WORKING PAPER SERIES NO 1394 / NOVEMBER 2011: BANK RISK DURING THE FINANCIAL CRISIS DO BUSINESS MODELS MATTER? pot

... _*_  (1) WORKING PAPER SERIES NO 1394 / NOVEMBER 2011 by Yener Altunbas, Simone Manganelli and David Marques-Ibanez BANK RISK DURING THE FINANCIAL CRISIS DO BUSINESS MODELS MATTER? MACROPRUDENTIAL ... of the European Central Bank (ECB). The views expressed are those of the authors and do not necessarily reflect those of the ECB. WORKING...

Ngày tải lên: 15/03/2014, 10:20

... FELLOWSHIP PROGRAMME 19 ECB Working Paper Series No 1395 November 2011 subsample. We cannot reject the null that the risk distribution does not differ between both subsamples (Cramer’s V is 0.045). In other words, ... 80% of the limit of the credit line. 18 ECB Working Paper Series No 1395 November 2011 The data set not only contains information on the c...

Ngày tải lên: 22/03/2014, 21:20

... 28 ECB Working Paper Series No 1075 July 2009 European Central Bank Working Paper Series For a complete list of Working Papers published by the ECB, please visit the ECB’s website (http :// www.ecb.europa.eu). 1041 ... 9 ECB Working Paper Series No 1075 July 2009 the case of an economic downturn. Risk also influences the way banks react to GDP shocks....

Ngày tải lên: 15/03/2014, 10:20

... The 22 ECB Working Paper Series No 1332 April 2011 emphasis of the paper has been to identify whether financial stability-related communication “creates news” and/or “reduces noise”. The paper s ... with Northern Rock; defining the start of the crisis with Lehman does not affect our results) and the time of the crisis shows that FSRs have exerted no systema...

Ngày tải lên: 15/03/2014, 10:20

... does the same for nonbidding banks, but note that there are no nonbidding Landesbanks or cooperative central banks. 17 ECB Working Paper Series No 1376 September 2011 Table 1 Bank characteristics: ... at http :// ssrn.com/ abstract_id=1605084. NOTE: This Working Paper should not be reported as representing the views of the European Central Bank (ECB). The views exp...

Ngày tải lên: 15/03/2014, 10:20

... come. Working PaPer SerieS no 967 / november 2008 Central bank miSPerCePtionS and the role of money in intereSt rate ruleS by Günter W. Beck and Volker Wieland 19 ECB Working Paper Series No 967 November ... critical value for the normal distribution, and N = 4, the probability of a cross- check under the null hypothesis is less than 10 −8 . 26 ECB Worki...

Ngày tải lên: 29/03/2014, 13:20

... relevant for the optimal width of the central bank corridorincrisisepisodes,inwhichinterbanktransactioncostsmayexceedthewidthofthecorridorsetby the central bank (regardless of whether the corridor width ... interbank turnover is some function of the size of the initial and the interbank shocks, the volatility of the end of day aggregate shock, the width of the standi...

Ngày tải lên: 29/03/2014, 13:20

... incentives to the agent to comply with the 11 ECB Working Paper Series No. 407 November 2004 3Solvingthemodel The bank designs the contract so that the agent accepts it, and later in his role as the credit officer ... cumbersome. 20 ECB Working Paper Series No. 407 November 2004 The profit level of the decentralized bank exceeds that of the centralized ba...

Ngày tải lên: 06/03/2014, 09:22

... Paper Series No. 518 September 2005 In 2005 all ECB publications will feature a motif taken from the €50 banknote. WORKING PAPER SERIES NO. 518 / SEPTEMBER 2005 This paper can be downloaded ... Except in the case of the short-term loans to firms, the pass-through to retail bank rates is much higher for a horizontal shift in the yield curve (dotted line) 14...

Ngày tải lên: 15/03/2014, 14:20

... Paper Series No. 518 September 2005 In 2005 all ECB publications will feature a motif taken from the €50 banknote. WORKING PAPER SERIES NO. 518 / SEPTEMBER 2005 This paper can be downloaded ... Except in the case of the short-term loans to firms, the pass-through to retail bank rates is much higher for a horizontal shift in the yield curve (dotted line) 14...

Ngày tải lên: 22/03/2014, 23:20