Search Results - subject_exact:"Bankbilanz"

Stabilizing credit when nonperforming loans surge : the role of asset management companies

Martin, Reiner; O'Brien, Edward J.; Peiris, Udara; … - 2026

When default losses elevate borrowing costs, expanding credit cannot stabilize the economy because default rates feed back to lending rates through bank balance sheets. Asset management companies (AMCs) break this loop by purchasing nonperforming loans at their long-run recovery values, thereby...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015606839

The impact of ESG performance on non-performing loans, capital adequacy, liquidity risk, and net balance sheet position in banks

Ciğer, Ayşegül; Yetiz, Filiz; Kınay, Bülent - 2026

This study examines the relationship between banks' ESG performance and core risk and balance sheet indicators in the Turkish banking sector. Using an unbalanced panel of eight banks listed on Borsa Istanbul over the period 2008-2023, we estimate bank fixed-effects models with one-year-lagged...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015652115

Payment needs and the size of the Federal Reserve's balance sheet

Reis, Ricardo - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015626901

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Payment needs and the size of the federal reserve's balance sheet

Reis, Ricardo - 2026

Book / Working Paper

Differences and interactions between banks' financial statements and prudential regulation

Mérő, Katalin; Tardos, Ágnes - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015485907

Gewinne, Bilanzniveau und -struktur der Schweizer Banken : eine empirische Analyse 1987-2024

Kugler, Peter - 2026

Die vorliegende wirtschaftshistorische Untersuchung geht der Frage nach, wie sich Bilanzwachstum und insbesondere der Ausbau von Auslandaktivitäten auf die Gewinne ausgewählter Schweizer Banken in den vergangenen knapp vier Jahrzehnten ausgewirkt haben. Das Ergebnis für die Jahre 1987 bis...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015644106

Fiscal consequences of central bank losses

Cecchetti, Stephen G.; Hilscher, Jens - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015449025

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Fiscal consequences of central bank losses

Cecchetti, Stephen G.; Hilscher, Jens - 2024

Book / Working Paper

New perspectives on quantitative easing and central bank capital policies

Adrian, Tobias; Erceg, Christopher J.; Kolasa, Marcin; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015449037

A user's guide to reducing the Federal Reserve's balance sheet

Anderson, Alyssa G.; Barbarino, Alessandro; Diercks, … - 2026 - Preliminary draft

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015653111

A survey of research on fair value accounting for financial institutions

Henderson, Darren; Mamo, Kaleab - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015454716

Beyond reserves : the Federal Reserve's balance sheet and the repo market

Anbil, Sriya; Anderson, Alyssa; Cohen, Ethan; Ruprecht, … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668539

Unveiling risk on bank balance sheets : from risk disclosure to credit reallocation

Bruno, Brunella; Marino, Immacolata - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015672935

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Unveiling risk on bank balance sheets : from risk disclosure to credit reallocation

Bruno, Brunella; Marino, Immacolata - 2026

Book / Working Paper

The effect of asset encumbrance on bank behavior : evidence from the introduction of covered bonds in Norway

Cao, Jin; Juelsrud, Ragnar Enger; Sondershaus, Talina - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015457651

Quantitative easing and government debt sustainability

Li, Wenhao; Merkel, Sebastian - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015676113

Accounting for wrongdoing : the financial consequences of bank misconduct

Fernandez de Bilbao, Jose; Figuerola-Ferretti, Isabel … - 2025

This paper investigates the determinants influencing banks’ decisions to disclose P&L misconduct-related charges and assesses the extent to which these P&L charges can predict future misconduct penalty announcements. Previous research has largely focused on the penalty announcements as the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015414075

Leverage actually : the impact on banks' borrowing costs in euro area money markets

Andreeva, Desislava Č.; Samarina, Anna; Sousa Faria, Lara - 2025

This paper explores the impact of the regulatory leverage ratio (LR) on banks' demand for reserves and thus the pricing of overnight liquidity in the euro area money markets. We use daily transaction-level money market data during the period between January 2017 - February 2023 and examine the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015330342

Off-balance sheet and bank behavior : does market power matter?

