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Foreign Currency Lending in Emerging Europe : Bank Level Evidence
Brown, Martin - 2013
foreign currency (FX) lending in Emerging Europe. We find that FX lending by all banks, regardless of their ownership …
Persistent link: https://www.econbiz.de/10013093968
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On the roles of different foreign currencies in European bank lending
Krogstrup, Signe; Tille, Cédric - 2015
We draw on a new data set on the use of Swiss francs and other currencies by European banks to assess the patterns of foreign currency bank lending. We show that the patterns differ sharply across foreign currencies. The Swiss franc is used predominantly for lending to residents, especially...
Persistent link: https://www.econbiz.de/10011338111
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On the roles of different foreign currencies in European bank lending
Krogstrup, Signe; Tille, Cédric - 2015
We draw on a new data set on the use of Swiss francs and other currencies by European banks to assess the patterns of foreign currency bank lending. We show that the patterns differ sharply across foreign currencies. The Swiss franc is used predominantly for lending to residents, especially...
Persistent link: https://www.econbiz.de/10011339163
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On the roles of different foreign currencies in European bank lending
Krogstrup, Signe; Tille, Cédric - 2015
We draw on a new data set on the use of Swiss francs and other currencies by European banks to assess the patterns of foreign currency bank lending. We show that the patterns differ sharply across foreign currencies. The Swiss franc is used predominantly for lending to residents, especially...
Persistent link: https://www.econbiz.de/10011344732
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Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel During the European Sovereign Crisis
Correa, Ricardo - 2013
This paper documents a new type of cross-border bank lending channel. The deepening of the European sovereign debt crisis in 2011 restrained the financial intermediation of European banks in the United States. In this period, some of the U.S. branches of European banks faced a dollar liquidity...
Persistent link: https://www.econbiz.de/10013089630
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Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel During the European Sovereign Crisis
Correa, Ricardo - 2013
This paper documents a new type of cross-border bank lending channel using a novel dataset on the balance sheets of U.S. branches of foreign banks and their syndicated loans. We show that: (1) The U.S. branches of euro-area banks suffered a liquidity shock in the form of reduced access to large...
Persistent link: https://www.econbiz.de/10013089846
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Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel During the European Sovereign Crisis
Correa, Ricardo - 2017
This paper documents a new type of cross-border bank lending channel using a novel dataset on the balance sheets of U.S. branches of foreign banks and their syndicated loans. We show that: (1) The U.S. branches of euro-area banks suffered a liquidity shock in the form of reduced access to large...
Persistent link: https://www.econbiz.de/10012948272
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Foreign currency loans and systemic risk in Europe
Yeşin, Pınar - 2013
Foreign currency loans to the unhedged non-banking sector are remarkably prevalent in Europe and create a significant … that banks in Europe have continuously held more foreign-currency-denominated assets than liabilities, indicating their …
Persistent link: https://www.econbiz.de/10010221680
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Systemic Risk in Europe Due to Foreign Currency Loans
Yesin, Pinar - 2012
Foreign currency loans given to the unhedged non-bank sector are remarkably prevalent in Europe. Especially Swiss franc … and/or non-financial firms cannot pay back their foreign currency loans. I find that the systemic risk in Eastern Europe … the main source behind the systemic risk in Eastern Europe, contrary to what the policymakers and the general public might …
Persistent link: https://www.econbiz.de/10013101161
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Loss Given Default of Corporate Bank Loans : Large Scale Evidence from Europe
Deborgies-Sanches, Laurence D. M. - 2014
Using a unique data set on companies' defaults provided by a consortium of 31 banks, this paper gives new insights into the determinants of the workout-loss-given-default (W-LGD): losses based on the cash flows observed between the default and the resolution times.As between 1997 and 2010, 18%...
Persistent link: https://www.econbiz.de/10013067402