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Using a sample of annual deposit data in the Netherlands for the 2004–2014 period, we study the fraction of deposits transferred per year by 718 individuals. Controlling for demographic factors, we find that deposit rate differences across banks significantly explain the extent to which...
Persistent link: https://www.econbiz.de/10012955739
-2009 financial crisis. We show that the propensity of households to withdraw deposits increases with the severity of bank distress …. Withdrawal risk is, however, substantially mitigated by strong bank-client relationships. Considering the most distressed bank in … our sample, 23 percent of its clients shifted deposits away from the bank during the crisis. Our estimates suggest that …
Persistent link: https://www.econbiz.de/10012905137
similar effect can be observed for other eurozone banks after the introduction of the European bank recovery and resolution …
Persistent link: https://www.econbiz.de/10012858630
protects banks against panic runs. As depositors become more flexible in their bank relations, keeping multiple accounts at … different institutions, the deposit base of banks changes. We analyze the impact of multi-banking on bank stability and show …
Persistent link: https://www.econbiz.de/10012865367
How susceptible to contagion are bank deposits associated with financial inclusion? To shed light on this question, we … analyze the behavior of deposits of different account sizes around three significant bank closures in the Philippines. When we … large deposits at the town level, we find no evidence that the closure of a large bank leads to withdrawals by depositors at …
Persistent link: https://www.econbiz.de/10012919124
deposits are a primary driver backing the same asymmetric relation between domestic bank deposits and the stock market, and are …
Persistent link: https://www.econbiz.de/10013238156
further split the samples of countries on the basis of the median levels of lending and the deposit rate spread, foreign bank …
Persistent link: https://www.econbiz.de/10011527140
We estimate differences in funding costs between the largest banks and the rest of the industry. Using deposit rates offered at the branch level, we eliminate many non-risk-related differences between banks. We document significant and persistent pricing advantages at the largest banks for...
Persistent link: https://www.econbiz.de/10013048962
This study investigates if the Troubled Asset Relief Program (TARP) distorted price competition in U.S. banking. Political indicators reveal bailout expectations after 2009, manifested as beliefs about the predicted probability of receiving equity support relative to failing during the TARP...
Persistent link: https://www.econbiz.de/10013020652
How do real interest rates affect financial fragility? We study this issue in a model in which bank borrowing is … subject to rollover risk. A bank's optimal borrowing trades off the benefit from investing additional funds into profitable … assets with the cost of greater risk of a run by bank creditors. Changes in the interest rate affect the price and amount of …
Persistent link: https://www.econbiz.de/10014258307