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  1. Bail-in and bank funding costs
    Autor*in: Cerasi, Vittoria; Galfrascoli, Paola
    Erschienen: [2021]
    Verlag:  Departimento di economia, metodi quantitativi e strategia di impresa, Università degli studi Milano-Bicocca, [Mailand]

    Zugang:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 718
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: CefES paper series ; no. 472 (July 2021)
    Schlagworte: Bank resolution; Credit Default Swaps; Market discipline
    Umfang: 1 Online-Ressource (circa 26 Seiten)
  2. Stress tests and capital requirement disclosures
    do they impact banks' lending and risk-taking decisions?
    Autor*in: Konietschke, Paul; Ongena, Steven; Marques, Aurea Ponte
    Erschienen: [2022]
    Verlag:  European Central Bank, Frankfurt am Main, Germany

    How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding... mehr

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    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 534
    Fernleihe:
    keine Fernleihe

     

    How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the centralised European stress tests in conjunction with two unique confidential databases containing (i) stress test information for the 2016 and 2018 exercises covering a total of 93 and 87 banks, respectively; and (ii) quarterly supervisory information on approximately 1000 banks (stress-tested and non-tested), allow us to implement a dynamic differencein- differences strategy for a comparable sample of banks. We find that banks participating in the stress tests reallocate credit away from riskier borrowers and towards safer ones in the household sector, making them in general safer but also less profitable. This is especially the case for the set of banks part of the Supervisory Review and Evaluation Process with undisclosed stress tests, which were also not disclosing their Pillar 2 Requirements voluntarily. Our results confirm that the publication of capital requirements can have a disciplinary effect since banks publishing their requirements tend to have more robust capital ratios, which improves market discipline and financial stability.

     
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 9789289952637
    Weitere Identifier:
    hdl: 10419/264504
    Schriftenreihe: Working paper series / European Central Bank ; no 2679 (July 2022)
    Schlagworte: Stress-testing; Credit supply; Profitability; Financial stability; Market discipline
    Umfang: 1 Online-Ressource (circa 48 Seiten)
  3. Stress Tests and Capital Requirement Disclosures
    Do They Impact Banks' Lending and Risk-Taking Decisions?
    Autor*in: Konietschke, Paul; Ongena, Steven; Ponte Marques, Aurea
    Erschienen: [2022]
    Verlag:  SSRN, [S.l.]

    How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding... mehr

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    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Fernleihe:
    keine Fernleihe

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Fernleihe:
    keine Fernleihe

     

    How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the centralised European stress tests in conjunction with two unique confidential databases containing (i) stress test information for the 2016 and 2018 exercises covering a total of 93 and 87 banks, respectively; and (ii) quarterly supervisory information on approximately 1,000 banks (stress-tested and non-tested), allow us to implement a dynamic difference-in-differences strategy for a comparable sample of banks. We find that banks participating in the stress tests reallocate credit away from riskier borrowers and towards safer ones in the household sector, making them in general safer but also less profitable. This is especially the case for the set of banks part of the Supervisory Review and Evaluation Process with undisclosed stress tests, which were also not disclosing their Pillar 2 Requirements voluntarily. Our results confirm that the publication of capital requirements can have a disciplinary effect since banks publishing their requirements tend to have more robust capital ratios, which improves market discipline and financial stability

     
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    Schriftenreihe: Swiss Finance Institute Research Paper ; No. 60, 2022
    Schlagworte: Stress-testing; Credit supply; Profitability; Financial stability; Market discipline
    Umfang: 1 Online-Ressource (50 p)
    Bemerkung(en):

    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 29, 2022 erstellt
  4. Testing the strong-form of market discipline
    the effects of public market signals on bank risk
    Autor*in: Kwan, Simon H.
    Erschienen: May 2004

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    W 840 (2004.19)
    Fernleihe:
    keine Fernleihe
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    Hinweise zum Inhalt
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Working papers series / Federal Reserve Bank of San Francisco ; 2004.19
    Schlagworte: Bankrisiko; Risikomanagement; Kreditrisiko; USA; Banks and banking; Banks and banking; Risk management; Market discipline
    Umfang: Online-Ressource, 39 p., text
  5. The resolution of banking crises and market discipline: international evidence
    Autor*in: Cubillas, Elena; Fonseca, Ana R.; González, Francisco
    Erschienen: 2010
    Verlag:  Fundación de las Cajas de Ahorros, Madrid

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
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    Hinweise zum Inhalt
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Documento de trabajo / Fundación de las Cajas de Ahorros ; 551
    Schlagworte: Market discipline; banking crisis; crisis intervention; regulation; supervision,institutions
    Umfang: Online-Ressource (58 S.)