Narrow search
Showing 1 - 10 of 156,913
Cover Image
Bank business models at zero interest rates
Lucas, André; Schaumburg, Julia; Schwaab, Bernd - 2016
six business model components and discuss how these adjust to post-crisis financial developments. Specifically, bank …
Persistent link: https://www.econbiz.de/10011531104
Cover Image
Bank business models at zero interest rates
Lucas, André; Schaumburg, Julia; Schwaab, Bernd - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 542-555
Persistent link: https://www.econbiz.de/10012178195
Cover Image
Bank Business Models at Zero Interest Rates
Lucas, Andre - 2017
We propose a novel observation-driven finite mixture model for the study of banking data. The model accommodates time-varying component means and covariance matrices, normal and Student's t distributed mixtures, and economic determinants of time-varying parameters. Monte Carlo experiments...
Persistent link: https://www.econbiz.de/10012953105
Cover Image
Bank Business Models at Zero Interest Rates
Lucas, Andre - 2016
six business model components and discuss how these adjust to post-crisis financial developments.Specifically, bank …
Persistent link: https://www.econbiz.de/10012984227
Cover Image
Bank Business Models at Zero Interest Rates
Lucas, Andre; Schaumburg, Julia; Schwaab, Bernd - 2016
six business model components and discuss how these adjust to post-crisis financial developments. Specifically, bank …
Persistent link: https://www.econbiz.de/10011586681
Cover Image
Bank business models at zero interest rates
Lucas, André; Schaumburg, Julia; Schwaab, Bernd - 2017
We propose a novel observation-driven finite mixture model for the study of banking data. The model accommodates time-varying component means and covariance matrices, normal and Student's t distributed mixtures, and economic determinants of time-varying parameters. Monte Carlo experiments...
Persistent link: https://www.econbiz.de/10011804399
Cover Image
Do negative interest rates make banks less safe?
Nucera, Federico; Lucas, André; Schaumburg, Julia; … - 2017
We study the impact of increasingly negative central bank policy rates on banks' propensity to become undercapitalized …
Persistent link: https://www.econbiz.de/10011719935
Cover Image
Do negative interest rates make banks less safe?
Nucera, Federico; Lucas, André; Schaumburg, Julia; … - 2017
We study the impact of increasingly negative central bank policy rates on banks' propensity to become undercapitalized …
Persistent link: https://www.econbiz.de/10011642197
Cover Image
Bank risk profiles and business model characteristics
Ercegovac, Roberto; Pečarić, Mario; Klinac, Ivica - In: Journal of central banking theory and practice 9 (2020) 3, pp. 107-121
Current research, especially after the financial crisis, highlights different key determinants of high risk bank … profiles. The main aim of this paper is to test, through an empirical model, the impact of various determinants of bank … business models on the bank risk with the purpose of enabling early identification of signals of risk and timely application of …
Persistent link: https://www.econbiz.de/10012306852
Cover Image
Do information contagion and business model similarities explain bank credit risk commonalities?
Wang, Dieter; Lelyveld, Iman van; Schaumburg, Julia - 2019
capture common factors in the residuals. We reproduce the puzzle for European bank credit spreads and hypothesize that the … information contagion through bank business model similarities. To capture this channel, we propose an intuitive measure for …
Persistent link: https://www.econbiz.de/10012007806