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Displaying results 1 to 25 of 38.

  1. NPL in banks of Bangladesh
    macro economic and bank specific perspective
    Published: July, 2023
    Publisher:  Bangladesh Institute of Bank Management (BIBM), Dhaka, Bangladesh

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Research monograph / Bangladesh Institute of Bank Management ; 69
    Subjects: Bank; Notleidender Kredit; Makroökonomik; Bangladesch
    Scope: 1 Online-Ressource (circa 34 Seiten), Illustrationen
  2. Banking and information technology
    BIT ; a strategic report for top management[Deutsche Ausgabe]
    Published: 2000-2024; anfangs
    Publisher:  Ibi Research GmbH, Regensburg ; Inst. für Bankinformatik und Bankstrategie an der Univ. Regensburg

    Deutsche Nationalbibliothek
    Z 2000 B 1182
    1.2000 - 25.2024
    Deutsche Nationalbibliothek
    Z 2000 B 1182
    1.2000 - 25.2024
    Technische Universität Bergakademie Freiberg, Bibliothek 'Georgius Agricola'
    XVI 4962
    1.2000,4 - 2.2001
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Z 9344c
    1.2000 - 25.2024,1
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    Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim
    2.2001 -
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    Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim
    Unlimited inter-library loan, copies and loan
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    Source: Union catalogues
    Language: German
    Media type: Journal
    Format: Print
    ISSN: 1615-0252
    Other identifier:
    swets: 98200002
    RVK Categories: QA 10000
    Subjects: Bank; Informationstechnik; Electronic Banking
    Scope: 29 cm
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    Bis 2006 4x jährl., ab 2007 3x jährl.

  3. Monetary Tightening and U.S. Bank Fragility in 2023
    Mark-to-Market Losses and Uninsured Depositor Runs?
    Published: March 2023
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    We analyze U.S. banks' asset exposure to a recent rise in the interest rates with implications for financial stability. The U.S. banking system's market value of assets is $2 trillion lower than suggested by their book value of assets accounting for... more

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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    We analyze U.S. banks' asset exposure to a recent rise in the interest rates with implications for financial stability. The U.S. banking system's market value of assets is $2 trillion lower than suggested by their book value of assets accounting for loan portfolios held to maturity. Marked-to-market bank assets have declined by an average of 10% across all the banks, with the bottom 5th percentile experiencing a decline of 20%. We illustrate that uninsured leverage (i.e., Uninsured Debt/Assets) is the key to understanding whether these losses would lead to some banks in the U.S. becoming insolvent-- unlike insured depositors, uninsured depositors stand to lose a part of their deposits if the bank fails, potentially giving them incentives to run. A case study of the recently failed Silicon Valley Bank (SVB) is illustrative. 10 percent of banks have larger unrecognized losses than those at SVB. Nor was SVB the worst capitalized bank, with 10 percent of banks having lower capitalization than SVB. On the other hand, SVB had a disproportional share of uninsured funding: only 1 percent of banks had higher uninsured leverage. Combined, losses and uninsured leverage provide incentives for an SVB uninsured depositor run. We compute similar incentives for the sample of all U.S. banks. Even if only half of uninsured depositors decide to withdraw, almost 190 banks are at a potential risk of impairment to insured depositors, with potentially $300 billion of insured deposits at risk. If uninsured deposit withdrawals cause even small fire sales, substantially more banks are at risk. Overall, these calculations suggest that recent declines in bank asset values very significantly increased the fragility of the US banking system to uninsured depositor runs

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NBER working paper series ; no. w31048
    Subjects: Bankrisiko; Bank; Kapitalstruktur; Einlagengeschäft; Einlagensicherung; Bankenregulierung; Bankenkrise; USA; Financial Institutions and Services; Regulation and Industrial Policy
    Scope: 1 Online-Ressource, illustrations (black and white)
    Notes:

    Hardcopy version available to institutional subscribers

  4. The March 2023 Bank Interventions in Long-Run Context – Silicon Valley Bank and beyond
    Published: March 2023
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    U.S. and European banking institutions were hit by a wave of distress in March 2023. Policymakers on both sides of the Atlantic reacted with an array of interventions, some targeting individual institutions, others designed to shore up the banking... more

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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    U.S. and European banking institutions were hit by a wave of distress in March 2023. Policymakers on both sides of the Atlantic reacted with an array of interventions, some targeting individual institutions, others designed to shore up the banking sector as a whole. This paper contextualizes events using a new long-run database on banking-sector policy interventions over the last eight centuries. On that basis, recent actions have already been unusual in their policy mix and size - in the database, the vast majority of events with the same pattern of interventions ultimately evolved into "systemic" bank-distress episodes

