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Potential implications of a NSFR on German banks' credit supply and profitability
Schmitt, Matthias; Schmaltz, Christian - 2016
profitability of German banks and their capacity to lend. With a NSFR-model that is partially calibrated against reported NSFRs, we …We study how a Net Stable Funding Ratio as defined by the Basel Committee in 2014 (NSFR (2014)) would affect the … find that 9% of German banks do not comply with the NSFR (2014). This is a significant reduction compared to the 39% that …
Persistent link: https://www.econbiz.de/10011541056
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Stress tests and capital requirement disclosures: Do they impact banks' lending and risk-taking decisions?
Konietschke, Paul; Ongena, Steven; Marques, Aurea Ponte - 2022
corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the …
Persistent link: https://www.econbiz.de/10013368009
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Stress Tests and Capital Requirement Disclosures : Do They Impact Banks' Lending and Risk-Taking Decisions?
Konietschke, Paul; Ongena, Steven; Ponte Marques, Aurea - 2022
corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the …
Persistent link: https://www.econbiz.de/10013403421
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Stress tests and capital requirement disclosures : do they impact banks' lending and risk-taking decisions?
Konietschke, Paul; Ongena, Steven; Marques, Aurea Ponte - 2022
corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the …
Persistent link: https://www.econbiz.de/10013277156
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The role of structural funding for stability in the German banking sector
Schupp, Fabian; Silbermann, Leonid - 2017
We analyze whether, and if so by how much, stable funding would have contributed to the financial soundness of German banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity mismatches in the wake of the financial crisis via the Net...
Persistent link: https://www.econbiz.de/10011611255
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The role of structural funding for stability in the German banking sector
Schupp, Fabian; Silbermann, Leonid - 2017
We analyze whether, and if so by how much, stable funding would have contributed to the financial soundness of German banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity mismatches in the wake of the financial crisis via the Net...
Persistent link: https://www.econbiz.de/10011666938
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A model of bank behaviour for the assessment of the potential balance sheet impact of the NSFR liquidity requirement
Lang, Péter - 2017
for complying with the NSFR liquidity requirement. The suggested approach, which is also flexible enough to be applied in … results, banks react to the introduction of the NSFR by strongly increasing their high-quality liquid assets, as well as …
Persistent link: https://www.econbiz.de/10011784382
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The role of structural funding for stability in the German banking sector
Schupp, Fabian; Silbermann, Leonid - 2017
We analyze whether, and if so by how much, stable funding would have contributed to the financial soundness of German banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity mismatches in the wake of the financial crisis via the Net...
Persistent link: https://www.econbiz.de/10011627406
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The role of structural funding for stability in the German banking sector
Schupp, Fabian; Silbermann, Leonid - 2017
We analyze whether, and if so by how much, stable funding would have contributed to the financial soundness of German banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity mismatches in the wake of the financial crisis via the Net...
Persistent link: https://www.econbiz.de/10011608695
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A model of bank behaviour for the assessment of the potential balance sheet impact of the NSFR liquidity requirement
Lang, Péter - 2017
for complying with the NSFR liquidity requirement. The suggested approach, which is also flexible enough to be applied in … results, banks react to the introduction of the NSFR by strongly increasing their high-quality liquid assets, as well as …
Persistent link: https://www.econbiz.de/10011617579