Search Results - subject:"off balance sheet"

Off-balance sheet and bank behavior : does market power matter?

Widyatini, Ignatia Ryana - In: Global business and finance review 29 (2024) 2, pp. 57-70

the relationship between off-balance sheet activities and earnings management. Design/methodology/approach: The off-balance … measure the significant effect of off-balance sheet activities on discretionary behavior in LLP and the role of market power … as a moderating variable. Findings: The study results show that off-balance sheet activity and market power are related …

Persistent link: https://www.econbiz.de/10015054063

Accounting for wrongdoing : the financial consequences of bank misconduct

Fernandez de Bilbao, Jose; Figuerola-Ferretti, Isabel … - In: Journal of accounting and public policy 51 (2025), pp. 1-34

This paper investigates the determinants influencing banks’ decisions to disclose P&L misconduct-related charges and assesses the extent to which these P&L charges can predict future misconduct penalty announcements. Previous research has largely focused on the penalty announcements as the...

Persistent link: https://www.econbiz.de/10015414075

The central bank's balance sheet and treasury market disruptions

d'Avernas, Adrien (contributor); Petersen, Damon (contributor) - European Central Bank - 2025

This paper studies how Treasury market dynamics depend on adjustments to the central bank balance sheet. We introduce a dynamic model of Treasury bonds with traditional and shadow banks. In the model, both Treasury and repo market disruptions arise as a joint consequence of three frictions: (i)...

Persistent link: https://www.econbiz.de/10015430943

The central bank's balance sheet and treasury market disruptions

Avernas, Adrien d'; Petersen, Damon; Vandeweyer, Quentin - 2025

Persistent link: https://www.econbiz.de/10015434002

Leverage actually : the impact on banks' borrowing costs in euro area money markets

Andreeva, Desislava Č.; Samarina, Anna; Sousa Faria, Lara - 2025

This paper explores the impact of the regulatory leverage ratio (LR) on banks' demand for reserves and thus the pricing of overnight liquidity in the euro area money markets. We use daily transaction-level money market data during the period between January 2017 - February 2023 and examine the...

Persistent link: https://www.econbiz.de/10015330342

Sveriges Riksbank's foreign exchange reserve, 1823-2023

Ingman, Gustav - 2025

Recently, there has been increasing research interest in the historical composition of central bank reserves. However, studies in this area is hindered by a lack of data, as such data spanning multiple centuries is only available for a small number of countries. This paper presents an empirical...

Persistent link: https://www.econbiz.de/10015337582

The central bank's balance sheet in the long run : a macro perspective

Karadi, Peter (contributor); Thaler, Dominik (contributor); … - European Central Bank - 2024

We study whether it is desirable for the central bank to supply reserves abundantly, i.e. beyond the level that satisfies financial institutions' aggregate liquidity needs. Using a theoretical framework, we demonstrate that abundant reserves would help fulfil the private sector's demand for safe...

Persistent link: https://www.econbiz.de/10015275571

The nonlinear effects of banks' vulnerability to capital depletion in euro area countries

Davidson, Sharada Nia; Moccero, Diego Nicolas - 2024

When capital in the banking system becomes depleted, the degree to which financial intermediation and the macroeconomy are adversely affected is likely to depend on the financial and macroeconomic environment. However, existing studies either assume that the effects of bank capital shocks are...

Persistent link: https://www.econbiz.de/10014490448

Bank capital and monetary policy transmission : analyzing the central bank's dilemma in the indian context

Sengupta, Rajeswari; Vardhan, Harsh; Verma, Akhilesh - 2024

Persistent link: https://www.econbiz.de/10015078026

The macroprudential role of central bank balance sheets

Eren, Egemen; Jackson, Timothy P.; Lombardo, Giovanni - 2024

Persistent link: https://www.econbiz.de/10014520813