Showing 1 - 10 of 23,103
Europe in a transition status. The adoption of Euro, the establishment of the European Central Bank, the Basil III initiative …
Persistent link: https://www.econbiz.de/10013059200
impact on the European banking sector and the European economy. The European Central Bank (ECB) and the Single Resolution …
Persistent link: https://www.econbiz.de/10012587341
-for-like comparison. This paper seeks to identify and analyse the factors behind the profitability gap in a structured manner. We …
Persistent link: https://www.econbiz.de/10014334553
by euro zone member solvency issues. In this paper, we examine the contagion effects between sovereign and bank CDS … effects between sovereign vs. bank default risk. By contrast, since the sovereign debt crisis period we observe significant … dependencies between the regional sovereign CDS and the regional bank CDS in other regions, predominantly for the Asia-Pacific and …
Persistent link: https://www.econbiz.de/10013111635
Using novel data on individual euro area banks' balance sheets this paper shows that exposure to stressed European sovereigns manifested in a liquidity shock to their international funding through two channels: (i) a contraction in cross-border funding, and (ii) a contraction in US wholesale...
Persistent link: https://www.econbiz.de/10011374059
This paper exploits a novel bank-level monthly dataset to assess the effects of global liquidity on the global flows of … bank claims on extra-euro area residents, against a background of contracting euro area credit supply. Controlling for bank … supports a range of determinants of global liquidity - including global risk, global bank equity and unconventional monetary …
Persistent link: https://www.econbiz.de/10011446311
Cross-border bank lending to emerging markets dropped sharply in the second half of 2011 as the euro area crisis … that the latest contraction in cross-border bank lending was largely linked to the deteriorating health of euro area banks …
Persistent link: https://www.econbiz.de/10013088016
In this paper, we analyze the importance of international banking models, along the operational and the funding dimensions, for the decline in international positions of European banks since the crisis. Using BIS Consolidated Banking Statistics, we find that the multinational model (higher...
Persistent link: https://www.econbiz.de/10012312194
the role of the bank rescues in igniting the sovereign debt crisis and reviews approaches to detect early warning signals …
Persistent link: https://www.econbiz.de/10011588156
1999. In comparison to legacy currencies, the use of the euro in cross-border banking transactions grew on aggregate, and …
Persistent link: https://www.econbiz.de/10014202576