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From Sovereigns to Banks : Evidence on Cross-Border Contagion

Kalbaska, Alesia - 2018

This paper analyzes the evolution of the banking system sensitivity to cross-border contagion in 2006-2011. The study is performed on the basis of the BIS data on cross-border exposures and the Bankscope data on Tier 1 capital of 20 banking systems (Australia, Austria, Belgium, Canada, Finland,...

Persistent link: https://www.econbiz.de/10012928692

Bank loan supply during crises : the importance of geographic diversication

Dörr, Sebastian; Schaz, Philipp - 2019 - Revised version

We classify a large sample of banks according to the geographic diversification of their international syndicated loan portfolio. Our results show that diversified banks maintain higher loan supply during banking crises in borrower countries. The positive loan supply effects lead to higher...

Persistent link: https://www.econbiz.de/10011993704

Local versus International Crises and Bank Stability : Does Bank Foreign Expansion Make a Difference?

Alraheb, Tammuz - 2017

We investigate the impact of global and local crises on bank stability in the MENA region and examine the effect of … owning bank subsidiaries in other countries. We consider banks that experienced both types of crises during our sample period …. Our findings highlight a negative impact of the Global Financial Crisis of 2007-2008 on bank stability but, on the whole …

Persistent link: https://www.econbiz.de/10012970083

Global versus non-global banks : a capital ratios-based analysis

Drakos, Kōnstantinos; Malandrakis, Ioannis - In: Journal of central banking theory and practice 10 (2021) 2, pp. 5-22

This paper examines the Leverage Ratio and Total Capital Ratio of global versus non-global banks in both the pre- and post-crisis periods. A panel data set of 165 global and non-global financial institutions from 38 countries is used for the period 1999-2015 and a random effects model is...

Persistent link: https://www.econbiz.de/10012549173

A Bright Side of Labor Union in Global Banks : Evidence from the Financial Crisis

Bui, Dien Giau - 2019

This paper examines whether labor unions affect the bank performance during recently financial crisis. The empirical …

Persistent link: https://www.econbiz.de/10012902327

Global Systemically Important Banks – How to Identify and Regulate Them?

Iwanicz-Drozdowska, Malgorzata - 2015

In this paper we investigate the issues of identification and capital regulation of global systemically important banks (G-SIBs). Both issues are fundamental for global financial stability. However, there are many open questions that remain on the political and academic agenda. We underline that...

Persistent link: https://www.econbiz.de/10013025443

Are Foreign Banks a 'Safe Haven'? Evidence from Past Banking Crises

Adler, Gustavo - 2015

during bank runs?; (ii) does their legal structure (branch versus subsidiary) matter?; (iii) do perceptions depend on the … crises, we do not find robust evidence in this regard. Only in one (large) bank run episode, out of five studied, there is …

Persistent link: https://www.econbiz.de/10013025489

Post-Crisis Changes in Global Bank Business Models : A New Taxonomy

Caparusso, John - 2020

orientation, pressures on funding models and entity structures could affect the efficiency of capital flows through the bank …

Persistent link: https://www.econbiz.de/10012843301

Global Banks' Dollar Funding : A Source of Financial Vulnerability

Barajas, Adolfo - 2020

Leading up to the global financial crisis, US dollar activity by global banks headquartered outside the United States played a crucial role in transmitting shocks originating in funding markets. Although post-crisis regulation has improved banking systems' resilience, US dollar funding remains a...

Persistent link: https://www.econbiz.de/10012827587

Early Warning of Systemic Risk In Global Banking : Balance Sheet Eigen-Pair and Market Price-based Methods

Markose, Sheri M. - 2020

We analyse systemic risk in the core global banking system using a new network-based spectral eigen-pair method, which treats network failure as a dynamical system stability problem. This is compared with market price-based Systemic Risk Indexes (SRIs), viz. MES (Marginal Expected Shortfall),...

Persistent link: https://www.econbiz.de/10012854769