For their short-term payment obligations, savings banks hold substantially more liquid assets than the liquidity … in illiquid assets less intensively than is permitted because (i) the liquidity regulation underestimates actual … to non-banks do not transform sight deposits into illiquid assets as intensively as savings banks with high shares of non-bank …

-the-counter markets for liquidity in Germany: the interbank market for credit and for derivatives. We use end-of-quarter data from the …

Liquidität -- Liquiditätsrisiken -- Liquidity Value at Risk -- Finanzmarktkrise -- Baseler Liquiditätsanforderungen … Liquidität in einem Stressszenario für eine Bank bzw. das gesamte Finanzsystem eine bedeutende Rolle spielt, und geht auf die …

integrated micro-macro approach with two core virtues. First, we measure the probability of bank distress directly at the bank … level. Second, we integrate a microeconomic hazard model for bank distress and a standard macroeconomic model. The advantage … between bank distress and the real economy. We base the analysis on German bank and macro data between 1995 and 2004. Our …

connection to a disaster-exposed bank. Importantly, banks with low capital ratios propagate the disaster shock significantly more … 2013 with an extensive bank-firm level dataset for Germany, I identify banks exposed to the disaster via their customer …. Firms connected to badly capitalized banks perform worse, reducing employment by 9%, highlighting that bank capital plays an …

This paper demonstrates that low bank capital carries a negative externality because it amplifies local shock … a strongly disaster-exposed bank with lowest-quartile capitalization significantly reduce their total borrowing by 6 ….6% and tangible assets by 6.9% compared to similar firms connected to a well-capitalized bank. These findings translate to …

-exposed bank with below median capital reduce their employment by 11% and their fixed assets by 20% compared to firms in the same … region without such a bank during the 2013 flooding in Germany. Relationship banking and higher firm capital also mitigate …

This paper argues that a special bank bankruptcy regime is desirable for the efficient restructuring and/or liquidation … to better mitigate disruptions in the financial system and minimize the social costs of bank distress. We compare the U ….S., UK, and German bank bankruptcy frameworks and describe the EU framework for cross-border bank bankruptcy. We support our …

This paper argues that a special bank bankruptcy regime is desirable for the efficient restructuring and/or liquidation … to better mitigate disruptions in the financial system and minimize the social costs of bank distress. We compare the U ….S., UK, and German bank bankruptcy frameworks and describe the EU framework for cross-border bank bankruptcy. We support our …