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NBER working paper series ; no. w31066
    Subjects: Bank; Bankenkrise; Finanzkrise; Bankenregulierung; USA; Financial Crises
    Scope: 1 Online-Ressource, illustrations (black and white)
    Notes:

    Hardcopy version available to institutional subscribers

  5. Signals and Stigmas from Banking Interventions
    Lessons from the Bank Holiday in 1933
    Published: March 2023
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    A nationwide banking panic forced President Franklin Roosevelt to declare a nationwide banking holiday immediately after his inauguration in March 1933. The government reopened sound banks sequentially, with some resuming operations sooner and others... more

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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    A nationwide banking panic forced President Franklin Roosevelt to declare a nationwide banking holiday immediately after his inauguration in March 1933. The government reopened sound banks sequentially, with some resuming operations sooner and others later. Within three weeks, 11,000 of the nation's 18,000+ banks had reopened. Another 3,000 reopened over the next three months. A comprehensive bank-level database reveals the public responded to signals sent by regulators' actions. Rapidly reopened banks received more deposits than banks that reopened only a few weeks later. The stigma of late reopening lasted through the decade. While these signals and stigmas shifted substantial resources from stigmatized to lauded banks and from counties whose banks on average reopened slowly to counties whose banks reopened rapidly, the shifts in resources among institutions had no measurable impact on the rate at which the localities recovered. This result raises questions concerning the conventional wisdom regarding intervening in a banking system amidst a systemic crisis

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NBER working paper series ; no. w31088
    Subjects: Bank; Finanzkrise; Bankenregulierung; Bankgeschichte; Wirtschaftsgeschichte; USA; Monetary Policy, Central Banking, and the Supply of Money and Credit; Banks; Depository Institutions; Micro Finance Institutions; Mortgages; U.S.; Canada: 1913-
    Scope: 1 Online-Ressource, illustrations (black and white)
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    Hardcopy version available to institutional subscribers

  6. Monetary tightening and U.S. bank fragility in 2023
    mark-to-market losses and uninsured depositor runs?
    Published: [2023]
    Publisher:  Stanford Institute for Economic Policy Research (SIEPR), Stanford, CA

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    Series: Working paper / Stanford Institute for Economic Policy Research (SIEPR) ; no. 23, 13 (March, 2023)
    Subjects: Bankrisiko; Bank; Kapitalstruktur; Einlagengeschäft; Einlagensicherung; Bankenregulierung; Bankenkrise; USA
    Scope: 1 Online-Ressource (circa 22 Seiten), Illustrationen
  7. The impact of the Basel III banking regulation on Moroccan banks
    Published: [2023]
    Publisher:  Graduate Institute of International and Development Studies, International Economics Department, Geneva, Switzerland

    This paper estimates the social costs and benefits of the Basel III banking regulation application to Moroccan banks, which, inter alia, imposed higher capital requirements. The paper quantifies the impact of higher capital requirements on (i)... more

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    DS 272
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    This paper estimates the social costs and benefits of the Basel III banking regulation application to Moroccan banks, which, inter alia, imposed higher capital requirements. The paper quantifies the impact of higher capital requirements on (i) lending rates, (ii) bank refinancing costs, and (iii) banking system resilience. Our findings indicate that the increase in capital requirements for Moroccan banks has a limited impact on lending and refinancing costs. The benefit of greater banking system resilience in terms of systemic risk appears to be more significant in expectations.

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/278555
    Series: Working paper series / Graduate Institute of International and Development Studies, International Economics Department ; no. HEIDWP2023, 10
    Subjects: Basler Akkord; Bankenregulierung; Wirkungsanalyse; Kreditzins; Refinanzierung; Organisationelle Resilienz; Bank; Marokko
    Scope: 1 Online-Ressource (circa 37 Seiten)
  8. Applications or Approvals
    What Drives Racial Disparities in the Paycheck Protection Program?
    Published: April 2023
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    We use the 2020 Small Business Credit Survey to study the sources of racial disparities in use of the Paycheck Protection Program (PPP). Black-owned firms are 8.9 percentage points less likely than observably similar white-owned firms to receive PPP... more

