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The ESRB at 1
Gerlach, Stefan (ed.); Gnan, Ernest (ed.); Ulbrich, Jens (ed.) - Conference on ESRB at 1 <1, 2011, Berlin>; SUERF - The …; … - 2012
SUERF – The European Money and Finance Forum, the Deutsche Bundesbank and the Institute for Monetary and Financial Stability (IMFS) took the opportunity of the first anniversary of this new institution to organise a joint conference in Berlin on 8-9 November 2011. The purpose of this event was...
Persistent link: https://www.econbiz.de/10011711529
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Shadow banking : financial intermediation beyond banks
Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018
Persistent link: https://www.econbiz.de/10011790739
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The Panic of 2007
Gorton, Gary B. - 2008
How did problems with subprime mortgages result in a systemic crisis, a panic? The ongoing Panic of 2007 is due to a loss of information about the location and size of risks of loss due to default on a number of interlinked securities, special purpose vehicles, and derivatives, all related to...
Persistent link: https://www.econbiz.de/10012464289
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Three Branches of Theories of Financial Crises
Goldstein, Itay - 2013
crises originating from coordination failures among bank creditors. The second one deals with frictions in credit and …
Persistent link: https://www.econbiz.de/10012459991
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
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Judging Banks' Risk by the Profits They Report
Meiselman, Ben S.; Nagel, Stefan; Purnanandam, Amiyatosh - National Bureau of Economic Research - 2023
exposure in bad times. We apply this idea to bank risk measurement. We find that banks with high accounting return on equity … triggered by the collapse of Silicon Valley Bank. ROE predicts systematic tail risk much better than conventional measures based …
Persistent link: https://www.econbiz.de/10014337867
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Contingent Credit Under Stress
Acharya, Viral V.; Jager, Maximilian; Steffen, Sascha - National Bureau of Economic Research - 2023
widespread stress, with adverse affects on bank intermediation thereafter. We discuss the bank capital and the bank funding … conclude by discussing the increasing extension of bank credit lines to non-bank financial intermediaries, as well as the role …
Persistent link: https://www.econbiz.de/10014437040
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Financial Dampening
Wieland, Johannes F. - 2016
monetary policy. The theory unifies an endogenous supply of illiquid local loans and risk-sharing among subsidiaries of bank …
Persistent link: https://www.econbiz.de/10012456534
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Cross-subsidization of Bad Credit in a Lending Crisis
Artavanis, Nikolaos; Lee, Brian Jonghwan; Panageas, Stauros - National Bureau of Economic Research - 2022
We study the corporate-loan pricing decisions of a major Greek bank during the Greek financial crisis. A unique aspect … of our dataset is that we observe both the interest rate and the "breakeven rate" of each loan, as computed by the bank …
Persistent link: https://www.econbiz.de/10013172149
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Non-Core Bank Liabilities and Financial Vulnerability
Hahm, Joon-Ho - 2012
A lending boom is reflected in the composition of bank liabilities when traditional retail deposits (core liabilities …
Persistent link: https://www.econbiz.de/10012460232