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Financial stability assessment for EU candidate countries and potential candidates : developments since 2016
Comunale, Mariarosaria; Geis, André; Gkrintzalis, Ioannis - 2019
2016 (unless the analysis requires a longer time span) and on the banking sectors that dominate financial systems in this … calls for continued efforts to promote the use of domestic currencies in the financial system. At the same time, banking … a period of heightened financial stress during 2018 and, while its banking system appears to have sufficient buffers to …
Persistent link: https://www.econbiz.de/10012110105
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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 Banks. The conference focused on core aspects of banking reform …
Persistent link: https://www.econbiz.de/10011557140
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What are the real effects of financial market liquidity? : evidence on bank lending from the euro area
Dombret, Andreas R.; Foos, Daniel; Pliszka, Kamil; … - 2018
We analyze the impact of market liquidity on bank lending in the euro area for different segments over the period 2003 to 2016. Our results on the aggregate level show that market liquidity is positively related to loan volumes and negatively related to credit spreads. Particularly during the...
Persistent link: https://www.econbiz.de/10011897986
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Bank Use of Sovereign CDS in the Eurozone Crisis : Hedging and Risk Incentives
Acharya, Viral V. - 2019
Using a comprehensive dataset from German banks, we document the usage of sovereign credit default swaps (CDS) during the European sovereign debt crisis of 2008-2013. Banks used the sovereign CDS market to extend, rather than hedge, their long exposures to sovereign risk during this period....
Persistent link: https://www.econbiz.de/10012898392
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Bank Use of Sovereign CDS in the Eurozone Crisis : Hedging and Risk Incentives
Acharya, Viral V.; Gündüz, Yalin; Johnson, Timothy C. - 2021
Using a comprehensive dataset from German banks, we document the usage of sovereign credit default swaps (CDS) during the European sovereign debt crisis of 2008-2013. Banks used the sovereign CDS market to extend, rather than hedge, their long exposures to sovereign risk during this period....
Persistent link: https://www.econbiz.de/10013222131
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Contagion Effects between Sovereign and Bank Credit Spreads – A Global Analysis of Interdependencies between Sovereign and Bank CDS Spreads
Lahmann, Wolfgang - 2012
The interdependencies of sovereign and banking sector credit spreads have been the subject of previous research. Since … relevance of inter-regional sovereign vs. banking sector risk as financial institutions around the globe appear to be affected … by euro zone member solvency issues. In this paper, we examine the contagion effects between sovereign and bank CDS …
Persistent link: https://www.econbiz.de/10013111635
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An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis : A Panel Data Analysis
Gómez-Puig, Marta - 2014
We empirically investigate the determinants of EMU sovereign bond yield spreads with respect to the German bund. Using panel data techniques, we examine the role of a wide set of potential drivers. To our knowledge, this paper presents one of the most exhaustive compilations of the variables...
Persistent link: https://www.econbiz.de/10013057493
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Banking reform
Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 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 Banks. The conference focused on core aspects of banking reform …
Persistent link: https://www.econbiz.de/10011554963
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Loans From My Neighbors : East Asian Commercial Banks, Banking Integration, and Bank Default Risk
Nguyen, Dung Thuy Thi - 2020
This study investigated the impact of banking integration on recipient country bank default risk and, in particular …, whether the type of banking integration moderates that relationship. Using the system generalized method of moments (GMM), the … study found that banking integration lowers bank default risk in recipient countries. The foreign claims that Asian lenders …
Persistent link: https://www.econbiz.de/10012822943
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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 …, whether the type of banking integration moderates that relationship. Using the system generalized method of moments (GMM), the … 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