means that it will potentially respond more quickly when faced with constrained banks. Three, our results support …

financial cycle. Our results suggest that the concentration of the banking sector, the share of foreign banks, the size and …

of fire sale mechanisms. We then demonstrate the power of the methodology on the euro area banking system based on a … network of 373 banks. On the basis of an exogenous shock leading to defaults of some banks in the network, we find that the …

This paper investigates both the magnitude and the drivers of bank window dressing behaviour in euro-denominated repo … markets. Using a confidential transaction-level data set, our analysis illustrates that banks engineer an economically … reductions and banks' incentives to window dress and document the role of the leverage ratio and the G-SIB framework as the most …

financial cycle. Our results suggest that the concentration of the banking sector, the share of foreign banks, the size and …

means that it will potentially respond more quickly when faced with constrained banks. Three, our results support …

of fire sale mechanisms. We then demonstrate the power of the methodology on the euro area banking system based on a … network of 373 banks. On the basis of an exogenous shock leading to defaults of some banks in the network, we find that the …

This paper investigates both the magnitude and the drivers of bank window dressing behaviour in euro-denominated repo … markets. Using a confidential transaction-level data set, our analysis illustrates that banks engineer an economically … reductions and banks’ incentives to window dress and document the role of the leverage ratio and the G-SIB framework as the most …