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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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Asset encumbrance in euro area banks : analysing trends, drivers and prediction properties for individual bank crises
Berthonnaud, Pierre; Cesati, Enrico; Drudi, Maria Ludovica - 2021
. Building on these findings, we show that asset encumbrance indicators carry predictive information for bank-specific crises as …
Persistent link: https://www.econbiz.de/10012617772
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Corporate Loans, Banks’ Internal Risk Estimates and Central Bank Collateral : Evidence from the Euro Area
Calza, Alessandro; Hey, Julius-Benjamin; Parrini, Alessandro - 2021
estimation of risk by banks …
Persistent link: https://www.econbiz.de/10013217542
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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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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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Bank Resolution Costs, Depositor Preference, and Asset Encumbrance
Hardy, Daniel - 2013
that arises in case of resolution or bankruptcy. This net benefit, which may be capitalized into the value of the bank … distress despite increasing encumbrance of the bank's balance sheet. The benefit is maximized when resolution is initiated …
Persistent link: https://www.econbiz.de/10013078050
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The Risk Sensitivity of Basel Risk Weights and Loan Loss Provisions : Evidence from European Banks
Baule, Rainer - 2019
Recent literature suggests that regulatory risk measures do not adequately capture the actual economic risk of bank … risk sensitivity, i.e., the response of Basel risk weights to asset volatility as our measure of a bank's asset portfolio …
Persistent link: https://www.econbiz.de/10012902048
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The economic impact of the NPL coverage expectations in the euro area
Budnik, Katarzyna; Dimitrov, Ivan; Groß, Johannes; … - 2022
expectations for NPLs are found to be effective in reducing banks' NPLs. The phase-in of the policies can temporarily reduce bank …
Persistent link: https://www.econbiz.de/10013286744
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Impact of higher capital buffers on banks' lending and risk-taking : evidence from the Euro Area experiments
Cappelletti, Giuseppe; Marques, Aurea Ponte; Varraso, Paolo - 2019
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …
Persistent link: https://www.econbiz.de/10012024808
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Does soft information determine credit risk? Text-based evidence from European banks
Acheampong, Albert; Elshandidy, Tamer - 2022
-score, and credit rating downgrades). The paper also assesses how far both bank- and country-level characteristics influence …-score, Z-score, and credit rating downgrades. We also find that bank-level characteristics and country-level characteristics …
Persistent link: https://www.econbiz.de/10013294628