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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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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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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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Shadow Banking in the Euro Area : An Overview
Bakk-Simon, Klara - 2012
non-bank-regulated segments of the financial sector. Over the recent past, this interconnection has increased, likely …
Persistent link: https://www.econbiz.de/10013113994
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Shadow Banking in the Euro Area : An Overview
Bakk-Simon, Klára; Borgioli, Stefano; Giron, Celestino; … - 2022
non-bank-regulated segments of the financial sector. Over the recent past, this interconnection has increased, likely …
Persistent link: https://www.econbiz.de/10013307085
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A Tale of Two Eurozones : Banks' Funding, Sovereign Risk & Unconventional Monetary Policies
Fulli-Lemaire, Nicolas - 2014
sparked an unprecedented sovereign debt crisis that rapidly spread to the Euro-Zone's weakest member states. As the crisis … increasingly drove a wedge between a seemingly resilient Euro-Zone core and its faltering periphery, its first collateral victims … were the private banks of the hardest-hit sovereigns. They were rapidly followed by the rest of the Euro-Zone's banks as a …
Persistent link: https://www.econbiz.de/10013063273
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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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Addressing systemic risk in Europe during Covid-19 : the role of regulation and the policy mix
Dotta, Vitor - 2022
lessons learned in the global financial crises and the Eurozone debt crises, there's an increasing role of macroprudential … regulation, the European Central Bank provided substantial monetary policy easing, for instance the release of capital buffers …
Persistent link: https://www.econbiz.de/10013188926