Widyatini, Ignatia Ryana - 2024

Purpose: This paper examines the significant effect of off-balance sheets (OBS) on earnings management in the banking industry in Indonesia. Furthermore, this study also examines the role of market power as a moderating variable that moderates the relationship between off-balance sheet...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015054063

Sveriges Riksbank's foreign exchange reserve, 1823-2023

Ingman, Gustav - 2025

Recently, there has been increasing research interest in the historical composition of central bank reserves. However, studies in this area is hindered by a lack of data, as such data spanning multiple centuries is only available for a small number of countries. This paper presents an empirical...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015337582

The transmission mechanism of monetary policy in West African Economic and Monetary Union (WAEMU) : evidence from bank balance' sheet

Dieng, Ousmane; Sene, Babacar - 2024

The objective of this research is to assess the effect of holding government securities on the credit channel, taking into account the heterogeneity of WAEMU banks' balance sheets. The methodology adopted to achieve this objective is VAR panel modelling, proposed by Abrigo and Love. The...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015394015

Understanding the German criticism of Target

Perotti, Roberto - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014526033

Integrating balance sheet policy into monetary policy conditions

Mojon, Benoît; Phurichai Rungcharoenkitkul; Xia, Fan Dora - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015448708

Normalizing the central bank's balance sheet : implications for inflation and debt dynamics

Domínguez, Begoña; Gomis-Porqueras, Pedro - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014306170

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Normalizing the central bank's balance sheet : implications for inflation and debt dynamics

Domínguez, Begoña; Gomis-Porqueras, Pedro - 2022

Book / Working Paper

South Africa : Technical Assistance Report-Stress Testing the Central Bank Balance Sheet and Calibrating Risk-based Capital Buffers

2025

Central bank balance sheet stress testing (CBST) models are designed to support central banks in determining appropriate capital levels and informing decisions on dividend distribution. A key concept in this context is policy solvency, which refers to a central bank's ability to generate...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015451969

The central bank's balance sheet and treasury market disruptions

Avernas, Adrien d'; Petersen, Damon; Vandeweyer, Quentin - 2025

This paper studies how Treasury market dynamics depend on adjustments to the central bank balance sheet. We introduce a dynamic model of Treasury bonds with traditional and shadow banks. In the model, both Treasury and repo market disruptions arise as a joint consequence of three frictions: (i)...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015434002

Asset reclassifications and bank recapitalization during the financial crisis

Bischof, Jannis; Brüggemann, Ulf; Daske, Holger - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014288434

An asset-liability management approach to the Federal Reserve balance sheet

De Vere, Hugo; Ramaswamy, Srini; Schulhofer-Wohl, Sam - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015437442

Private equity and bank capital requirements : evidence from European firms

Lavery, Paul; Spaliara, Marina-Eliza; Tsoukas, Serafeim - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014279206

Bank capital and balance sheet management during times of distress : international evidence

Lopes, Samuel da Rocha; Foos, Daniel; Janowski, Aaron; … - 2025 - Revised

This paper studies how banks manage their equity capital in the short run, particularly during periods of distress, based on Basel III monitoring data. The findings challenge the conventional assumption that bank capital is largely exogenous in the short run, meaning that banks cannot adjust...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015438178

Financial development and regional bank instability in the United States : an analysis of bank balance sheet structures

Cheng, Pu - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015372495

Central bank balance sheets under foreign exchange accumulation : insights from endogenous money theory and monetary policy implementation

Bozhinovska, Simona - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015330319

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Central bank balance sheets under foreign exchange accumulation : insights from endogenous money theory and monetary policy implementation

Bozhinovska, Simona - 2023

Book / Working Paper

The central bank's balance sheet and treasury market disruptions

2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015430943

The impact of capital-based macroprudential policy on banks' balance sheet composition

Mandas, Marco; Goodell, John W. - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015466961

The parable of the fiscal-military state : the Napoleonic Bank of England

Chadha, Jagjit - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015641991

An analysis of the Brazilian Central Bank balance sheet and its main policy instruments

Kappes, Sylvio - 2025

This chapter aims to analyze the Brazilian Central Bank (BCB) balance sheet and its main policy instruments since the adoption of inflation targeting in 1999. This period was characterized by a process of international reserves accumulation, which led to many changes in the liabilities of the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015460291

