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How Did Depositors React to the Recent Crisis? Evidence from the Central European Banking Industry

Hasan, Iftekhar - 2014

The Central European banking industry is dominated by foreign-owned banks. During the recent crisis, for the first time since the transition, foreign parent companies were frequently in worse financial conditions than their subsidiaries. This situation created a unique opportunity to study new...

Persistent link: https://www.econbiz.de/10013065990

How Did Depositors React to the Recent Crisis? Evidence from the Central European Banking Industry

Kowalewski, Oskar - 2014

The Central European banking industry is dominated by foreign-owned banks. During the recent crisis, for the first time since the transition to a post-Communist era in this region, foreign parent companies were frequently in worse financial conditions than their subsidiaries. This situation...

Persistent link: https://www.econbiz.de/10013066416

Liquidity Risk of Banks, Deposit Diversification and Insurance During Financial Crises : Evidence from G8 and BRICS Countries

Mamatzakis, Emmanuel - 2019

This paper studies the relationship between liquidity demand risk, deposit diversification and insurance in 12 countries during the period 2005-2014. We capture liquidity risk by focusing on the unfunded loan commitments. We find that higher diversification in the deposit base can reduce the...

Persistent link: https://www.econbiz.de/10012903002

Fire-sale spillovers and systemic risk

Duarte, Fernando; Eisenbach, Thomas M. - 2013

We construct a new systemic risk measure that quantifies vulnerability to fire-sale spillovers using detailed regulatory balance sheet data for U.S. commercial banks and repo market data for broker-dealers. Even for moderate shocks in normal times, fire-sale externalities can be substantial. For...

Persistent link: https://www.econbiz.de/10010202672

Is Small Beautiful? The Resilience of Small Banks During the European Debt Crisis

Liu, Cai - 2019

to provide a liquidity buffer that influences bank-specific loan growth positively (complementarity effect), particularly … in new banking regulation that penalise bank size …

Persistent link: https://www.econbiz.de/10012901000

Systemic Risk and Bank Business Models

van Oordt, Maarten R.C. - 2014

In this study we disentangle two dimensions of banks' systemic risk: the level of bank tail risk and the linkage … between a bank's tail risk and severe shocks in the financial system. We employ a measure of the systemic risk of financial … bank characteristics are related to bank tail risk and systemic linkage. The interrelationship between bank characteristics …

Persistent link: https://www.econbiz.de/10013045729

Extreme Yet Plausible : Choosing Scenarios to Stress Test Financial Institutions

Arora, Rohit; Gao, Rui; Tompaidis, Stathis - 2021

Since the 2008 Financial Crisis, stress tests based on extreme-yet-plausible scenarios have become a preferred method of assessing risk for large financial institutions, yet scenario choice has largely been ad-hoc. We propose a principled methodology to choose scenarios by minimizing the...

Persistent link: https://www.econbiz.de/10013238231

Models of financial stability and their application in stress tests

Aymanns, Christoph; Farmer, J. Doyne; Kleinnijenhuis, … - 2017

We review heterogeneous agent-based models of financial stability and their application in stress tests. In contrast to the mainstream approach, which relies heavily on the rational expectations assumption and focuses on situations where it is possible to compute an equilibrium, this approach...

Persistent link: https://www.econbiz.de/10011906282

The UBS-Credit Suisse Merger : Helvetia's Gift

Böni, Pascal; Kroencke, Tim-Alexander; Vasvari, Florin P. - 2023

The UBS- Credit Suisse (CS) merger in March 2023, one of the biggest banking unions in history, was an emergency rescue deal engineered by Swiss authorities to avoid more market-shaking turmoil in global banking. The merger resulted in a significant increase in the combined stakeholder net...

Persistent link: https://www.econbiz.de/10014349670

Shadow banking and financial stability under limited deposit insurance

Voellmy, Lukas - 2019

I study the relation between shadow banking and financial stability in an economy in which banks are susceptible to self-fulfilling runs and in which government-backed deposit insurance is limited. Shadow banks issue only uninsured deposits while commercial banks issue both insured and uninsured...

Persistent link: https://www.econbiz.de/10012135982

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