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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
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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
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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/10012584361
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Zur Rolle einer optimierten Verteilung von Sicherheiten im Risikomanagement: Motivation, Modellierung und Implikationen
Börstler, Daniel; Mölls, Sascha H. - 2010
Die Erfahrungen aus der jüngsten Finanzmarktkrise zeigen, dass der gezielten Abschätzung und Steuerung von Kreditrisiken in Banken eine enorme betriebs- und volkswirtschaftliche Bedeutung zukommt. Sowohl in der internen Kreditrisikomessung als auch bei den zugehörigen gesetzlichen Vorgaben...
Persistent link: https://www.econbiz.de/10011558723
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Credit ratings and the standardised approach to credit risk in Basel II
Van Roy, Patrick - 2005
This paper simulates the minimum capital requirements for the wholesale exposures of a medium-sized bank in each EMU country depending on the credit rating agencies chosen by the bank to risk-weight its exposures in the standardised approach to credit risk in Basel II. Three main results emerge...
Persistent link: https://www.econbiz.de/10011604563
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Banking system stability: a cross-Atlantic perspective
Hartmann, Philipp; Straetmans, Stefan; de Vries, Casper - 2005
This paper derives indicators of the severity and structure of banking system risk from asymptotic interdependencies between banks’ equity prices. We use new tools available from multivariate extreme value theory to estimate individual banks’ exposure to each other (“contagion risk”) and...
Persistent link: https://www.econbiz.de/10011604573
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Cross-border lending contagion in multinational banks
Derviz, Alexis; Podpiera, Jirí - 2007
We study both theoretically and empirically the inter- dependence of lending decisions in different country branches of a multinational bank. First, we model a bank that delegates the management of its foreign unit to a local manager with non-transferable skills. The bank differs from other...
Persistent link: https://www.econbiz.de/10011604853
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How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches
Scheicher, Martin - 2008
This paper applies regression analysis to investigate the fundamental factors of the variation of CDS index tranches. The sample comprises daily data on the tranche premia of the European iTraxx and North American CDX index from the start of the market in summer 2004 to January 2008. I estimate...
Persistent link: https://www.econbiz.de/10011604956
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Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks
Castrén, Olli; Fitzpatrick, Trevor; Sydow, Matthias - 2009
In terms of regulatory and economic capital, credit risk is the most significant risk faced by banks. We implement a credit risk model - based on publicly available information - with the aim of developing a tool to monitor credit risk in a sample of large and complex banking groups (LCBGs) in...
Persistent link: https://www.econbiz.de/10011605048
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An economic capital model integrating credit and interest rate risk in the banking book
Alessandri, Piergiorgio; Drehmann, Mathias - 2009
Banks typically determine their capital levels by separately analysing credit and interest rate risk, but the interaction between the two is significant and potentially complex. We develop an integrated economic capital model for a banking book where all exposures are held to maturity. Our...
Persistent link: https://www.econbiz.de/10011605087