Showing 1 - 10 of 20
In this study we disentangle two dimensions of banks' systemic risk: the level of bank tail risk and the linkage …
Persistent link: https://www.econbiz.de/10010945596
The paper studies risk mitigation associated with capital regulation, in a context where banks may choose tail risk … liability. Moreover, higher capital may have an unintended effect of enabling banks to take more tail risk without the fear of …
Persistent link: https://www.econbiz.de/10009188954
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
rules. One that stimulates banks to issue retail deposits in an upturn and one that incentivizes banks to create loanable …
Persistent link: https://www.econbiz.de/10010822694
When does the general public lose trust in banks? We provide empirical evidence using responses by Dutch survey …. Negative media reports, falling stock prices, and opaque product information also affect trust in banks. Experiencing a bank …
Persistent link: https://www.econbiz.de/10010726974
Traditional theory suggests that high franchise value limits bank risk-taking incentives. Then why did many banks with …
Persistent link: https://www.econbiz.de/10010798444
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
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
existence of a bank lending channel implies that banks with liquid and less liquid balance sheets, and large and small banks … extent also in Italy. On the one hand, banks in France and Italy seem to have faced liquidity constraints during the sample …
Persistent link: https://www.econbiz.de/10005053806