Georgia : Technical Assistance Report-Report on Stress Testing the Central Bank Balance Sheet and Developing Hedging Markets

2024

This CD engagement covered two distinct areas to help the National Bank of Georgia (NBG) deliver on its price stability mandate, it: 1) provided a forward-looking analysis of the NBG's balance sheet to assess its policy solvency and to help institutionalize such a process, and 2) outlined a...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015058464

The Secular Decline of Bank Balance Sheet Lending

Buchak, Greg; Matvos, Gregor; Piskorski, Tomasz; Seru, Amit - 2024

The traditional model of bank-led financial intermediation, where banks issue demandable deposits to savers and make informationally sensitive loans to borrowers, has seen a dramatic decline since 1970s. Instead, private credit is increasingly intermediated through arms-length transactions, such...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014486266

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The secular decline of bank balance sheet lending

Buchak, Greg; Matvos, Gregor; Piskorski, Tomasz; Seru, Amit - 2024

Book / Working Paper

Understanding the Fed's balance sheet

Powell, Jerome H. - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015651370

Toss a stablecoin to your banker : stablecoins' impact on banks' balance sheets and prudential ratios

Coste, Charles-Enguerrand - 2024

This paper explores the relationship between banks and stablecoins and their issuers, focusing on the mechanical effects on banks' capital and liquidity ratios when issuing stablecoins or collecting deposits from stablecoin issuers. The analysis reveals that converting retail deposits into...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014583751

Constructing a country-specific indicator for cyclical systemic risk

Vella, Sarah - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015475137

Stock market implications of Fed's balance sheet size

Ruman, Asif M. - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013173398

Accounting vs. prudential disclosure : an empirical analysis of credit institutions in the context of valuation and impairments

Tietz, Simon; Igl, Andreas - 2024 - 1. Auflage

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015083948

Bad loan recovery rates in 2021

Fischetto, A. L.; Guida, I.; Rendina, A.; Santini, G. - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013492756

Bank capital and monetary policy transmission : analyzing the central bank's dilemma in the indian context

Sengupta, Rajeswari; Vardhan, Harsh; Verma, Akhilesh - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015078026

Commodity prices, bank balance sheets and macroprudential policies in small open economies

Villca, Alfredo - 2022

How important are liability dollarization in the transmission of commodity shocks on business cycles? To address this question, we developed a small open economy DSGE model with a banking sector and financial friction. The banks collect funds in the international capital markets in the form of...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013198126

Post-COVID central bank balance sheet normalization and its implications : the case of ASEAN-4 economies

Khor, Hoe Ee; Runchana Pongsaparn; Pim-orn Wacharaprapapong - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014513956

Aggregate lending and modern financial intermediation : why bank balance sheet models are miscalibrated

Buchak, Greg; Matvos, Gregor; Piskorski, Tomasz; Seru, Amit - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014633620

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Aggregate Lending and Modern Financial Intermediation : Why Bank Balance Sheet Models are Miscalibrated

Buchak, Greg; Matvos, Gregor; Piskorski, Tomasz; Seru, Amit - 2023

Book / Working Paper

The macroprudential role of central bank balance sheets

Eren, Egemen; Jackson, Timothy P.; Lombardo, Giovanni - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014520813

A balance sheet analysis of monetary policy effects on banks

Li, Boyao - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014635914

Central bank balance sheets and long-term interest rates : revisiting Japan's unconventional monetary policy experience

Nakajima, Jouchi - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015110356

Domestic lending and the pandemic : how does banks' exposure to COVID-19 abroad affect their lending in the United States?

Temesvary, Judit; Wei, Andrew - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014551373

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Domestic lending and the pandemic : how does banks' exposure to Covid-19 abroad affect their lending in the United States?

Temesvary, Judit; Wei, Andrew - 2021

Book / Working Paper

The central bank's balance sheet in the long run : a macro perspective

2024

We study whether it is desirable for the central bank to supply reserves abundantly, i.e. beyond the level that satisfies financial institutions' aggregate liquidity needs. Using a theoretical framework, we demonstrate that abundant reserves would help fulfil the private sector's demand for safe...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015275571