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Krahnen, Jan Pieter - 2013

This policy letter provides an overview of the strengths, weaknesses, risks and opportunities of the upcoming comprehensive risk assessment, a euro area-wide evaluation of bank balance sheets and business models. If carried out properly, the 2014 comprehensive assessment will lead the euro area...

Persistent link: https://www.econbiz.de/10010472116

The impact of the ECB banking supervision announcements on the EU stock market

Baglioni, Angelo; Monticini, Andrea; Peel, David - 2021

We study the impact of ECB's supervisory announcements on the Bank Stock index, from 2013 through 2017. Our evidence shows that the news, related to supervisory actions, do have highly significant effects on the market price of banks, contributing to the volatility of the Bank Stock Index for...

Persistent link: https://www.econbiz.de/10012696090

Measuring the cost of equity of euro area banks

Altavilla, Carlo; Bochmann, Paul Martin; Ryck, Jeroen De; … - 2021

The cost of equity for banks equates to the compensation that market participants demand for investing in and holding banks’ equity, and has important implications for the transmission of monetary policy and for financial stability. Notwithstanding its importance, the cost of equity is...

Persistent link: https://www.econbiz.de/10012424350

Reporting behavior and transparency in European banks' country-by-country reports

Dutt, Verena K.; Nicolay, Katharina; Spengel, Christoph - 2021

The public CbCR requirement for EU financial institutions leaves leeway to the reporting firms as regards the … analyze the reporting behavior and the degree of transparency across the reports. We observe a large heterogeneity with … reporting inhibit the interpretability and the comparability of the data. We conclude that the specification of the underlying …

Persistent link: https://www.econbiz.de/10012434484

Probleme der Europäischen Integration : (Gastvorträge 1997)

Hein, Manfred (contributor) - 1997

Persistent link: https://www.econbiz.de/10000670110

European banking supervision : the first eighteen months

Gehrig, Thomas P.; Messori, Marcello; Leite, António P.; … - 2016

Persistent link: https://www.econbiz.de/10011506995

Macroprudential policy in a monetary union with cross-border banking

Darracq Pariès, Matthieu; Kok Sørensen, Christoffer; … - 2019

We analyse the interaction between monetary and macroprudential policies in the euro area by means of a two-country DSGE model with ﬁnancial frictions and cross-border spillover eﬀects. We calibrate the model for the four largest euro area countries (i.e. Germany, France, Italy, and Spain),...

Persistent link: https://www.econbiz.de/10011996735

The procyclicality of banking : evidence from the euro area

Huizinga, Harry; Laeven, Luc - 2019

Persistent link: https://www.econbiz.de/10012127821

Macroprudential policy and bank systemic risk

Meuleman, Elien; Vander Vennet, Rudi - 2019

Persistent link: https://www.econbiz.de/10012026489

Macroprudential stress test of the euro area banking system

Budnik-Gałązka, Katarzyna; Mozzanica, Mirco Balatti; … - 2019

This paper presents an approach to a macroprudential stress test for the euro area banking system, comprising the 91 largest euro area credit institutions across 19 countries. The approach involves modelling banks'reactions to changing economic conditions. It also examines the effects of adverse...

Persistent link: https://www.econbiz.de/10012033284

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