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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
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
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
On 16th November 2009, SUERF, CEPS and the Belgian Financial Forum coorganized a conference "Crisis management at cross-roads" in Brussels. All papers in the present volume are based on contributions at the conference and the SUERF Annual Lecture which followed the event.
Persistent link: https://www.econbiz.de/10011706117
The present paper examines the impact of the current fiscal crisis in the euro area on the Greek banking system and the institutional, regulatory and supervisory measures adopted to preserve its stability. It is divided into 2 Sections:(a) Section 1 deals with the differentiated impact of the...
Persistent link: https://www.econbiz.de/10012978304
The present study examines the impact of the current fiscal crisis in the euro area on the Greek banking system and the measures adopted to preserve its stability. It is divided into 3 Sections:(a) Section 1 contains an overview of the causes of the recent (2007-2009) international financial...
Persistent link: https://www.econbiz.de/10012993823
of bank crisis management. Bail-in enables a country’s banking authorities to force a failing bank’s immediate … banking authorities of the Member States can apply for the resolution of failing banks in accordance to the Bank Recovery and … bank’s restructuring …
Persistent link: https://www.econbiz.de/10013298396
Liquidity stress constitutes an ongoing threat to financial stability in the banking sector. A bank that manages its … construct probabilistic classifiers that estimate the probability that a bank faces liquidity stress. The classifiers are …
Persistent link: https://www.econbiz.de/10012867626
facilitate an assessment of the effectiveness of monetary policy. There is clear evidence that the European Central Bank's money …
Persistent link: https://www.econbiz.de/10009373732
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