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Measuring confidence and uncertainty during the financial crisis : evidence from the CFS survey

Entorf, Horst; Knoll, Christian; Sattarova, Liliya - 2011 - Revised version July 2011

by comparing CFS indicators of confidence and predicted confidence to ifo and ZEW indicators. The major contribution is …

Persistent link: https://www.econbiz.de/10009767078

Mortgages denominated in domestic and foreign currencies : simple models

Király, Júlia; Simonovits, András - 2015

After the short temporary popularity of foreign currency denominated (FXD) loans, during the Great Financial and Economic Recession (2007- 2013), the burden of these loans has become unaffordable for a lot of borrowers in East Central Europe. We have designed a family of simple models to compare...

Persistent link: https://www.econbiz.de/10010481775

Implications of bank regulation for credit intermediation and bank stability : a dynamic perspective ; conference paper

Bucher, Monika; Dietrich, Diemo; Hauck, Achim - 2013

Business cycles imply liquidity risks for banks. This paper explores how these risks influence bank lending over the … cycle. With forward-looking banks, lending cycles, credit booms and busts, or suppressed and highly fragile bank systems can … unpleasant effects on bank lending. Imposing countercyclical capital adequacy ratio may amplify procyclicality or result in …

Persistent link: https://www.econbiz.de/10010341626

Banks' trust in the EU macroprudential regulation

Huhtilainen, Matias - In: Journal of banking and financial economics 2 (2019) 12, pp. 29-38

Prior studies suggest that regulatory uncertainty is potentially detrimental to the wider economic performance, to the effectiveness of regulatory measures and to the objective of harmonized rules and a level playing field across jurisdictions. This paper discusses on the applicability of banks'...

Persistent link: https://www.econbiz.de/10012180632

Banks’ Capital, Regulation and the Financial Crisis

Teixeira, João C. A. - 2013

on the effect of most factors on banks' share of equity according to the type of bank and to the region of the bank …

Persistent link: https://www.econbiz.de/10013071567

Interconnectedness Among Banks, Financial Stability, and Bank Capital Regulation

Chen, Yehning - 2016

interconnectedness on the banks' failure probability can be alleviated if bank capital regulation is properly designed. This paper … supports the conclusion in Allen and Gale (2000) that a complete financial system in which each bank is connected to all the …

Persistent link: https://www.econbiz.de/10012979287

Banks’ Capital, Regulation and the Financial Crisis

Teixeira, João C. A. - 2016

on the effect of most factors on banks' share of equity according to the type of bank and to the region of the bank …

Persistent link: https://www.econbiz.de/10013006867

Banks, Shadow Banking, and Fragility

Luck, Stephan - 2014

This paper studies a banking model of maturity transformation in which regulatory arbitrage induces the coexistence of regulated commercial banks and unregulated shadow banks. We derive three main results: First, the relative size of the shadow banking sector determines the stability of the...

Persistent link: https://www.econbiz.de/10013049188

Bank Bailouts and Competition - Did TARP Distort Competition Among Sound Banks?

Koetter, Michael; Noth, Felix - 2015

This study investigates if the Troubled Asset Relief Program (TARP) distorted price competition in U.S. banking. Political indicators reveal bailout expectations after 2009, manifested as beliefs about the predicted probability of receiving equity support relative to failing during the TARP...

Persistent link: https://www.econbiz.de/10013020652

Bank networks : contagion, systemic risk and prudential policy

Aldasoro, Iñaki; Delli Gatti, Domenico; Faia, Ester - 2015 - This Draft: July 2015

We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest in non-liquid assets. Market clearing takes place through a tâtonnement process which yields the equilibrium price, while traded quantities are determined by means of a...

Persistent link: https://www.econbiz.de/10012061674