... of post-acquisition practices in the U.S. banking industry,
University of Pennsylvania, The Wharton School WorkingPaperSeries 10.
30
ECB
Working PaperSeries No. 398
October 2004
References
Acharya, ... among banks showing substantial elements of
5
ECB
Working PaperSeries No. 398
October 2004
Houston, J. H. and M. Ryngaert (1994), The overall gains from large bank mergers,
Journal of Banking ... System Conference 2,
Part 2.
27
ECB
Working PaperSeries No. 398
October 2004
W ORKING PAPER SERIES
NO. 398 / OCTOBER 2004
MERGERS AND
ACQUISITIONS AND
BANK PERFORMANCE
IN EUROPE
THE ROLE...
... <
q
G
θ
H
−c
2
+
q
G
µ
H
δ
− ¯u.
10
ECB
Working PaperSeries No. 407
November 2004
or fire (R =0)the credit officer accordingly.
W ORKING PAPER SERIES
NO. 407 / NOVEMBER 2004
BANKING
CONSOLIDATION
AND SMALL ... governance, banking, small business lending, efficiency wage
4
ECB
Working PaperSeries No. 407
November 2004
Non-tec hnical summ ary
The paper provides a new perspective on the effects of banking consolidation ... no w the bank has to pay
19
ECB
Working PaperSeries No. 407
November 2004
[25] Peek, Joe and Rosengren, Eric S., 1998, Bank consolidation and small business
lending: It’s not just bank size...
... like
35
ECB
Working PaperSeries No. 527
September 2005
In 2005 all ECB
publications
will feature
a motif taken
from the
€50 banknote.
WORKING PAPER SERIES
NO. 527 / SEPTEMBER 2005
This paper ... assess the systemic breadth of currency crises.
14
ECB
Working PaperSeries No. 527
September 2005
WORKING PAPER SERIES
NO. 527 / SEPTEMBER 2005
BANKING SYSTEM
STABILITY
A CROSS-ATLANTIC
PERSPECTIVE
by ... request.
42
ECB
Working PaperSeries No. 527
September 2005
Abstract
This paper derives indicators of the severity and structure of banking system risk
from asymptotic interdependencies between banks’...
... 34?>B8C>AB C> <>=8C>A 10=:4AB
WORKING PAPER SERIES
NO 845 / DECEMBER 2007
RUN-PRONE BANKING
AND ASSET MARKETS
by Marie Hoerova
35
ECB
Working PaperSeries No 845
December 2007
B>;4;H ... 02@D8A4
WORKING PAPER SERIES
NO 845 / DECEMBER 2007
In 2007 all ECB
publications
feature a motif
taken from the
20 banknote.
RUN-PRONE BANKING AND
ASSET MARKETS
1
by Marie Hoerova
2
This paper ... on a bank in which the consumer deposits all of his
assets in exchange for a bank demand deposit contract. This raises the question:
Would it be better to expand the banking contract to a banking-financial...
... (online)
WORKING PAPER SERIES
NO 868/FEBRUARY2008
PURDAH
ON THE RATIONALE FOR
CENTRAL BANK SILENCE
AROUND POLICY
MEETINGS
byMichael Ehrmann
and Marcel Fratzscher
5
ECB
Working PaperSeries No ...
author(s).
The views expressed in this paper do not
necessarily refl ect those of the European
Central Bank.
The statement of purpose for the ECB
Working PaperSeries is available
from the ECB ... reasonable."
WORKING PAPER SERIES
NO 868 / FEBRUARY 2008
In 2008 all ECB
publications
feature a motif
taken from the
10 banknote.
PURDAH
ON THE RATIONALE FOR
CENTRAL BANK SILENCE
AROUND...
...
48
European Central BankWorkingPaperSeries
54
CONTENTS
15
ECB
Working PaperSeries No 898
May 2008
12
2007). The models differ with respect to both which aspects of central bank transparency ... central banks send,
concentrating mainly on three major central banks: the Federal Reserve System, the Bank of
England, and the European Central Bank.
14
We first split the vector of central bank ... e-mail:
jakob.de.haan@rug.nl
5 De Nederlandsche Bank - Economics and Research Division, P.O. Box 98, 1000 AB
Amsterdam, NL; e-mail: d.jansen@dnb.nl
Working PaPer SerieS
no 898 / May 2008
Central Bank
CoMMuniCation and...
... 24
European Central BankWorkingPaperSeries
28
CONTENTS
4
ECB
Working PaperSeries No 1075
July 2009
Abstract
We find evidence of a bank lending channel for the euro area operating via bank risk.
Financial ... changes.
Keywords: bank, risk, bank lending channel, monetary policy.
JEL Classification: E44, E55.
28
ECB
Working PaperSeries No 1075
July 2009
European Central BankWorkingPaper Series
For a ... June 2009.
Working PaPer SerieS
no 1075 / July 2009
Bank riSk anD
MoneTary PoliCy
by Yener Altunbas,
Leonardo Gambacorta
and David Marques-Ibanez
27
ECB
Working PaperSeries No 1075
July...
