Similar Search Results

Reporting behavior and transparency in European banks' country-by-country reports

Dutt, Verena K.; Nicolay, Katharina; Spengel, Christoph - 2021

The public CbCR requirement for EU financial institutions leaves leeway to the reporting firms as regards the … analyze the reporting behavior and the degree of transparency across the reports. We observe a large heterogeneity with … reporting inhibit the interpretability and the comparability of the data. We conclude that the specification of the underlying …

Persistent link: https://www.econbiz.de/10012434484

Incentive problems in banking supervision : the European case

Schüler, Martin - 2003

Persistent link: https://www.econbiz.de/10013428589

Many a little makes a mickle : macro portfolio stress test for small and medium-sized German banks

Busch, Ramona; Koziol, Philipp; Mitrovic, Marc - 2015

We develop a macroeconomic portfolio stress test that is specifically geared towards small and medium-sized banks. We combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model with an income stress test in the form of dynamic panel...

Persistent link: https://www.econbiz.de/10011308474

Regulatory competition in capital standards with selection effects among banks

Haufler, Andreas; Maier, Ulf - 2017

Several countries have recently introduced national capital standards exceeding the internationally coordinated Basel III rules, which is inconsistent with the 'race to the bottom' in capital standards found in the literature. We study regulatory competition when banks are heterogeneous and give...

Persistent link: https://www.econbiz.de/10011591503

Bank capital forbearance and serial gambling

Martynova, Natalya; Perotti, Enrico; Suárez, Javier - 2020

We analyze the strategic interaction between undercapitalized banks and a supervisor who may intervene by preventive recapitalization. Supervisory forbearance emerges because political and fiscal costs undermine supervisors' commitment to intervene. When supervisors have lower credibility,...

Persistent link: https://www.econbiz.de/10012301221

Closing ranks between prevention and management of systemic crises : a proposal to couple the ESRB with the ESM

Thomasius, Sebastian - 2018 - This version: 28 August 2018

On the occasion of related proposals by the European Commission and the Eurogroup, this paper proposes to entrust the ESM with the hosting of the ESRB in the medium term. The novel proposal aims at strengthening the macro-prudential expertise of the ESM and at enhancing the independence of the...

Persistent link: https://www.econbiz.de/10011895915

Drivers of systemic risk : do national and European perspectives differ?

Buch, Claudia M.; Krause, Thomas; Tonzer, Lena - 2017

In Europe, the financial stability mandate generally rests at the national level. But there is an important exception. Since the establishment of the Banking Union in 2014, the European Central Bank (ECB) can impose stricter regulations than the national regulator. The precondition is that the...

Persistent link: https://www.econbiz.de/10011640989

How do banking supervisors deal with Europe wide systemic risk?

Schüler, Martin - 2003

Persistent link: https://www.econbiz.de/10013428537

Doom loop, trilemma, and moral hazard : which narrative of the banking union did stock market investors buy?

Körner, Tobias; Papageorgiou, Michael - 2024

We analyze the impact of the announcement of the banking union on stock market returns of euro area banks against the backdrop of three commonly held views of the banking union. We document positive individual abnormal returns for most banks. Abnormal returns are large and positive on average,...

Persistent link: https://www.econbiz.de/10015051532

The impact of the diffusion of a financial innovation on company performance : an analysis of SWIFT adoption

Scott, Susan V.; Van Reenen, John; Zachariadis, Markos - 2010

Persistent link: https://www.econbiz.de/10003990925