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What drives the demand of monetary financial institutions for domestic government bonds? : empirical evidence on the impact of Basel II and Basel III
Lang, Michael; Schröder, Michael - 2014
This paper examines the treatment of sovereign debt exposure within the Basel framework and measures the impact of bank … regulation on the demand of Monetary Financial Institutions (MFI) for marketable sovereign debt. Our results suggest that bank …
Persistent link: https://www.econbiz.de/10010459905
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What drives the demand of monetary financial institutions for domestic government bonds? Empirical evidence on the impact of Basel II and Basel III
Lang, Michael; Schröder, Michael - 2014
This paper examines the treatment of sovereign debt exposure within the Basel framework and measures the impact of bank … regulation on the demand of Monetary Financial Institutions (MFI) for marketable sovereign debt. Our results suggest that bank …
Persistent link: https://www.econbiz.de/10010460706
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What drives the demand of monetary financial institutions for domestic government bonds? Empirical evidence on the impact of Basel II and Basel III
Lang, Michael; Schröder, Michael - 2015
This paper examines the treatment of sovereign debt exposure within the Basel framework and measures the impact of bank … regulation on the demand of Monetary Financial Institutions (MFI) for marketable sovereign debt. Our results suggest that bank …
Persistent link: https://www.econbiz.de/10010464594
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What drives the demand of monetary financial institutions for domestic government bonds? Empirical evidence on the impact of Basel II and Basel III
Lang, Michael; Schröder, Michael - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2014
This paper examines the treatment of sovereign debt exposure within the Basel framework and measures the impact of bank … regulation on the demand of Monetary Financial Institutions (MFI) for marketable sovereign debt. Our results suggest that bank …
Persistent link: https://www.econbiz.de/10011122561
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What drives the demand of monetary financial institutions for domestic government bonds? Empirical evidence on the impact of Basel II and Basel III
Lang, Michael; Schröder, Michael - Frankfurt School of Finance and Management - 2015
This paper examines the treatment of sovereign debt exposure within the Basel framework and measures the impact of bank … regulation on the demand of Monetary Financial Institutions (MFI) for marketable sovereign debt. Our results suggest that bank …
Persistent link: https://www.econbiz.de/10011124454
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Sovereign Exposures of European Banks : It Is Not All Doom
Lamers, Martien - 2020
their domestic sovereign, causing a negative bank-sovereign doom loop. Several motivations for such behavior have been … involve some degree of irrational behavior. We depart from this approach and investigate the risk-return trade-off in the bank …
Persistent link: https://www.econbiz.de/10012844191
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Sovereign exposures of European banks : it is not all doom
Lamers, Martien; Present, Thomas; Vander Vennet, Rudi - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-24
We investigate whether sovereign bond holdings of European banks are determined by a risk-return trade-off. Using data between 2011 and 2018 for 75 European banks, we confirm that banks exhibited risk-taking behavior during the sovereign debt crisis, e.g., due to moral suasion. In the period...
Persistent link: https://www.econbiz.de/10012821286
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The bank-sovereign loop and financial stability in the Euro area
Fontana, Alessandro; Langedijk, Sven - 2019
We propose a simple model that captures the link between bank and sovereign credit risk. It allows evaluating policy … government debt raises sovereign risk and in turn generates potential bank losses via their (sovereign) bond holdings. Hence, an … framework based on detailed actual bank balance sheets and test the model on 35 large EU banking groups, across 7 European …
Persistent link: https://www.econbiz.de/10012053254
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The SSM at 1
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
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Banks' holdings of risky sovereign bonds in the absence of the nexus : yield seeking with central bank funding or de-risking?
Frey, Rainer; Weth, Mark - 2010
recourse to central bank finance is rather limited and does not affect the risk-taking behaviour of banks in the non …
Persistent link: https://www.econbiz.de/10012014102