Showing 1 - 10 of 6,668
This paper examines the link between bank competition measures and risk indicators using quarterly interbank exposures … competition and individual bank solvency risk. In this paper, we take one step forward in analyzing the relationship between … competition and systemic risk. We use counterfactual bank-level contagion risk indicators as a proxy of systemic risk to assess …
Persistent link: https://www.econbiz.de/10012796834
The COVID-19 pandemic could result in large government interventions in the banking industry. To shed light on the possible consequences on market power, we rely on the experience of the global financial crisis and exploit granular data on government interventions in more than 800 banks across...
Persistent link: https://www.econbiz.de/10013250086
examine the factors that determine the bank's willingness to use syndicated lending rather than traditional lending during the … quality of the bank's loan portfolios. However, in the post crisis period, European banks are less interested in syndicated …
Persistent link: https://www.econbiz.de/10013077100
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
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
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
Persistent link: https://www.econbiz.de/10012308398
This paper reviews the market reaction to bank rescue packages announced in six countries between October 2008 and … shareholders as seen in the movement of bank stock prices. Government interventions benefited creditors at the expense of … shareholders, with bank CDS spreads narrowing around the announcements in all cases. Despite a brief positive reaction, bank stock …
Persistent link: https://www.econbiz.de/10013155928
This paper defines the special characteristics of the financial cycle of Spain during the period 1995-2016 and … these two empirical analyses highlight that the financial cycle in Spain is accurately defined by the credit-to-GDP ratio … early warning indicator of the banking crisis in Spain. Finally, an exogenous deviation of actual loan loss provisions …
Persistent link: https://www.econbiz.de/10012955386
This paper analyzes the determinants of asset securitization in Spanish banks during the period 1999-2007. We distinguish savings banks (Cajas) from the rest of banks, mainly commercial banks, and compare both their decision to securitize and the volume of securitization. Asset securitization...
Persistent link: https://www.econbiz.de/10013046350