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Allocating losses: bail-ins, bailouts and bank regulation

Keister, Todd; Mitkov, Yuliyan - 2020

anticipation of this bailout undermines a bank's private incentive to impose a bail-in. In the resulting equilibrium, bail-ins are …We study the interaction between a government's bailout policy and banks' willingness to impose losses on (or \bail in …

Persistent link: https://www.econbiz.de/10012418049

Regulatory influence on market conditions in the banking union : the cases of macro-prudential instruments and the bail-in tool

Tröger, Tobias - 2015

This paper looks into the specific influence that the European banking union will have on (future) bank client …

Persistent link: https://www.econbiz.de/10010530583

Regulatory influence on market conditions in the banking union : the cases of macro-prudential instruments and the bail-in tool

Tröger, Tobias - 2015

This paper looks into the specific influence that the European banking union will have on (future) bank client …

Persistent link: https://www.econbiz.de/10011279729

Debt holder monitoring and implicit guarantees : did the BRRD improve market discipline?

Cutura, Jannic - 2020

BRRD diminished bail-out expectations. Bank bonds subject to BRRD bail-in carry a 10 basis points bail-in premium in terms … 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 …

Persistent link: https://www.econbiz.de/10012291204

When losses turn into loans : the cost of undercapitalized banks

Blattner, Laura; Farinha, Luísa A.; Rebelo, Francisco - 2019

natural experiment to study the effects of reduced bank capital adequacy on productivity. Affected banks respond not only by …

Persistent link: https://www.econbiz.de/10011975387

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

Navigating banking resilience : bail-ins & bailouts in the Czech banking sector

Švéda, Josef - 2025

Persistent link: https://www.econbiz.de/10015397728

Many a little makes a mickle : macro portfolio stress test for small and medium-sized German banks

Busch, Ramona; Koziol, Philipp; Mitrovic, Marc - 2015

We develop a macroeconomic portfolio stress test that is specifically geared towards small and medium-sized banks. We combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model with an income stress test in the form of dynamic panel...

Persistent link: https://www.econbiz.de/10011308474

A new dimension of bank complexity : rescue agreements and default contamination

Luciano, Elisa; Wihlborg, Clas - 2022

Persistent link: https://www.econbiz.de/10013325541

Bank leverage, welfare, and regulation

Admati, Anat R.; Hellwig, Martin - 2018

because it reflects special liquidity benefits of bank debt. Even aside from neglecting the systemic damage to the economy …

Persistent link: https://www.econbiz.de/10011925841