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How Do Russian Depositors Discipline Their Banks? Evidence of a Backward Bending Deposit Supply Function

Karas, Alexei - 2010

with depositors interpreting the deposit rate as a complementary proxy of otherwise unobserved bank-level risk. Testing …

Persistent link: https://www.econbiz.de/10013149769

The effects of capital requirements on good and bad risk-taking

Pancost, N. Aaron; Robatto, Roberto - 2019

We study optimal capital requirement regulation in a dynamic quantitative model in which nonfinancial firms, as well as households, hold deposits. Firms hold deposits for precautionary reasons and to facilitate the acquisition of production inputs. Our theoretical analysis identifies a novel...

Persistent link: https://www.econbiz.de/10012132611

Bank Portfolio Risk and Interest Rate Spread of Risky Loans : Methodological Analysis

Yu, Hua - 2016

Keeping in view that the roles of portfolio risk and the relationship between different risky lending assets in loan valuation have not been studied empirically, this study examines the relationship between undiversiable portfolio risk and portfolio lending with an attempt to fill the gap...

Persistent link: https://www.econbiz.de/10012993888

Bank Portfolio Risk and Interest Rate Spread of Risky Loans : A Methodological Analysis

Yu, Hua - 2018

The author's study analyzes, loan valuation methods using discrete time model of contingent claims analysis. In the empirical test, the undiversifiable risk was measured by the correlation coefficient of one borrower with the average return of all borrowers. The results of the test supported the...

Persistent link: https://www.econbiz.de/10012920146

Bank runs, portfolio choice, and liquidity provision

Ahnert, Toni; Elamin, Mahmoud - 2019

liquidity risk, competitive banks offer demand deposits. We use global games to link the probability of a bank run to the …

Persistent link: https://www.econbiz.de/10012101651

Banking on Deposits : Maturity Transformation Without Interest Rate Risk

Drechsler, Itamar - 2018

theory, we document that banks' net interest margins have been highly stable and insensitive to interest rates, and banks …

Persistent link: https://www.econbiz.de/10012919327

Imperfect pass-through to deposit rates and monetary policy transmission

Polo, Alberto - 2021

Persistent link: https://www.econbiz.de/10012795119

Banking on Deposits : Maturity Transformation without Interest Rate Risk

Drechsler, Itamar - 2018

We show that maturity transformation does not expose banks to significant interest rate risk--it actually hedges banks' interest rate risk. We argue that this is driven by banks' deposit franchise. Banks incur large operating costs to maintain their deposit franchise, and in return get...

Persistent link: https://www.econbiz.de/10012453135

Crisis management at cross-roads : challenges facing cross-border financial institutions at the EU level : a joint publication with the Centre for European Policy Studies (CEPS)

Ayadi, Rym (ed.); Lierman, Frank (ed.); Balling, Morten (ed.) - Conference "Crisis Management at Cross-Roads" <2009, …; … - 2010

On 16th November 2009, SUERF, CEPS and the Belgian Financial Forum coorganized a conference "Crisis management at cross-roads" in Brussels. All papers in the present volume are based on contributions at the conference and the SUERF Annual Lecture which followed the event.

Persistent link: https://www.econbiz.de/10011706117

Bank Mergers and Deposit Interest Rate Rigidity

Dinger, Valeriya - 2011

In this paper I revisit the debate on the impact of bank and market characteristics on the rigidity of retail bank … interest rates. Whereas existing research in this area has been exclusively concerned with static measures of bank and market … structure, I adopt a dynamic approach which explores the rigidity effects of the changes of bank and market structure generated …

Persistent link: https://www.econbiz.de/10013117584