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Estimating the impact of shocks to bank capital in the euro area
Kanngiesser, Derrick; Martin, Reiner; Maurin, Laurent; … - 2017
We contribute to the empirical literature on the impact of shocks to bank capital in the euro area by estimating a Bayesian VAR model identified with sign restrictions. The variables included in the VAR are those typically used in monetary policy analysis, extended to include aggregate banking...
Persistent link: https://www.econbiz.de/10011662933
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Does financial VAT affect the size of the financial sector?
López Laborda, Julio; Peña, Guillermo - 2017
The influence of VAT applied to financial services on the size of the financial sector is analyzed empirically. The authors use data from 36 European Union and OECD countries for the period from 1961 to 2012. Dynamic panel data techniques are used, concretely the GMM System. An unbalanced panel...
Persistent link: https://www.econbiz.de/10011629453
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Challenges of banking profitability in Eurozone countries : analysis of specific and macroeconomic factors
Durguti, Esat Ali - In: Naše gospodarstvo : NG 66 (2020) 4, pp. 1-10
forces that shape earnings performance and internal elements found in each financial institution. Policy implications are … well as reviews existing literature on bank performance. The second section of this study quantifies how external factors … the expected results, although, they are different from those of studies that investigated the structure-performance …
Persistent link: https://www.econbiz.de/10012427809
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A firm-level analysis of development banks in Europe
Frigerio, Marco; Vandone, Daniela - In: Vierteljahrshefte zur Wirtschaftsforschung 89 (2020) 3, pp. 61-77
Diese Studie liefert auf Unternehmensebene eine länderübergreifende Analyse aller Entwicklungsbanken mit Hauptsitz in Europa. Ziel ist es, das finanzielle Profil und die Effizienzmerkmale der Entwicklungsbanken herauszuarbeiten und ihre Fähigkeit zur Beschaffung externer Finanzierung zu...
Persistent link: https://www.econbiz.de/10012940040
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The cost-efficiency and productivity growth of euro area banks
Huljak, Ivan; Martin, Reiner; Moccero, Diego - 2019
We use an industrial organisation approach to quantify the size of Total Factor Productivity Growth (TFPG) for euro area banks after the crisis and decompose it into its main driving factors. In addition, we disentangle permanent and time-varying inefficiency in the banking sector. This is...
Persistent link: https://www.econbiz.de/10012037380
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The role of structural funding for stability in the German banking sector
Schupp, Fabian; Silbermann, Leonid - 2017
We analyze whether, and if so by how much, stable funding would have contributed to the financial soundness of German banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity mismatches in the wake of the financial crisis via the Net...
Persistent link: https://www.econbiz.de/10011627406
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The role of structural funding for stability in the German banking sector
Schupp, Fabian; Silbermann, Leonid - 2017
We analyze whether, and if so by how much, stable funding would have contributed to the financial soundness of German banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity mismatches in the wake of the financial crisis via the Net...
Persistent link: https://www.econbiz.de/10011608695
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The determinants of NPLs in emerging Europe, 2000 - 2011
Erdinç, Didar; Abazi, Eda - 2014
evidence that rapid credit growth as a measure of excessive risk taking in lending serves as a precursor to worsening loan … portfolio quality. We observe, based on a unique data set, that banks in the region increasingly employ advanced risk management …
Persistent link: https://www.econbiz.de/10010461392
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Do non-performing loans matter for bank lending and the business cycle in euro area countries?
Huljak, Ivan; Martin, Reiner; Moccero, Diego; Pancaro, … - 2020
We contribute to the empirical literature on the impact of non-performing loan (NPL) ratios on aggregate banking sector variables and the macroeconomy by estimating a panel Bayesian VAR model for twelve euro area countries. The model is estimated assuming a hierarchical prior that allows for...
Persistent link: https://www.econbiz.de/10012216605
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Determinants of European bank risk during financial crisis
Jabra, Wiem Ben; Mighri, Zouheir; Mansouri, Fayçal - In: Cogent economics & finance 5 (2017) 1, pp. 1-20
This paper examines the determinants of European bank risk-taking during major financial crisis. Using a sample of … banks from 26 countries over the period 2005–2015, we examine the nature of the relationship between bank risk, bank … potential discrepancies in risk-taking behavior. We subdivide our sample into two sub-samples (East Europe and West Europe …
Persistent link: https://www.econbiz.de/10011877555