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Loans from my neighbors : East Asian commercial banks, banking integration, and bank default risk

Nguyen, Dung Thuy Thi; Diaz-Rainey, Ivan; Roberts, Helen; … - 2020

This study investigated the impact of banking integration on recipient country bank default risk and, in particular … study found that banking integration lowers bank default risk in recipient countries. The foreign claims that Asian lenders …

Persistent link: https://www.econbiz.de/10012205746

The SSM at 1

Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...

Persistent link: https://www.econbiz.de/10011557140

Loans From My Neighbors : East Asian Commercial Banks, Banking Integration, and Bank Default Risk

Nguyen, Dung Thuy Thi - 2020

Persistent link: https://www.econbiz.de/10012822943

The risk of self-protection: the role of bank bailout guarantees in channelling sovereign credit risk internationally

Gori, Filippo - 2014

This paper investigates the role of banks foreign asset holdings in transmitting credit risk internationally. Foreign exposure in risky assets might severely a.ect the solvability of credit institutions. Credit risk, in turn, transfers from banks to public accounts as a consequence of implicit...

Persistent link: https://www.econbiz.de/10010459090

Risky banks and macroprudential policy for emerging economies

Nuguer, Victoria; Cuadra, José Gabriel García - 2016

We develop a two-country DSGE model with global banks to analyze the role of crossborder banking flows on the transmission of a quality of capital shock in the United States to emerging market economies (EMEs). Banks face a moral hazard problem for borrowing from households. EME's banks might be...

Persistent link: https://www.econbiz.de/10011483678

Banking reform

Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016

Persistent link: https://www.econbiz.de/10011554963

How do banking groups react to macroprudential policies? : cross-border spillover effects of higher capital buffers on lending, risk-taking and internal markets

Cappelletti, Giuseppe; Marques, Aurea Ponte; Salleo, Carmelo - 2020

We study the impact of macroprudential capital buffers on banking groups' lending and risk-taking decisions, also investigating implications for internal capital markets. For identification, we exploit heterogeneity in buffers applied to other systemically important institutions, using...

Persistent link: https://www.econbiz.de/10012318816

How Do Banking Groups React to Macroprudential Policies? Cross-Border Spillover Effects of Higher Capital Buffers on Lending, Risk-Taking and Internal Markets

Cappelletti, Giuseppe; Marques, Aurea Ponte; Salleo, Carmelo - 2021

Persistent link: https://www.econbiz.de/10013210623

How Does Macroprudential Regulation Change Bank Credit Supply?

Kashyap, Anil K. - 2017

We analyze a variant of the Diamond-Dybvig (1983) model of banking in which savers can use a bank to invest in a risky … project operated by an entrepreneur. The savers can buy equity in the bank and save via deposits. The bank chooses to invest … in a safe asset or to fund the entrepreneur. The bank and the entrepreneur face limited liability and there is a …

Persistent link: https://www.econbiz.de/10012973038

Shadow banking : financial intermediation beyond banks

Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018

Persistent link: https://www.econbiz.de/10011790739