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How does competition affect bank systemic risk?
Anginer, Deniz; Demirgüç-Kunt, Asli; Zhu, Min - In: Journal of financial intermediation 23 (2014) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10010400975
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Credit information sharing and banking crises : an empirical investigation
Büyükkarabacak, Berrak; Valev, Neven T. - In: Journal of macroeconomics 34 (2012) 3, pp. 788-800
Persistent link: https://www.econbiz.de/10009690443
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Stress testing German banks against a global cost-of-capital shock
Düllmann, Klaus; Kick, Thomas - 2012
This paper introduces a stress test of the corporate credit portfolios of 24 large German banks by a two-stage approach: First, a macro-econometric model is used to forecast the impact of a substantial increase of the user cost of business capital for firms worldwide on three particularly...
Persistent link: https://www.econbiz.de/10009509091
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Bank lending procyclicality and credit quality during financial crises
Caporale, Guglielmo Maria; Di Colli, Stefano; Lopez, … - 2013
This paper analyses macroeconomic and financial determinants of bad loans applying a SVAR approach to investigate whether excessive loans granted during expansionary phases can explain the more than proportional increase in non-performing loans during contractionary periods. The results indicate...
Persistent link: https://www.econbiz.de/10009763782
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Bank lending procyclicality and credit quality during financial crises
Caporale, Guglielmo Maria; Di Colli, Stefano; Lopez, … - In: Economic modelling 43 (2014), pp. 142-157
Persistent link: https://www.econbiz.de/10010502192
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Bank bailouts and bank-sovereign risk contagion channels
Stângă, Irina M. - In: Journal of international money and finance 48 (2014), pp. 17-40
Persistent link: https://www.econbiz.de/10010464008
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A methodological approach to analyze adjustments in capital and risk : Japanese banks in perspective
Ma, Wenxiu; Hoshino, Yasuo - In: Journal of financial management and analysis : … 16 (2003) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10002038982
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Estimating bilateral exposures in the German interbank market : is there a danger of contagion?
Upper, Christian; Worms, Andreas - 2002
Credit risk associated with interbank lending may lead to domino effects, where the failure of one bank results in the … bilateral credit relationships for the German banking system and test whether the breakdown of a single bank can lead to … reduces- but does not eliminate - the danger of contagion. Even so, the failure of a single bank could lead to the breakdown …
Persistent link: https://www.econbiz.de/10001658340
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Banks, Government Bonds, and Default : What do the Data Say?
Gennaioli, Nicola - 2014
bond returns are high. At the bank level, bondholdings correlate negatively with subsequent lending during sovereign …
Persistent link: https://www.econbiz.de/10014411356
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Estimating bilateral exposures in the German interbank market : is there a danger of contagion?
Upper, Christian; Worms, Andreas - 2002
Credit risk associated with interbank lending may lead to domino effects, where the failure of one bank results in the … bilateral credit relationships for the German banking system and test whether the breakdown of a single bank can lead to … reduces - but does not eliminate - the danger of contagion. Even so, the failure of a single bank could lead to the breakdown …
Persistent link: https://www.econbiz.de/10011431377