and their risk-return profiles. It is expected that banks with high ratings tend to earn high expected returns for the risks they assume and thereby have a low probability of...
Persistent link: https://www.econbiz.de/10008732356
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Competition, Efficiency, and Stability in Banking
Schaeck, Klaus - 2014
We examine the effect of competition on banking stability using a new measure of competition based on the reallocation …
Persistent link: https://www.econbiz.de/10013064840
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Risk-Return Efficiency, Financial Distress Risk, and Bank Financial Strength Ratings
Hua, Changchun; Liu, Li-Gang - 2010
This paper investigates whether there is any consistency between banks’ financial strength ratings (bank rating) and their risk-return profiles. It is expected that banks with high ratings tend to earn high expected returns for the risks they assume and thereby have a low probability of...
Persistent link: https://www.econbiz.de/10014192502