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Carletti, Elena; Hartmann, Philipp; Spagnolo, Giancarlo - 2003

We model the impact of bank mergers on loan competition, banks' reserve holdings and aggregate liquidity. Banks compete … in liquidity risk and expected liquidity needs for each bank and for the banking system. Large mergers tend to increase … expected aggregate liquidity needs, and thus the liquidity provision by the central bank. Comparative statics suggest that a …

Persistent link: https://www.econbiz.de/10009635892

Liquidity requirements and payment delays

Schulz, Christian - 2011

The paper presents an analysis of the trade-offs of participants of different type between payment delay and liquidity requirement on the basis of synthetically generated data. The generation of the synthetic transaction data set for a simple RTGS system is described and calibrated using real...

Persistent link: https://www.econbiz.de/10009640617

Price rigidity

Baudry, Laurent; Le Bihan, Hervé; Sevestre, Patrick; … - 2004

Based upon a large fraction of the price records used for computing the French CPI, we document consumer price rigidity in France. We first provide a methodological discussion of issues involved in estimating average price duration with micro-data. The average duration of prices in the sectors...

Persistent link: https://www.econbiz.de/10009639438

Financial market integration and loan competition

Kaas, Leo - 2004

The paper analyzes how the removal of barriers to entry in banking affect loan competition, bank stability and economic … internalize only the private but not the public benefits of their better credit assessments. Only when bank failure is very likely …

Persistent link: https://www.econbiz.de/10009639463

Consultation paper : draft regulatory technical standards specifying conditions according to which competent authorities may permit institutions to use relevant data covering shorter time period (data waiver permission)

European Banking Authority - 2014

Persistent link: https://www.econbiz.de/10010368050

Representation in XBRL of the Data Point Model

European Banking Authority - 2014

This document describes and explains the architecture of the public consultation version of the draft XBRL taxonomy for second level supervisory reporting developed by the European Banking Authority. In particular, it explains the semantics and syntaxused to express the information requirements...

Persistent link: https://www.econbiz.de/10010368051