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Stress testing and bank efficiency : evidence from Europe

Hasan, Iftekhar; Pasiouras, Fotios - In: International journal of corporate finance and … 2 (2015) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10011514624

Sovereign risk and deposit dynamics : evidence from Europe

Grigorian, David A.; Manole, Vlad - In: Applied economics 49 (2017) 29, pp. 2851-2860

Persistent link: https://www.econbiz.de/10011819745

What are the determinants of MREL-eligible debt yields? : evidence from the EU banking sector

Rocamora, María; Suárez, Nuria; Monjas Barroso, Manuel - 2020

higher levels of risk sensitiveness after the entry into force of the first Bank Recovery and Resolution Directive. However … particular regarding bank and market risk variables. Our model also suggests that investors closely monitor senior non …

Persistent link: https://www.econbiz.de/10012287952

Capital requirements in Pillar 1 or Pillar 2 : does it matter for market discipline?

Witte, Niklas - 2024

The results of this paper provide empirical evidence that regulatory capital ratios drive bank Credit Default Swaps … weights than imposed as a percentage of Risk-Weighted Assets (RWAs) under Pillar 2. In other words, market discipline on bank …

Persistent link: https://www.econbiz.de/10015177026

Determinants of bank distress in Europe : evidence from a new data set

Poghosyan, Tigran; Čihák, Martin - In: Journal of financial services research : JFSR 40 (2011) 3, pp. 163-184

Persistent link: https://www.econbiz.de/10009532391

Implicit guarantees, business models and banks’ risk-taking through the crisis : global and European perspectives

Prabha, Apanard; Wihlborg, Clas - In: Journal of economics & business 76 (2014), pp. 10-38

Persistent link: https://www.econbiz.de/10010506036

Cost of borrowing shocks and fiscal adjustment

De Groot, Oliver; Holm-Hadulla, Fédéric; Leiner, Nadine - In: Journal of international money and finance 59 (2015), pp. 23-48

Persistent link: https://www.econbiz.de/10011478283

The new bail-in regime and the need for stronger Market Discipline : what can we learn from the Greek case?

Evangelos, Vasileiou - In: International journal of finance & banking studies : JJFBS 3 (2014) 1, pp. 85-113

Persistent link: https://www.econbiz.de/10010532776

Debt and punishment : market discipline in the Eurozone

Rommerskirchen, Charlotte - In: New political economy 20 (2015) 5, pp. 752-782

Persistent link: https://www.econbiz.de/10011326178

Too complex to work : a critical assessment of the bail-in tool under the European bank recovery and resolution regime

Tröger, Tobias - 2017 - This version: September 4, 2017

This paper analyzes the bail-in tool under the Bank Recovery and Resolution Directive (BRRD) and predicts that it will … establishing adequate market discipline through risk-reflecting prices for bank capital. The main reason for this lies in the … bank’s balance sheet should be subjected to bail-in is misguided. Instead, a concentration of PSI in instruments that fall …

Persistent link: https://www.econbiz.de/10011720764