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Macroprudential stress test of the euro area banking system
Budnik-Gałązka, Katarzyna; Mozzanica, Mirco Balatti; … - 2019
results highlight the importance of the starting level of bank capital, bank asset quality, and banks' adjustments for the …
Persistent link: https://www.econbiz.de/10012033284
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Impact of higher capital buffers on banks' lending and risk-taking : evidence from the Euro Area experiments
Cappelletti, Giuseppe; Marques, Aurea Ponte; Varraso, Paolo - 2019
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …
Persistent link: https://www.econbiz.de/10012024808
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The credit quality channel : modeling contagion in the interbank market
Fink, Kilian; Krüger, Ulrich; Meller, Barbara; Wong, … - 2015
We propose an algorithm to model contagion in the interbank market via what we term the credit quality channel. In existing models on contagion via interbank credit, external shocks to banks often spread to other banks only in case of a default. In contrast, shocks are transmitted via asset...
Persistent link: https://www.econbiz.de/10011381702
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Assessing the contributions of non-bank financial institutions (NBFI) and ELS issuance to systemic risk in Korea
Hong, Jong Soo - In: KDI-journal of economic policy 46 (2024) 1, pp. 21-51
Since the Global Financial Crisis of 2008-2009, the importance of non-bank financial institutions in macroprudential … discussing and implementing macroprudential supervision and regulation for non-bank financial institutions (NBFI). In this … context, this paper analyzes the systemic risk of both banks and non-bank sectors (securities firms and insurance companies …
Persistent link: https://www.econbiz.de/10014496710
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Shadow banking : financial intermediation beyond banks
Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018
Persistent link: https://www.econbiz.de/10011790739
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Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?
Gehrig, Thomas - 2018
This paper analyses the evolution of the safety and soundness of the European banking sector during the various stages of the Basel process of capital regulation. In the first part we document the evolution of various measures of systemic risk as the Basel process unfolds. Most strikingly, we...
Persistent link: https://www.econbiz.de/10012910412
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Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks
Gehrig, Thomas - 2017
This paper analyses the evolution of the safety and soundness of the European banking sector during the various stages of the Basel process of capital regulation. In the first part we document the evolution of various measures of systemic risk as the Basel process unfolds. Most strikingly, we...
Persistent link: https://www.econbiz.de/10012946327
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Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?
Gehrig, Thomas - 2017
This paper analyses the evolution of the safety and soundness of the European banking sector during the various stages of the Basel process of capital regulation. In the first part we document the evolution of various measures of systemic risk as the Basel process unfolds. Most strikingly, we...
Persistent link: https://www.econbiz.de/10012950027
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Economic Policy Uncertainty and Bank Systemic Risk : A Cross-Country Analysis
Duan, Yuejiao; Fan, Xiaoyun; Wang, Yu - 2022
EPU increases. The effect operates through the bank leverage risk and bank asset risk channels. Further analyses reveal … that some formal bank regulations (e.g., the regulatory environment) and informal institutions (e.g., culture) can moderate …
Persistent link: https://www.econbiz.de/10013289983
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Climate change as a systemic risk : are macroprudential authorities up to the task?
Grünewald, Seraina Neva - 2020
There is growing acknowledgement among policymakers that climate change may give rise to potentially catastrophic financial risk and impact financial stability. This paper explores the specific features of climate-related financial risks (CRFR), drawing on a growing body of macrofinancial...
Persistent link: https://www.econbiz.de/10012427917