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holdings of domestic government bonds, lowering sovereign yields. In this case, a government that regulates bank capital faces …
Persistent link: https://www.econbiz.de/10012856695
How does the availability of alternative investment opportunities for banks' depositors affect the reaction of the banking system to aggregate liquidity shocks? And what are the implications, if any, for banking regulation? To answer these questions, I study a Diamond-Dybvig environment, where...
Persistent link: https://www.econbiz.de/10012857273
Bank capital ratios have increased steadily since the financial crisis. For a sample of 94 large banks from advanced …
Persistent link: https://www.econbiz.de/10013055966
Patterns in cross-border banking have changed since the global financial crisis. This may affect domestic bank market … modes of cross-border banking impact bank concentration. I use a two- country general equilibrium model with heterogeneous … banking sector on bank market structures. The model suggests that both cross-border lending and bank FDI mitigate …
Persistent link: https://www.econbiz.de/10013059863
methodology developed by Amiti and Weinstein (2013) to a rich dataset of matched bank-firm loans in the Portuguese economy for the … growth rate of individual loans in our dataset is decomposed into bank, firm, industry and common shocks. Adverse bank shocks …
Persistent link: https://www.econbiz.de/10012987210
methodology developed by Amiti and Weinstein (2013) to a rich dataset of matched bank-firm loans in the Portuguese economy for the … growth rate of individual loans in our dataset is decomposed into bank, firm, industry and common shocks. Adverse bank shocks …
Persistent link: https://www.econbiz.de/10012988608
In this paper we relate a bank's choice between retail and wholesale liabilities to real economic uncertainty and the … resulting volatility of bank loan volumes. We argue that since the volume of retail deposits is slow and costly to adjust to … shocks in the volume of bank assets, banks facing more intense uncertainty and more volatile loan demand tend to employ more …
Persistent link: https://www.econbiz.de/10012988762
-European Bank mergers. In this paper we identify other more fundamental reasons for a limited degree of cross-country integration in …-border bank mergers. The paper derives the impact of different underlying stochastic structures on the optimal structure of cross … regional bank mergers. Imposing …
Persistent link: https://www.econbiz.de/10012989302
individual bank's productivities at collecting deposits and making loans. We relate these measures to bank market values and find … that variation in deposit productivity explains the majority of cross-sectional variation in bank value. We show that …
Persistent link: https://www.econbiz.de/10012934415
I study how liquidity information influences banks' liquidity holdings, using the disclosure of bank liquidity coverage … information on banks' strategic interactions in holding liquidity. I use bank network relationships to measure how much a bank …
Persistent link: https://www.econbiz.de/10013222523