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Competition and Bank Risk the Role of Securitization and Bank Capital

Altunbas, Yener - 2019

. We then investigate whether this effect is influenced by two key bank characteristics: securitization and bank capital … competition at the industry level lead to higher realized systemic risk. The results suggest that the use of securitization …

Persistent link: https://www.econbiz.de/10012865123

Competition and Bank Risk The Effect of Securitization and Bank Capital

Marques-Ibanez, David - 2014

We find that the increased use of securitization activity in the banking sector prior to the 2007-2009 crisis augmented … the effect of competition on realized bank risk (i.e. more intense competition and greater use of securitization is …

Persistent link: https://www.econbiz.de/10013051936

Competition and Bank Risk : The Effect of Securitization and Bank Capital

Marques-Ibanez, David - 2014

We find that the increased use of securitisation activity in the banking sector prior to the 2007-2009 crisis augmented the effect of competition on realised bank risk (i.e. more intense competition and greater use of securitisation is correlated with higher levels of realised risk) during the...

Persistent link: https://www.econbiz.de/10013054085

Does monetary policy affect bank risk-taking?

Altunbas, Yener; Gambacorta, Leonardo; … - 2010

This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that includes quarterly balance sheet information for listed banks operating in the European Union and the United States in the last decade, we find evidence that unusually low...

Persistent link: https://www.econbiz.de/10011605212

Does capital regulation matter for bank behaviour? Evidence for German savings banks

Heid, Frank; Porath, Daniel; Stolz, Stéphanie - 2004

The aim of this paper is to assess how German savings banks adjust capital and risk under capital regulation. We estimate a modified version of the model developed by Shrieves and Dahl (1992). This paper contributes to the literature in three ways. First, we test the capital buffer theory...

Persistent link: https://www.econbiz.de/10010295890

Estimating probabilities of default for German savings banks and credit cooperatives

Porath, Daniel - 2004

A healthy banking system is a fundamental condition for financial stability. When assessing the riskiness of the banking system, analysts often restrict their focus to large banks. This may create a distorted picture in countries like Germany with fragmented banking systems. In Germany, savings...

Persistent link: https://www.econbiz.de/10010295893

Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios

Kamp, Andreas; Pfingsten, Andreas; Porath, Daniel - 2005

Theory of financial intermediation gives contradicting answers to the question whether banks should diversify or focus their loan portfolios. Our aim is to find out which of the two strategies is predominant in the German banking market. To this end we measure diversification for all German...

Persistent link: https://www.econbiz.de/10010295896

Accounting for distress in bank mergers

Koetter, Michael; Bos, Jaap W. B.; Heid, Frank; Kool, … - 2005

The inability of most bank merger studies to control for hidden bailouts may lead to biased results. In this study, we employ a unique data set of approximately 1,000 mergers to analyze the determinants of bank mergers. We use data on the regulatory intervention history to distinguish between...

Persistent link: https://www.econbiz.de/10010295902

Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach

Koetter, Michael; Porath, Daniel - 2007

Efficiency is considered a key factor when evaluating a bank's performance. Moreover, efficiency enhancement is an … of performance in response to efficiency improvements remain often unclear on both theoretical and empirical grounds. We … analyze the dynamic relations between efficiency and performance in the German banking market. To this end we use panel data …

Persistent link: https://www.econbiz.de/10010295921

Does capital regulation matter for bank behavior? Evidence for German savings banks

Heid, Frank; Porath, Daniel; Stolz, Stéphanie - 2003

The aim of this paper is to assess how German savings banks adjust capital and risk under capital regulation. We estimate a modified version of the model developed by Shrieves and Dahl (1992). In comparison to former research, we impose fewer restrictions with regard to the impact of regulation...

Persistent link: https://www.econbiz.de/10010276736