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Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...

Persistent link: https://www.econbiz.de/10011557140

Unexpected loan losses and bank capital in an estimated DSGE model of the euro area

Hristov, Nikolay; Hülsewig, Oliver - In: Journal of macroeconomics 54 (2017) 2, pp. 161-186

Persistent link: https://www.econbiz.de/10011926948

Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area

Hristov, Nikolay - 2016

conditions, credit default and bank capitalization for the transmission of macroeconomic shocks. We fit the model to euro area … empirical literature, i.e. the pro-cyclicality of bank profitability and the counter-cyclical response of firm default rates and …

Persistent link: https://www.econbiz.de/10012978077

Unexpected loan losses and bank capital in an estimated DSGE model of the Euro area

Hristov, Nikolay; Hülsewig, Oliver - 2016

Persistent link: https://www.econbiz.de/10011557772

Risk, Capital Buffer and Bank Lending : A Granular Approach to the Adjustment of Euro Area Banks

Maurin, Laurent - 2012

estimated while controlling for the macroeconomic environment. An increase in bank' balance sheet risk is shown to increase the …

Persistent link: https://www.econbiz.de/10013097610

Corporate loans, banks' internal risk estimates and central bank collateral : evidence from the euro area

Calza, Alessandro; Hey, Julius-Benjamin; Parrini, Alessandro - 2021

We use a unique dataset of ratings for euro area corporate loans from commercial banks' internal rating-based (IRBs) systems and central banks' in-house credit assessment systems (ICASs) to investigate whether banks' IRB ratings underestimate the credit risk of their corporate loan portfolios...