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Determinants of Bank-Level Deposit Volatility : Evidence from the German Banking System
Streit, Daniel - 2016
This study reviews the existing literature on the determinants of bank-level deposit volatility and is the first to …, bank equity capitalization and funding risk that are identified as further determinants. Besides mapping avenues for future … research, the findings are relevant for bank management since they may help to improve efficiency of risk management routines …
Persistent link: https://www.econbiz.de/10012980154
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Going below zero - how do banks react?
Michaelis, Henrike - 2022
Exploiting confidential data on individual German bank balance-sheets, I analyse what characterises a bank that opts to …
Persistent link: https://www.econbiz.de/10013361902
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Identifying Deposits' Outflows in Real-Time
Rainone, Edoardo - 2021
for a large sample of Italian banks. We identify a set of idiosyncratic bank stress episodes and show that deposits are …
Persistent link: https://www.econbiz.de/10013232806
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Does the Current Expected Credit Loss Approach Decrease the Procyclicality of Banks’ Lending?
Chen, Jing; Dou, Yiwei; Ryan, Stephen G.; Zou, Youli - 2022
In the wake of the financial crisis, policymakers expressed the concern that banks’ use of the incurred loss model exacerbates their lending procyclicality by delaying the recognition of loan losses to recessions. Responding to this concern, the FASB issued Accounting Standards Update 2016-13,...
Persistent link: https://www.econbiz.de/10013406519
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Fear, Deposit Insurance Schemes, and Deposit Reallocation in the German Banking System
Fecht, Falko - 2019
Recent regulatory initiatives such as the European Deposit Insurance Scheme propose a change in the coverage and backing of deposit insurances. An assessment of these proposals requires a thorough understanding of what drives depositors' withdrawal decisions. We show that Google searches for...
Persistent link: https://www.econbiz.de/10012869998
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Fear, Deposit Insurance Schemes, and Deposit Reallocation in the German Banking System
Fecht, Falko - 2018
Recent regulatory initiatives such as the European Deposit Insurance Scheme propose a change in the coverage and backing of deposit insurances. An assessment of these proposals requires a thorough understanding of what drives depositors' withdrawal decisions. We show that Google searches for...
Persistent link: https://www.econbiz.de/10012919037
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Fear, deposit insurance schemes, and deposit reallocation in the German banking system
Fecht, Falko; Thum, Stefan; Weber, Patrick - 2019
Recent regulatory initiatives such as the European Deposit Insurance Scheme propose a change in the coverage and backing of deposit insurances. An assessment of these proposals requires a thorough understanding of what drives depositors' withdrawal decisions. We show that Google searches for...
Persistent link: https://www.econbiz.de/10011995053
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Credit risk, excess reserves and monetary policy : the deposits channel
Bratsiotis, George - 2017 - This Version: 25 January 2018
This paper examines the role of the precautionary demand for liquidity and the interest on reserves as two potential determinants of the deposits channel that can help explain the role of monetary policy, particularly at the near zero-bound. At high levels of precautionary liquidity hoarding the...
Persistent link: https://www.econbiz.de/10011810801
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Banking Ssystems, central banks and international reserve accumulation in East Asian economies
Shrestha, Prakash Kumar - 2013
This paper examines changes in the balance sheets of the banking system in five East Asian economies which were affected by the 1997 Asian Crisis. These countries have persistently accumulated international reserves since the crisis. This paper estimates the impact of reserve accumulation on...
Persistent link: https://www.econbiz.de/10009728595
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Banking systems, central banks and international reserve accumulation in East Asian economies
Shrestha, Prakash Kumar - 2012
This paper examines changes in the balance sheets of the banking system in five East Asian economies which were affected by the 1997 Asian Crisis. These countries have persistently accumulated foreign currency reserves since the crisis. This paper estimates the impact of reserve accumulation on...
Persistent link: https://www.econbiz.de/10009622390