... 0.58
Market leverage Book leverage
36
ECB
Working PaperSeries No 1096
Septembre 2009
5
ECB
Working PaperSeries No 1096
Septembre 2009
The objective of this paper is to examine whether capital requirements ... minus the equity ratio, the
14
ECB
Working PaperSeries No 1096
Septembre 2009
6
ECB
Working PaperSeries No 1096
Septembre 2009
Fourth, unobserved time-invariant bank fixed-effects are important ... 2415
63144
2207
4369
R
2
0.79
0.29
0.19
0.55
34
ECB
Working PaperSeries No 1096
Septembre 2009
4
ECB
Working PaperSeries No 1096
Septembre 2009
Abstract
The paper shows that mispriced deposit insurance...
... views expressed in this paper do not
necessarily refl ect those of the European
Central Bank.
Information on all of the working papers
published in the ECB’s WorkingPaper
Series can be found ... Germany, Italy, the Netherlands, and Spain.
ECB
Working PaperSeries No 1150
January 2010
25
WORKING PAPER SERIES
NO 1150 / JANUARY 2010
This paper can be downloaded without charge from
http://www.ecb.europa.eu ... households
5
ECB
Working PaperSeries No 1150
January 2010
3
ECB
Working PaperSeries No 1150
January 2010
Abstract
4
Non-technical summary
5
1 Introduction
7
2 A model on the banking lending...
... credit
Bank
spread
t
Bank loan
growth
t
Bank spread
t
BBB nfc
spreads
t
BBB
spreads
Bank loan
growth
t
Bank
spread
t
Bank loan
growth
t
21
ECB
Working PaperSeries ...
15
ECB
Working PaperSeries No 1160
February 2010
Working PaPer SerieS
no 1160 / FeBrUarY 2010
evidence For
by Gabe de Bondt,
José-Luis Peydró
and Silvia Scopel
SUrveY maTTerS
The eUro area
Bank ... views expressed in this paper do not
necessarily refl ect those of the European
Central Bank.
Information on all of the working papers
published in the ECB’s WorkingPaper
Series can be found...
... the German Bank-
ing System?” Goethe University WorkingPaper Finance and Accounting No. 147.
40
ECB
Working PaperSeries No 1272
December 2010
Hakenes, H. and I. Schnabel (2010): “Banks Without ... unobserved bank level heterogeneity by including
bank fixed effects in a set of regressions combining savings banks and the control group
26
ECB
Working PaperSeries No 1272
December 2010
ante riskier banks ... include bank
holding companies, commercial banks, cooperative banks, and medium and long term
credit banks.
10
9
There are seven savings banks that are not full members in the savings banks association....
... c.banker sees more small bank bankruptcies ”
“Some smaller Chinese banks and credit cooperatives could sink into bankruptcy due to bad
loans, although a banking crisis was unlikely, central bank ... bank governors for all those central banks listed in Cihak (2006, 2007),
i.e. for all central banks which release FSRs. We succeeded to identify such release dates for
6
ECB
Working PaperSeries ... of a
cluster or not.
8
ECB
Working PaperSeries No 1332
April 2011
The paper proceeds in section 2 by outlining a more general motivation and relating the
current paper to the existing literature....
... see earlier working
paper versions of this paper.
36
ECB
Working PaperSeries No 1376
September 2011
Table 6
Panel regressions of pricing and bidding variables on market conditions and bank characteristics
Each ... banks as classified by the Deutsche Bundesbank: private
banks, savings banks, cooperatives, branches of foreign banks, Landesbanks,
and cooperative central banks. The variables are defined
in Subsection ... interbank trade, bank runs, and panics. Jour-
nal of Financial Intermediation 2, 59–82.
Ehrmann, M., Worms, A., 2004. Bank networks and monetary policy transmission. Jour-
WORKING PAPER SERIES
NO...
...
44
ECB
Working PaperSeries No 1394
November 2011
Table IV
The effects of bank business models on bank risk:
OLS estimates for systematic risk
This table presents the effects of bank business ... Tinbergen
Institute Discussion Paper
s 11-039/2.
Rajan, R.G. (2005), “Has Financial Development Made the World Riskier?”, National Bureau of
Economic Research WorkingPaper Series, No. 11728.
Reinhart, ...
Money, Credit, and Banking, 36, pp. 853-882.
4
ECB
Working PaperSeries No 1394
November 2011
Abstract
We exploit the 2007-2009 financial crisis to analyze how risk relates to bank business
models....
... differences indicate a higher pass-through during the EMU sample
42
ECB
Working PaperSeries No. 518
September 2005
47
ECB
Working PaperSeries No. 518
September 2005
506 “Settlement finality as a public ... K.P., 1997, On the determinants of bank interest margins under credit and interest rate risks,
Journal of Banking and Finance, 21(2), 251-271.
24
ECB
Working PaperSeries No. 518
September 2005
... for all countries. All series have a monthly
frequency – for France, we interpolated quarterly series – have been extracted from the ECB national
10
ECB
Working PaperSeries No. 518
September...