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

... all banks in the respective sample. Working PaPer SerieS no 1075 / July 2009 Bank riSk anD MoneTary PoliCy by Yener Altunbas, Leonardo Gambacorta and David Marques-Ibanez19ECB Working ... 9ECB Working Paper Series No 1075 July 2009the 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 ... Banks Say About the Transmission of Monetary Policy , The American Economic Review, Vol. 90, No. 3, pp. 407-428. 23ECB Working Paper Series No 1075 July 2009 Kashyap A.K., Stein J. C. and...

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

... affected all the indicators of bank risk for Greek banks. 20ECB Working Paper Series No 1394November 2011however, the appearance of bank risk unfolds progressively and manifests itself in different ... measures of systemic risk based on stock market information. 21ECB Working Paper Series No 1394November 2011iii. Central bank liquidity demand (bid) – Our third measure of bank risk is based on ... ,5,4,3structure Capital,,2,10,_____ _*_ (1) WORKING PAPER SERIES NO 1394 / NOVEMBER 2011by Yener Altunbas, Simone Manganelli and David Marques-Ibanez BANK RISK DURING THE FINANCIAL CRISISDO BUSINESS...

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Working Paper Series no 1096 / September 2009: The determinants of Bank capital structure potx

... time (banks substituting deposits and non-deposit liabilities) and in the cross section (there are banks with different amounts of deposits and non-deposit liabilities). 19ECB Working Paper Series ... for banks to finance assets partially with capital. This is consistent with our negative relationship between risk and leverage. 28ECB Working Paper Series No 1096Septembre 2009 WORKING PAPER ... PAPER SERIES NO 1096 / SEPTEMBER 2009This paper can be downloaded without charge fromhttp :// www.ecb.europa.eu or from the Social Science Research Networkelectronic library at http :// ssrn.com/abstract_id=1478335.In...

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

... 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 2005 WORKING PAPER SERIES NO. 518 / ... banknote. WORKING PAPER SERIES NO. 518 / SEPTEMBER 2005This paper can be downloaded without charge from http :// www.ecb.int or from the Social Science Research Network electronic library at http :// ssrn.com/abstract_id=781086.TERM ... Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking, Journal of Banking and Finance, 21, 55-87. Angeloni, I. and M. Ehrmann, 2003, Monetary transmission...

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

WORKING PAPER SERIES NO. 580 / JANUARY 2006: BANK INTEREST RATE PASS-THROUGH IN THE EURO AREA A CROSS COUNTRY COMPARISON ppt

... allows for an indirect test for cointegration. 18ECB Working Paper Series No. 580January 2006 WORKING PAPER SERIES NO. 580 / JANUARY 2006 BANK INTEREST RATE PASS-THROUGH IN THE EURO AREAA ... determination is provided by Rapach and Wohar (2004). 27 The URL of his web page is: http :// yoda.eco.auckland.ac.nz/~dsul013/home.htm. 19ECB Working Paper Series No. 580January 2006 5. Empirical ... will feature a motif taken from the €5 banknote. WORKING PAPER SERIES NO. 580 / JANUARY 2006This paper can be downloaded without charge from http :// www.ecb.int or from the Social Science Research...

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

... qBµH28ECB Working Paper Series No. 407November 2004In 2004 all publications will carry a motif taken from the €100 banknote.W ORKING PAPER SERIES NO. 407 / NOVEMBER 2004BANKING CONSOLIDATION ... agent, a s the agent contemplates18ECB Working Paper Series No. 407November 2004W ORKING PAPER SERIES NO. 407 / NOVEMBER 2004BANKING CONSOLIDATION AND SMALL BUSINESS LENDINGby Előd Takátsonly ... the bank s information and action set the bank can set (w,π∗) pairs and baseher ﬁring/retaining decision about zH, zL and π.(3) The bank can not observe the state of the world and can not...

WORKING PAPER SERIES NO. 398 / OCTOBER 2004: MERGERS AND ACQUISITIONS AND BANK PERFORMANCE IN EUROPE THE ROLE OF STRATEGIC SIMILARITIES potx

... taken from the €100 banknote.W ORKING PAPER SERIES NO. 398 / OCTOBER 2004MERGERS AND ACQUISITIONS AND BANK PERFORMANCE IN EUROPETHE ROLE OF STRATEGIC SIMILARITIES12 and David Marqués ... Dierick and J. Vesala (2002), Banking integration in the euro area, EuropeanCentral Bank Occasional Paper No. 6.Carletti, E., P. Hartmann and G. Spagnolo (2002) Bank Mergers, Competition and Financial ... asset/Total depositCost-income ratioCOST/INC Total cost/Total revenuesCapital-assets ratioCA/TA Capital/Total assetsLoans-total assetsLOAN/TA Net loans/Total assetsCredit risk BADL/INT_INC...

WORKING PAPER SERIES NO 868 / FEBRUARY 2008: PURDAH ON THE RATIONALE FOR CENTRAL BANK SILENCE AROUND POLICY MEETINGS pptx

... Review of Economic Policy 18(4), 495-503. Bank of England (2000). Monetary Policy Framework Speaking Restrictions. Available at http :// www.bankofengland.co.uk/monetarypolicy/restrictions.htm ... Rates and Optimal Monetary Policy, Brookings Papers on Economic Activity 1:139–211. Ehrmann, M. and M. Fratzscher (2005). How should central banks communicate? ECB Working Paper No. 557, November ... were not very knowledgeable, many of the current breed have MAs and PhDs in economics.” WORKING PAPER SERIES NO 868/FEBRUARY2008PURDAHON THE RATIONALE FORCENTRAL BANK SILENCEAROUND POLICY MEETINGSbyMichael...

WORKING PAPER SERIES NO 898 / MAY 2008: CENTRAL BANK COMMUNICATION AND MONETARY POLICY A SURVEY OF THEORY AND EVIDENCE doc

... does not know 10 For related work see Michelle Garfinkel and Seonghwan Oh (1995), Faust and Svensson (2001), and Henrik Jensen (2002). 16ECB Working Paper Series No 898May 2008banks, and ... central bank. Some of the difficulties in doing so are described by Mishkin (2004) and Cukierman (2008). Working PaPer SerieS no 898 / May 2008Central Bank CoMMuniCation and Monetary PoliCy a ... understanding of the way the central bank thinks WORKING PAPER SERIES NO 898 / MAY 2008In 2008 all ECB publications feature a motif taken from the 10 banknote.CENTRAL BANK COMMUNICATION AND...

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