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The MREL framework under the banking reform package

Maragopoulos, Nikos - 2020

The adoption of the “Bank ... …

Persistent link: https://www.econbiz.de/10012436955

Tröger, Tobias - 2017

The bail-in tool as implemented in the European bank resolution framework suffers from severe shortcomings. To some …-runnable long-term debt, even if investors are able to gauge the relevant risk of PSI in a bank’s failure correctly at the time of … the new regime. To prove this conclusion, this chapter looks in more detail at the regulatory objectives of the BRRD …

Persistent link: https://www.econbiz.de/10011720767

The dynamics of non-performing loans during banking crises : a new database

Ari, Anil; Chen, Sophia; Ratnovski, Lev - 2020

This paper presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990. The data show similarities across crises during NPL build-ups but less so during NPL resolutions. We find a close relationship between NPL problems-elevated and unresolved...

Persistent link: https://www.econbiz.de/10012206258

The dynamics of non-performing loans during banking crises : a new database

Ari, Anil; Chen, Sophia; Ratnovski, Lev - 2019

Persistent link: https://www.econbiz.de/10012155002

Banks' risk-taking within a banking union

Farnè, Matteo; Vouldis, Angelos - 2021

We study the relationship between banks' size and risk-taking in the context of supranational banking supervision. Consistently with theoretical work on banking unions and in contrast to analyses emphasising incentives under- pinned by the too-big-to-fail effect, we find an inverse relationship...

Persistent link: https://www.econbiz.de/10012627903

Resolving troubled systemically important cross-border financial institutions : is a new corporate organizational form required?

Cumming, Christine M.; Eisenbeis, Robert A. - 2010

firm incentives in a post-reform financial system. -- Financial regulatory reform ; corporate governance ; bank charter … ; bank insolvency …

Persistent link: https://www.econbiz.de/10008657240

Financial market regulation in Germany under the special focus of capital requirements of financial institutions

Detzer, Daniel - 2014

This paper examines capital adequacy regulation in Germany. After a short overview about financial regulation in Germany in general, the paper focuses on the most important development in the area of capital adequacy regulation from the 1930s up to the financial crisis. Two main trends are...

Persistent link: https://www.econbiz.de/10010256881

Models of financial stability and their application in stress tests

Aymanns, Christoph; Farmer, J. Doyne; Kleinnijenhuis, … - 2017

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

Trading for bailouts

Ahnert, Toni; Machado, Caio; Pereira, Ana Elisa Gonçalves - 2020 - Last updated: June 4, 2020

Government interventions such as bailouts are often implemented in times of high uncertainty. Policymakers may therefore rely on information from financial markets to guide their decisions. We propose a model in which a policymaker learns from market activity and where market participants have...

Persistent link: https://www.econbiz.de/10012243366

Systemic risk spillovers in the European banking and sovereign network

Betz, Frank; Hautsch, Nikolaus; Peltonen, Tuomo; … - 2016

sector fragmentation and sovereign-bank linkages evolved over the European sovereign debt crisis, and how they are reflected …

Persistent link: https://www.econbiz.de/10011414705

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