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Who pays the price? Overdraft fee ceilings and the unbanked

Dlugosz, Jennifer L.; Melzer, Brian T.; Morgan, Donald P. - 2021

preemption of state limits on overdraft fees to study the impact of fee ceilings on low-income households. After preemption …, national banks raise overdraft fees relative to state-chartered banks in affected states. However, banks in affected states … also provide more overdraft credit and bounce a smaller share of checks following preemption. The share of low …

Persistent link: https://www.econbiz.de/10012619550

Driver of choice? : the cost of financial products for unbanked consumers

Hayashi, Fumiko; Hanson, Josh; Maniff, Jesse Leigh - 2015

Persistent link: https://www.econbiz.de/10011484581

Who pays the price? : overdraft fee ceilings and the unbanked

Dlugosz, Jennifer L.; Melzer, Brian T.; Morgan, Donald P. - 2021

Persistent link: https://www.econbiz.de/10012584361

Risiken im Unternehmenskreditgeschäft inländischer Banken

Memmel, Christoph; Roling, Christoph - 2021

Es wird ein empirischer Ansatz vorgestellt, wie die Kreditrisiken im Unternehmenskreditportfolio untersucht werden können. Dabei werden Stress-Szenarien für Verlustquoten auf der Ebene der einzelnen Sektoren historisch ermittelt. Alternativ schätzen wir die empirische Assoziation zwischen...

Persistent link: https://www.econbiz.de/10014476398

Climate stress testing

Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - 2023

We explore the design of climate stress tests to assess and manage macro-prudential risks from climate change in the financial sector. We review the climate stress scenarios currently employed by regulators, highlighting the need to (i) consider many transition risks as dynamic policy choices;...

Persistent link: https://www.econbiz.de/10014480558

The insurance implications of government student loan repayment schemes

Gervais, Martin; Liu, Qian; Lochner, Lance - 2023

Persistent link: https://www.econbiz.de/10014496821

Stress testing German banks against a global cost-of-capital shock

Duellmann, 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/10010308263

Regulation, credit risk transfer with CDS, and bank lending

Pausch, Thilo; Welzel, Peter - 2012

We integrate Basel II (and III) regulations into the industrial organization approach to banking and analyze the interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on lending behavior and risk sensitivity of a...

Persistent link: https://www.econbiz.de/10010308265

Credit risk connectivity in the financial industry and stabilization effects of government bailouts

Bosma, Jakob; Koetter, Michael; Wedow, Michael - 2012

We identify the connections between financial institutions from different sectors of the financial industry based on joint extreme movements in credit default swap (CDS) spreads. First, we estimate pairwise co-crash probabilities (CCP) to identify significant connections among 193 international...

Persistent link: https://www.econbiz.de/10010309616

Default probability estimation in small samples: With an application to sovereign bonds

Orth, Walter - 2011

In small samples and especially in the case of small true default probabilities, standard approaches to credit default probability estimation have certain drawbacks. Most importantly, standard estimators tend to underestimate the true default probability which is of course an undesirable...

Persistent link: https://www.econbiz.de/10010311006