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 2011by 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 PAPER SERIES NO 1394 / NOVEMBER 2011 BANK RISK DURING ... NETWORK19ECB Working Paper Series No 1394 November 2011 The dependent variable (ri,c) measures the distress of bank i during the crisis period c (2007Q4 to 2009Q4),11 while the regressors include the...

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WORKING PAPER SERIES NO 1395 / NOVEMBER 2011: ON THE IMPORTANCE OF PRIOR RELATIONSHIPS IN BANK LOANS TO RETAIL CUSTOMERS pptx

... FELLOWSHIPPROGRAMME19ECB Working Paper Series No 1395 November 2011subsample. 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. 18ECB Working Paper Series No 1395 November 2011 The data set not only contains information on the checking accounts that loan applicants hold at the savings ... at http :// ssrn.com/abstract_id=1572673.NOTE: This Working Paper should not be reported as representing the views of the European Central Bank (ECB). The views expressed are those of the authors...

Working PaPer SerieS no 1075 / July 2009: Bank riSk anD MoneTary PoliCy ppt

... 28ECB Working Paper Series No 1075July 2009European 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 ... 9ECB Working Paper Series No 1075July 2009 the case of an economic downturn. Risk also influences the way banks react to GDP shocks. Loan supply from low -risk banks is less affected by economic ... “high -risk bank has the average EDF of banks in the fourth quartile (i.e. EDFH is equal to 1.13%); a “low -risk bank has the average EDF of the banks in the first quartile (EDFL=0.38%). The...

WORKING PAPER SERIES NO 1332 / APRIL 2011: CENTRAL BANK COMMUNICATION ON FINANCIAL STABILITY docx

... The 22ECB Working Paper Series No 1332April 2011emphasis 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 systematic effect on stock markets during ... How Do Central Banks Write On Financial Stability? IMF Working Paper No. 0 6/1 63. Cihak, M. (2007). Central Banks and Financial Stability: A Survey. Mimeo, available at http :// ssrn.com/abstract=9983....

WORKING PAPER SERIES NO 1376 / SEPTEMBER 2011: THE PRICE OF LIQUIDITY THE EFFECTS OF MARKET CONDITIONS AND BANK CHARACTERISTICS pptx

... does the same for nonbidding banks,but note that there are no nonbidding Landesbanks or cooperative central banks.17ECB Working Paper Series No 1376September 2011Table 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 expressed are those of the authors ... of the authors and do not necessarily reflect those of the ECB. WORKING PAPER SERIES NO 1376 / SEPTEMBER 2011 THE PRICE OF LIQUIDITY THE EFFECTS OF MARKET CONDITIONS AND BANK CHARACTERISTICS...

Working PaPer SerieS no 967 / november 2008: Central bank miSPerCePtions and the role of money in interest rate rules pptx

... come. Working PaPer SerieS no 967 / november 2008Central bank miSPerCePtionS and the role of money in intereSt rate ruleSby Günter W. Beck and Volker Wieland19ECB 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 10−8.26ECB Working Paper Series No 967 November 2008NK -models. Comparing ... μfkthen applies till the next adjustment is triggered. WORKING PAPER SERIES NO 967 / NOVEMBER 2008In 2008 all ECB publications feature a motif taken from the 10 banknote.CENTRAL BANK...

WORKING PAPER SERIES NO 1350 / JUNE 2011: THE OPTIMAL WIDTH OF THE CENTRAL BANK STANDING FACILITIES CORRIDOR AND BANKS’ DAY-TO-DAY LIQUIDITY MANAGEMENT pdf

... 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 volatilityof the end of day aggregate shock, the width of the standing facilities corridor and the ... When the standing facilities corridor is very narrow to begin with, say 20 bp, then the expected turnover22ECB Working Paper Series No 1350June 2011Figure 6: Expected interbank turnover for the...

WORKING PAPER SERIES NO. 407 / NOVEMBER 2004: BANKING CONSOLIDATION AND SMALL BUSINESS LENDING potx

... incentives to the agent to comply with the 11ECB Working Paper Series No. 407 November 20043Solvingthemodel The bank designs the contract so that the agent accepts it, and later in his role as the creditofficer ... cumbersome.20ECB Working Paper Series No. 407 November 2004 The profit level of the decentralized bank exceeds that of the centralized bank if the supervision cost W/L is sufficiently lo w or the efficiency ... basis. The second difference is that no w the bank has to pay19ECB Working Paper Series No. 407 November 2004for the supervisor. Consequently, the per credit officer profit is decreased by the supervisioncost...

WORKING PAPER SERIES NO. 518 / SEPTEMBER 2005: TERM STRUCTURE AND THE SLUGGISHNESS OF RETAIL BANK INTEREST RATES IN EURO AREA COUNTRIES docx

... Paper Series No. 518September 2005In 2005 all ECB publications will feature a motif taken from the €50 banknote. WORKING PAPER SERIES NO. 518 / SEPTEMBER 2005This 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) 14ECB Working Paper Series No. 518September ... adjustment towards the “equilibrium price of retail bank products” is significantly higher since the launch of the euro. The introduction of the euro may have 18ECB Working Paper Series No. 518September...

WORKING PAPER SERIES NO. 518 / SEPTEMBER 2005: TERM STRUCTURE AND THE SLUGGISHNESS OF RETAIL BANK INTEREST RATES IN EURO AREA COUNTRIES pptx

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