Showing 1 - 10 of 8,073
-performing loans (NPLs) on bank cost of capital, credit and liquidity creation in the Eurozone. Empirical results confirm the model …-term. Moreover, the increased cost of capital reduces credit and liquidity creation, and the more so the less capitalized is the bank …
Persistent link: https://www.econbiz.de/10011913717
-performing loans (NPLs) on bank cost of capital, credit and liquidity creation in the Eurozone. Empirical results confirm the model …-term. Moreover, the increased cost of capital reduces credit and liquidity creation, and the more so the less capitalized is the bank …
Persistent link: https://www.econbiz.de/10012910220
-performing loans (NPLs) on bank cost of capital, credit and liquidity creation in the Eurozone. Empirical results confirm the model …-term. Moreover, the increased cost of capital reduces credit and liquidity creation, and the more so the less capitalized is the bank …
Persistent link: https://www.econbiz.de/10012916781
especially in coincidence with the largest ECB liquidity injections. Second, bank exposures significantly amplified the …
Persistent link: https://www.econbiz.de/10011541386
, which therefore reinforced the "moral suasion" mechanism. Bank exposures significantly amplified the impact of sovereign … stress on bank lending to domestic firms, as well as on lending by foreign subsidiaries of stressed-country banks to firms in …
Persistent link: https://www.econbiz.de/10012971283
Using novel monthly data for 226 euro-area banks from 2007 to 2015, we investigate the causes and effects of banks’ sovereign exposures during and after the euro crisis. First, in the vulnerable countries, the publicly owned, recently bailed out and less strongly capitalized banks reacted to...
Persistent link: https://www.econbiz.de/10013248885
Using novel monthly data for 226 euro-area banks from 2007 to 2015, we investigate the determinants of changes in banks’ sovereign exposures and their effects during and after the euro crisis. First, the publicly owned, recently bailed out and less strongly capitalized banks reacted to...
Persistent link: https://www.econbiz.de/10013315487
Using novel monthly data for 226 euro-area banks from 2007 to 2015, we investigate the causes and effects of banks' sovereign exposures during and after the euro crisis. First, in the vulnerable countries, the publicly owned, recently bailed out and less strongly capitalized banks reacted to...
Persistent link: https://www.econbiz.de/10011974892
Persistent link: https://www.econbiz.de/10014305959
find that, in the first year, the impairments of banks' bond portfolios are much larger than the reductions in their net … interest derivatives have lower impairments in their bond portfolios. In addition, we find that banks' exposures to interest …
Persistent link: https://www.econbiz.de/10012160610