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When losses turn into loans : the cost of undercapitalized banks

Blattner, Laura; Farinha, Luísa A.; Rebelo, Francisco - 2019

natural experiment to study the effects of reduced bank capital adequacy on productivity. Affected banks respond not only by …

Persistent link: https://www.econbiz.de/10011975387

Believing in bail-in? : market discipline and the pricing of bail-in bonds

Lewrick, Ulf; Serena, José María; Turner, Grant - 2019

Persistent link: https://www.econbiz.de/10012168851

The dynamics of non-performing loans during banking crises : a new database

Ari, Anil; Chen, Sophia; Ratnovski, Lev - 2019

This paper presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990. The data show similarities across crises during NPL build-ups but less so during NPL resolutions. We find a close relationship between NPL problems-elevated and unresolved...

Persistent link: https://www.econbiz.de/10012155002

The dynamics of non-performing loans during banking crises : a new database

Ari, Anil; Chen, Sophia; Ratnovski, Lev - 2020

Persistent link: https://www.econbiz.de/10012206258

Does IFRS 9 increase banks' resilience?

Kund, Arndt-Gerrit; Rugilo, Daniel - 2023

analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects … bank resilience through lower capital levels. In the absence of archival data of IFRS 9 and their potential biases due to … the COVID-19 pandemic, we use the European bank stress test results as a natural experiment, in which all banks are …

Persistent link: https://www.econbiz.de/10014230334

Trading for bailouts

Ahnert, Toni; Machado, Caio; Pereira, Ana Elisa Gonçalves - 2020 - Last updated: June 4, 2020

Government interventions such as bailouts are often implemented in times of high uncertainty. Policymakers may therefore rely on information from financial markets to guide their decisions. We propose a model in which a policymaker learns from market activity and where market participants have...

Persistent link: https://www.econbiz.de/10012243366

Using speed and credit limits to address the procyclicality of initial margin at central counterparties

Chande, Nikil; Labelle, Nicholas - 2016

This paper proposes a practical approach to address the procyclicality of initial margin at central counterparties (CCPs) that can work even in periods of extreme stress. The approach allows CCPs to limit the speed of margin increases resulting from spikes in market volatility. To maintain the...

Persistent link: https://www.econbiz.de/10011538621

Search for yield

Martinez-Miera, David; Repullo, Rafael - 2015

Persistent link: https://www.econbiz.de/10011408359

Credit cycle and capital buffers in Central America, Panama, and the Dominican Republic

Flamini, Valentina; Bologna, Pierluigi; Di Vittorio, Fabio - 2019

Credit is key to support healthy and sustainable economic growth but excess aggregate credit growth can signal the build-up of imbalances and lead to systemic financial crisis. Hence, monitoring the credit cycle is key to identifying vulnerabilities, particularly in emerging markets, which tend...

Persistent link: https://www.econbiz.de/10012009386

Financial regulation in the EU : cross-border capital flows, systemic risk and the European Banking Union as reference points for EU financial market integration

Haar, Brigitte - 2014

This is a chapter for a forthcoming volume Oxford Handbook of Financial Regulation (Oxford University Press 2014) (eds. Eilís Ferran, Niamh Moloney, and Jennifer Payne). It provides an overview of EU financial regulation from the first banking directive up until its most recent developments in...

Persistent link: https://www.econbiz.de/10010372581