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The Bank for the Accounts of Companies Harmonized (BACH) database
Tarta, Alina (contributor);  … - BACH Working Group - 2015
The Bank for the Accounts of Companies Harmonized (BACH) is a free-of-charge database containing the aggregated …
Persistent link: https://www.econbiz.de/10011664043
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Interactions between bank levies and corporate taxes : how is the bank leverage affected?
Bremus, Franziska; Schmidt, Kirsten; Tonzer, Lena - 2019
Regulatory bank levies set incentives for banks to reduce leverage. At the same time, corporate income taxation makes … funding through debt more attractive. In this paper, we explore how regulatory levies affect bank capital structure, depending … on corporate income taxation. Based on bank balance sheet data from 2006 to 2014 for a panel of EU-banks, our analysis …
Persistent link: https://www.econbiz.de/10012132607
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Bank recapitalizations and lending : a little is not enough
Homar, Timotej - 2016
This paper analyzes the effect of bank recapitalizations on lending, funding and asset quality of European banks …
Persistent link: https://www.econbiz.de/10011975004
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Multiplex interbank networks and systemic importance : an application to European data
Aldasoro, Iñaki; Alves, Iván - 2016
systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking …
Persistent link: https://www.econbiz.de/10011975150
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Predicting vulnerabilities in the EU banking sector : the role of global and domestic factors
Behn, Markus; Detken, Carsten; Peltonen, Tuomo; … - 2016
We estimate a multivariate early-warning model to assess the usefulness of private credit and other macro-financial variables in predicting banking sector vulnerabilities. Using data for 23 European countries, we find that global variables and in particular global credit growth are strong...
Persistent link: https://www.econbiz.de/10011975644
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Mapping the interconnectedness between EU banks and shadow banking entities
Abad, Jorge; D'Errico, Marco; Killeen, Neill; Luz, Vera; … - 2017
This paper provides a unique snapshot of the exposures of EU banks to shadow banking entities within the global financial system. Drawing on a rich and novel dataset, the paper documents the cross-sector and cross-border linkages and considers which are the most relevant for systemic risk...
Persistent link: https://www.econbiz.de/10011976217
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Simulating fire-sales in a banking and shadow banking system
Calimani, Susanna; Hałaj, Grzegorz; Żochowski, Dawid - 2017
. Second, higher bank capital requirements may aggravate contagion since they may incentivise banks to hold similar assets, and …
Persistent link: https://www.econbiz.de/10011976961
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The real effects of bank capital requirements
Fraisse, Henri; Lé, Mathias; Thesmar, David - 2017
We measure the impact of bank capital requirements on corporate borrowing and investment using loanE level data. The …
Persistent link: https://www.econbiz.de/10011978165
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Banking integration and house price comovement
Landier, Augustin; Sraer, David; Thesmar, David - 2017
The correlation across US states in house price growth increased steadily between 1976 and 2000. This paper shows that the contemporaneous geographic integration of the US banking market, via the emergence of large banks, was a primary driver of this phenomenon. To this end, we first...
Persistent link: https://www.econbiz.de/10011978173
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Equity versus bail-in debt in banking : an agency perspective
Mendicino, Caterina; Nikolov, Kalin; Suárez, Javier - 2017
We examine the optimal size and composition of banks' total loss absorbing capacity (TLAC). Optimal size is driven by the trade-off between providing liquidity services through deposits and minimizing deadweight default costs. Optimal composition (equity vs. bail-in debt) is driven by the...
Persistent link: https://www.econbiz.de/10011978192