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The quiet life hypothesis in banking: Evidence from German savings banks

Koetter, Michael; Vins, Oliver - 2008

cost savings. We suggest a united approach to measure competition and efficiency simultaneously to test this hypothesis. We … estimate bank-specific Lerner indices as measures of competition and test if cost and profit efficiency are negatively related …

Persistent link: https://www.econbiz.de/10010271346

The quiet life hypothesis in banking : evidence from German savings banks

Koetter, Michael (contributor); Vins, Oliver (contributor) - 2008

or cost savings. We suggest a united approach to measure competition and efficiency simultaneously to test this … hypothesis. We estimate bank-specific Lerner indices as measures of competition and test if cost and profit efficiency are … are small from an economical perspective. -- Savings banks ; competition ; efficiency ; quiet life hypothesis …

Persistent link: https://www.econbiz.de/10003783101

Regulation and competition in German banking : an assessment

Fischer, Karl-Hermann; Pfeil, Christian M. - 2003

derived from imperfect competition in markets for financial services is implied, which banks exercise vis-à-vis their loan and … deposit customers. In the past, bank regulation has often been blamed for undermining competition and the functioning of … industry, competition and regulation are deeply interrelated as most regulatory institutions, even if they do not explicitly …

Persistent link: https://www.econbiz.de/10009765356

Banks' regulatory buffers, liquidity networks and monetary policy transmission

Merkl, Christian; Stolz, Stéphanie - 2006

Based on a quarterly regulatory dataset for German banks from 1999 to 2004, this paper analyzes the effects of banks’ regulatory capital on the transmission of monetary policy in a system of liquidity networks. The dynamic panel regression results provide evidence in favor of the bank capital...

Persistent link: https://www.econbiz.de/10010295189

Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?

Upper, Christian; Worms, Andreas - 2002

Credit risk associated with interbank lending may lead to domino effects, where the failure of one bank results in the failure of other banks not directly affected by the initial shock. Recent work in economic theory shows that this risk of contagion depends on the precise pattern of interbank...

Persistent link: https://www.econbiz.de/10010295726

Does capital regulation matter for bank behaviour? Evidence for German savings banks

Heid, Frank; Porath, Daniel; Stolz, Stéphanie - 2004

The aim of this paper is to assess how German savings banks adjust capital and risk under capital regulation. We estimate a modified version of the model developed by Shrieves and Dahl (1992). This paper contributes to the literature in three ways. First, we test the capital buffer theory...

Persistent link: https://www.econbiz.de/10010295890

Estimating probabilities of default for German savings banks and credit cooperatives

Porath, Daniel - 2004

A healthy banking system is a fundamental condition for financial stability. When assessing the riskiness of the banking system, analysts often restrict their focus to large banks. This may create a distorted picture in countries like Germany with fragmented banking systems. In Germany, savings...

Persistent link: https://www.econbiz.de/10010295893

The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation

Memmel, Christoph; Wehn, Carsten - 2005

The Value at Risk of a portfolio differs from the sum of the Values at Risk of the portfolio's components. In this paper, we analyze the problem of how a single economic risk figure for the Value at Risk of a hypothetical portfolio composed of different commercial banks might be obtained for a...

Persistent link: https://www.econbiz.de/10010295895

Banks' regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks

Stolz, Stéphanie; Wedow, Michael - 2005

This paper analyzes the effect of the business cycle on the regulatory capital buffer of German savings and cooperative banks in the period 1993-2003. The capital buffer is found to fluctuate anticyclically over the business cycle. The fluctuation is stronger for savings banks than for...

Persistent link: https://www.econbiz.de/10010295900

Evaluating the German bank merger wave

Koetter, Michael - 2005

German banks experienced a merger wave throughout the 1990s. However, the success of bank mergers remains a continuous matter of debate. In this paper we suggest a taxonomy as how to evaluate post-merger performance on the basis of cost efficiency (CE). We categorise mergers a success that...

Persistent link: https://www.econbiz.de/10010295905

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