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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

Corporate loans, banks' internal risk estimates and central bank collateral : evidence from the euro area

Calza, Alessandro; Hey, Julius-Benjamin; Parrini, Alessandro - 2021

We use a unique dataset of ratings for euro area corporate loans from commercial banks' internal rating-based (IRBs) systems and central banks' in-house credit assessment systems (ICASs) to investigate whether banks' IRB ratings underestimate the credit risk of their corporate loan portfolios...

Persistent link: https://www.econbiz.de/10012596313

What are the real effects of financial market liquidity? : evidence on bank lending from the euro area

Dombret, Andreas R.; Foos, Daniel; Pliszka, Kamil; … - 2018

We analyze the impact of market liquidity on bank lending in the euro area for different segments over the period 2003 … liquidity has an asymmetric effect on bank lending: The negative impact of a reduction in liquidity is more significant than the … restricted first in times of impaired market liquidity. The bank-level data confirm the strong impact of market liquidity on bank …

Persistent link: https://www.econbiz.de/10011897986

The ECB's 2019 liquidity stress test : An event study evaluating the impact on owners and creditors

Börner, Christoph J.; Krettek, Jonas - In: Credit and capital markets : Kredit und Kapital 54 (2021) 2, pp. 223-263

Persistent link: https://www.econbiz.de/10012626515

Healing through liquidity injections?

Rasmouki, Fanou - 2015

Persistent link: https://www.econbiz.de/10011547068

Loan Pricing by Euro Area Risk Averse Banks in an Environment of Extended Central Bank Liquidity Provision

Camba-Mendez, Gonzalo - 2019

This paper studies bank loan pricing in the euro area over the period October 2008 to October 2014. This period was … of a novel econometric approach whereby bank risk aversion is treated as an unobservable random effect. We find that … offer lower bank lending rates. We also find that banks with a lower cost of debt financing offer lower lending rates. Our …

Persistent link: https://www.econbiz.de/10012860907