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A Tale of Two Eurozones : Banks' Funding, Sovereign Risk & Unconventional Monetary Policies

Fulli-Lemaire, Nicolas - 2014

sparked an unprecedented sovereign debt crisis that rapidly spread to the Euro-Zone's weakest member states. As the crisis … increasingly drove a wedge between a seemingly resilient Euro-Zone core and its faltering periphery, its first collateral victims … were the private banks of the hardest-hit sovereigns. They were rapidly followed by the rest of the Euro-Zone's banks as a …

Persistent link: https://www.econbiz.de/10013063273

The SSM at 1

Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016

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

Overview of central banks' in-house credit assessment systems in the euro area

Auria, Laura; Bingmer, Markus; Caicedo Graciano, Carlos … - 2021

Persistent link: https://www.econbiz.de/10012878810

International liquidity shocks and the European sovereign debt crisis : was euro area unconventional monetary policy successful?

Everett, Mary M. - 2015

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

What drives sovereign debt portfolios of banks in a crisis context?

Lamas, Matías; Mencía, Javier - 2019

We study determinants of sovereign portfolios of Spanish banks over a long time-span, starting in 2008. Our findings challenge the view that banks engaged in moral hazard strategies to exploit the regulatory treatment of sovereign exposures. In particular, we show that being a weakly capitalized...

Persistent link: https://www.econbiz.de/10011978836

International liquidity shocks and the European sovereign debt crisis : was euro area unconventional monetary policy successful?

Everett, Mary M. - 2015

Persistent link: https://www.econbiz.de/10011283034

Macroprudential stress test of the euro area banking system

Budnik-Gałązka, Katarzyna; Mozzanica, Mirco Balatti; … - 2019

This paper presents an approach to a macroprudential stress test for the euro area banking system, comprising the 91 largest euro area credit institutions across 19 countries. The approach involves modelling banks'reactions to changing economic conditions. It also examines the effects of adverse...

Persistent link: https://www.econbiz.de/10012033284

Impact of higher capital buffers on banks’ lending and risk-taking in the short- and medium-term : evidence from the euro area experiments

Cappelletti, Giuseppe; Marques, Aurea Ponte; Varraso, Paolo - In: Journal of financial stability 72 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014565245

Bank use of sovereign CDS in the eurozone crisis : hedging and risk incentives

Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2018

Using a comprehensive dataset from German banks, we document the usage of sovereign credit default swaps (CDS) during the European sovereign debt crisis of 2008-2013. Banks used the sovereign CDS market to extend, rather than hedge, their long exposures to sovereign risk during this period....

Persistent link: https://www.econbiz.de/10011888333

Bank-sovereign contagion in the Eurozone : a panel VAR Approach

Georgoutsos, Demetris A.; Moratis, George - In: Journal of international financial markets, … 48 (2017), pp. 146-159

Persistent link: https://www.econbiz.de/10011892343

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