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The distribution of excess liquidity in the euro area
Baldo, Luca; Hallinger, Benoît; Helmus, Caspar; … - 2017
Since 2008, excess liquidity - defined as the sum of holdings of central bank reserves in excess of reserve … small, slowly changing group of credit institutions. Despite the stability of the concentration of excess liquidity in … directing flows in the period 2015-16. In addition, the more recent concentration of excess liquidity is explained by the …
Persistent link: https://www.econbiz.de/10011747703
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Bank Solvency Determinants : An Empirical Analysis (1999–2007)
Georgiou, Miltiades N. - 2011
In the present paper through an empirical analysis author will estimate some important determinant factors of banking solvency apart from the risk. Our sample refers to the western economies including the United States. The econometric analysis based on a single equation model uses OECD panel...
Persistent link: https://www.econbiz.de/10013128168
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Cross-border liquidity, relationships and monetary policy : evidence from the Euro area interbank crisis
Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - 2014 - This version: November 2014
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on … on interbank access and volume is stronger than on spreads. Liquidity supply restrictions are exacerbated for cross … price dispersion substantially decreases when the Eurosystem promises unlimited access to liquidity at a fixed price in …
Persistent link: https://www.econbiz.de/10010471858
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Cross-Border Liquidity, Relationships and Monetary Policy : Evidence from the Euro Area Interbank Crisis
Abbassi, Puriya - 2016
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on … on interbank access and volume is stronger than on spreads. Liquidity supply restrictions are exacerbated for cross … price dispersion substantially decreases when the Eurosystem promises unlimited access to liquidity at a fixed price in …
Persistent link: https://www.econbiz.de/10012988708
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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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Bank response to higher capital requirements : evidence from a quasi-natural experiment
Gropp, Reint; Mosk, Thomas; Ongena, Steven; Wix, Carlo - 2016
We study the impact of higher capital requirements on banks' balance sheets and its transmission to the real economy. The 2011 EBA capital exercise is an almost ideal quasi-natural experiment to identify this impact with a difference-in-differences matching estimator. We find that treated banks...
Persistent link: https://www.econbiz.de/10011625659
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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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Bank Capital and liquidity creation : granger causality evidence
Horváth, Roman; Seidler, Jakub; Weill, Laurent - 2012
This paper examines the relationship between capital and liquidity creation. This issue is of interest to determine the … potential impact of tighter capital requirements such as those involved in Basel III reforms on liquidity creation. We perform …. We observe a strong expansion of liquidity creation during the full period, which was slowed by the financial crisis, and …
Persistent link: https://www.econbiz.de/10009566415
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Banks' Regulatory Capital Buffer and the Business Cycle : Evidence for German Savings and Cooperative Banks
Stolz, Stéphanie - 2016
This paper analyzes the effect of the business cycle on the regulatory capital buffer of German savings and cooperative banks in the period 1993-2003. The capital buffer is found to fluctuate anticyclically over the business cycle. The fluctuation is stronger for savings banks than for...
Persistent link: https://www.econbiz.de/10012989323