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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...
Persistent link: https://www.econbiz.de/10011557140
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Unexpected loan losses and bank capital in an estimated DSGE model of the euro area
Hristov, Nikolay; Hülsewig, Oliver - In: Journal of macroeconomics 54 (2017) 2, pp. 161-186
Persistent link: https://www.econbiz.de/10011926948
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Risk, capital buffer and bank lending: a granular approach to the adjustment of euro area banks
Maurin, Laurent; Toivanen, Mervi - 2012
Persistent link: https://www.econbiz.de/10009765931
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Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area
Hristov, Nikolay - 2016
conditions, credit default and bank capitalization for the transmission of macroeconomic shocks. We fit the model to euro area … empirical literature, i.e. the pro-cyclicality of bank profitability and the counter-cyclical response of firm default rates and …
Persistent link: https://www.econbiz.de/10012978077
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Interbank borrowing and lending between financially constrained banks
Dietrich, Diemo; Hauck, Achim - In: Economic theory : official journal of the Society for … 70 (2020) 2, pp. 347-385
Persistent link: https://www.econbiz.de/10012305142
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US bank credit spreads during the financial crisis
Spencer, Peter D. - In: Journal of banking & finance 71 (2016), pp. 168-182
Persistent link: https://www.econbiz.de/10011635408
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Unexpected loan losses and bank capital in an estimated DSGE model of the Euro area
Hristov, Nikolay; Hülsewig, Oliver - 2016
conditions, credit default and bank capitalization for the transmission of macroeconomic shocks. We fit the model to euro area … empirical literature, i.e. the pro-cyclicality of bank profitability and the counter-cyclical response of firm default rates and …
Persistent link: https://www.econbiz.de/10011557772
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The Impact of Bank Liquidity Risk on Risk-Taking and Bank Lending : Evidence from European Bank
Liang, Hongyan; Liu, Zilong - 2021
affects a bank's risk-taking behavior and its future loan growth.Methodology – A sample of European banks (27 member countries … with bank fixed effects to control for unobserved characteristics that might affect the dependent variable.Findings – The … suggests that the current Basel III requirement on liquidity ratio can decrease bank's risking-taking behavior while not …
Persistent link: https://www.econbiz.de/10013323941
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Risk, Capital Buffer and Bank Lending : A Granular Approach to the Adjustment of Euro Area Banks
Maurin, Laurent - 2012
estimated while controlling for the macroeconomic environment. An increase in bank' balance sheet risk is shown to increase the …
Persistent link: https://www.econbiz.de/10013097610
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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 … liquidity has an asymmetric effect on bank lending: The negative impact of a reduction in liquidity is more significant than the … restricted first in times of impaired market liquidity. The bank-level data confirm the strong impact of market liquidity on bank …
Persistent link: https://www.econbiz.de/10011897986