Showing 1 - 10 of 60,828
We document the development of the major international banks since the late nineties, analysing balance sheet data for … crisis, showed all its shortcomings when the crisis erupted. European banks highlighted greater fragilities in their business …. Moreover, the contemporaneous effort by banks to move in this direction is likely to strengthen this shift. …
Persistent link: https://www.econbiz.de/10011258874
We document the development of the major international banks since the late 1990s, analyzing balance-sheet data for 27 … crisis, revealed all its shortcomings when the crisis erupted. European banks displayed greater fragilities in their business …
Persistent link: https://www.econbiz.de/10010898009
banks in the sample, according to their systemic importance scores. The methodology is then applied to EU and Eurozone … samples of banks to obtain their systemic importance ranking and SIFI lists. This is one of the first methodologies capable of … identifying systemically relevant banks at the European level. A statistical analysis and some geographical and historical …
Persistent link: https://www.econbiz.de/10011099597
between market knowledge and supervisory decisions. Moreover the results encompass a complete ranking of the banks considered …, according to their systemic importance scores. The methodology has then been applied to EU and Eurozone samples of banks to …
Persistent link: https://www.econbiz.de/10011113924
the unique role that banks and the credit and collateral channels play in amplifying macroeconomic shocks. …
Persistent link: https://www.econbiz.de/10010737668
This paper explores whether the level of de facto financial integration of banks in a country increases the incidence … of systemic banking crises. The paper computes a measure of financial integration based on network statistics of banks …
Persistent link: https://www.econbiz.de/10011189483
whether banks are sufficiently resilient to stress effects, which can arise if the economy suffers an unexpected downturn, for … example. This might coincide with system-wide deleveraging if banks are insufficiently resilient. Systemwide deleveraging, in … take multiple first-round scenarios into account. The sequence comprises (i) the loss-absorbing capacity of banks in the …
Persistent link: https://www.econbiz.de/10014476151
whether banks are sufficiently resilient to stress effects, which can arise if the economy suffers an unexpected downturn, for … example. This might coincide with system-wide deleveraging if banks are insufficiently resilient. Systemwide deleveraging, in … take multiple first-round scenarios into account. The sequence comprises (i) the loss-absorbing capacity of banks in the …
Persistent link: https://www.econbiz.de/10014476339
banks) in the U.S. corporate loan market. For identification, we exploit a supervisory credit register of syndicated loans … Basel III. We find that less-capitalized banks reduce loan retention, particularly among loans with higher capital …
Persistent link: https://www.econbiz.de/10012500723
. We do so using an agent-based model populated by heterogeneous capital- and consumption-good firms, heterogeneous banks …
Persistent link: https://www.econbiz.de/10010856560