Showing 1 - 10 of 18
This paper analyses the impact of loan market competition on the interest rates applied by euro area banks to loans and … pass-through of market rates to bank interest rates, we likewise find that banks tend to price their loans more in … suggest that the competitive pressure is heavier in the loan market than in the deposit markets, so that banks under …
Persistent link: https://www.econbiz.de/10005106652
effective prudential supervision. In addition, our results indicate that insurance activities of banks may increase systemic …
Persistent link: https://www.econbiz.de/10005106754
This paper investigates contagion of major financial institutions by focusing on extreme stock return co-movements. Our measure of contagion within banking and insurance sectors is the number of coincidences of daily extreme returns that cannot be explained by a linear propagation model of...
Persistent link: https://www.econbiz.de/10005101914
banks. This paper provides empirical evidence on banks' responses to wholesale funding shocks, using data of seventeen of … the largest Dutch banks over the period January 2004 to April 2010. The dynamic interrelations among instruments of bank … that banks respond to a negative funding liquidity shock in a number of ways. First, banks reduce lending, especially …
Persistent link: https://www.econbiz.de/10009018572
Financial conglomerates, combining banking, securities trading, and insurance, have become an important part of the financial landscape in many countries. Cross-sector consolidation has been fostered by trends such as disintermediation, globalization, and deregulation creating new challenges for...
Persistent link: https://www.econbiz.de/10005021889
and conduct. In particular, this study focuses on differences across countries, variously sized banks (reflecting distinct … observed large spreads in inefficiencies and cost levels across countries and individual banks indicate that the process of … scaling up and rationalisation to be prepared for increased foreign competition, has - for at least part of the banks - only …
Persistent link: https://www.econbiz.de/10005021892
The current debate on the possible procyclicality of the new Basel Accord pays little attention to the procyclicality created by unsound loan loss provisioning. This paper investigates how bank provisioning behaviour is related to the business cycle, using 8,000 bank-year observations from 29...
Persistent link: https://www.econbiz.de/10005030251
The current debate on the possible procyclicality of the new Basel Accord pays little attention to the procyclicality created by unsound loan loss provisioning. This paper investigates how bank provisioning behaviour is related to the business cycle, using 8,000 bank-year observations from 29...
Persistent link: https://www.econbiz.de/10005030256
in 2013 and to analyze the interaction of capital regulation and banks' liquidity buffers. Our analysis suggests that …
Persistent link: https://www.econbiz.de/10011127195
The three main measures of competition (HHI, Lerner Index, and H-Statistic) are uncorrelated for U.S. banks. We …
Persistent link: https://www.econbiz.de/10010596088