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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Ongena, Steven - 2019
Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...
Persistent link: https://www.econbiz.de/10012064522
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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Ongena, Steven - 2016
Persistent link: https://www.econbiz.de/10011609882
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame … Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial … College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …
Persistent link: https://www.econbiz.de/10011557140
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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Ongena, Steven - 2019
Persistent link: https://www.econbiz.de/10012183010
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Risk spillovers and interconnectedness between systemically important institutions
Andrieş, Alin Marius; Ongena, Steven; Sprincean, Nicu; … - 2020 - This version: May 9, 2020
In this paper we gauge the degree of interconnectedness and quantify the linkages between global and other systemically important institutions, and the global financial system. We document that the two groups and the financial system become more interconnected during the global financial crisis...
Persistent link: https://www.econbiz.de/10012219367
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On becoming an O-SII ("Other Systemically Important Institution")
Andrieş, Alin Marius; Nistor, Simona; Ongena, Steven; … - In: Journal of banking & finance 111 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012221067
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Bank size and systemic risk
Laeven, Luc; Ratnovski, Lev; Tong, Hui - 2014
Persistent link: https://www.econbiz.de/10010382719
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Bank Size and Systemic Risk
Laeven, Luc - 2014
The proposed SDN documents the evolution of bank size and activities over the past 20 years. It discusses whether this evolution can be explained by economies of scale or “too big to fail” subsidies. The paper then presents evidence on the extent to which bank size and market-based...
Persistent link: https://www.econbiz.de/10014411240
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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Matyunina, Alexandra; Ongena, Steven - 2021
Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...
Persistent link: https://www.econbiz.de/10012643066
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Tracking Variation in Systemic Risk at US Banks During 1974-2013
Hovakimian, Armen - 2015
This paper proposes a theoretically based and easy-to-implement way to measure the systemic risk of financial institutions using publicly available accounting and stock market data. The measure models the credit enhancement taxpayers provide to individual banks in the Merton tradition (1974) as...
Persistent link: https://www.econbiz.de/10013036705