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    Sächsische Landesbibliothek - Staats- und Universitätsbibliothek Dresden
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    Universitätsbibliothek Freiburg
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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    We use the 2020 Small Business Credit Survey to study the sources of racial disparities in use of the Paycheck Protection Program (PPP). Black-owned firms are 8.9 percentage points less likely than observably similar white-owned firms to receive PPP loans. About 55% of this take-up disparity is attributable to a disparity in application propensity, while the remainder is attributable to a disparity in approval rates. The finding in prior research that Black-owned PPP recipients are less likely than white-owned recipients to borrow from banks and more likely to borrow from fintech lenders is driven entirely by application behavior. Conditional on applying for a PPP loan, Black-owned firms are 9.9 percentage points less likely than white-owned firms to apply to banks and 7.8 percentage points more likely to apply to fintechs. However, they face similar average approval disparities at banks (7.4 percentage points) and fintechs (8.4 percentage points). Sorting by Black-owned firms away from banks and towards fintechs is significantly stronger in more racially biased counties, and the bank approval disparity is also larger in more racially biased counties. We conclude that insofar as automation by fintechs reduces racial disparities in PPP take-up, it does so by mitigating disparities in loan application rates, not loan approval rates

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NBER working paper series ; no. w31172
    Subjects: Coronavirus; Finanzkrise; Unternehmen; Subvention; Ethnische Diskriminierung; Unternehmer; Afroamerikaner; Bank; Finanztechnologie; Kreditgeschäft; USA; Financial Crises; Banks; Depository Institutions; Micro Finance Institutions; Mortgages; Non-bank Financial Institutions; Financial Instruments; Institutional Investors; Government Policy and Regulation
    Scope: 1 Online-Ressource, illustrations (black and white)
    Notes:

    Hardcopy version available to institutional subscribers

  9. Klima-Szenarioanalysen in Banken
    Möglichkeiten und Grenzen finanzaufsichtlich motivierter Klima-Szenarioanalysen mit Fokus auf das Transitionsrisiko im Kreditportfolio der Banken : Forschungsbericht
    Published: April 2023
    Publisher:  Umweltbundesamt, Dessau-Roßlau

    Klima-Szenarioanalysen zur Abschätzung der Risiken im Kreditgeschäft der Banken werden immer populärer. Damit verbunden ergibt sich die Frage, welche Möglichkeiten und Grenzen mit solchen Szenarioanalysen einhergehen und wofür sie daher eingesetzt... more

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    HafenCity Universität Hamburg, Bibliothek
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    UB Weimar
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    Klima-Szenarioanalysen zur Abschätzung der Risiken im Kreditgeschäft der Banken werden immer populärer. Damit verbunden ergibt sich die Frage, welche Möglichkeiten und Grenzen mit solchen Szenarioanalysen einhergehen und wofür sie daher eingesetzt werden können und sollten. Aufsichtlich motivierte Klima-Szenarioanalysen bauen in methodischer Hinsicht auf „traditionellen Szenarioanalysen“ zur Einschätzung von Markt- und Konjunkturrisiken auf, sind aber wesentlich komplexer. Das liegt insbesondere an der Notwendigkeit der Modellierung des Zusammenhangs von Klimadaten und makroökonomischen Daten und dem deutlich längeren Betrachtungszeitraum. Hinzu kommt, dass für die Abbildung von Klimarisiken sehr wenige empirische Daten vorliegen, die für die ökonometrischen Modellierungen relevanter Zusammenhänge eigentlich benötigt werden. Darüber hinaus ist bei diesen langen Zeiträumen eigentlich zu berücksichtigen, wie Banken sowie ihrer Kundschaft im Zeitverlauf handeln. Die Berücksichtigung daraus resultierender dynamischer Bankbilanzen führt aber wiederum dazu, dass die Ergebnisse zwischen den Banken kaum vergleichbar sind. Die denkbaren und aktuell diskutierten Einsatzmöglichkeiten der Klima-Szenarioanalysen sind vielfältig. Insbesondere die Sensibilisierung für Klimarisiken in Verbindung mit der Generierung neuer Daten und Modelle bzw. Modellkomponenten zur Abbildung transitorischer Risiken erscheint uns aktuell zentral. Aber auch die verbundenen Signaling-Funktionen sind nicht zu unterschätzen. Natürlich wird mit Klima-Szenarioanalysen auch das eigentliche Ziel erreicht, nämlich die aufsichtliche Einschätzung der Klimarisiken einzelner Kredite und der Kreditportfolios von Banken. Allerdings geht es hier unseres Erachtens eher um eine relative Abschätzung der klimabedingten Risiken zwischen den Banken als um eine bezüglich der Ergebnisgrößen realistische und umfassende Abschätzung der klimabedingten Kreditrisiken einzelner Banken. Diese können dann aber sehr gut als Basis für eine genauere Betrachtung der „Ausreißer-Banken“ genutzt werden. Zugleich ergeben sich wichtige Erkenntnisse für die Risiken des Banken- bzw. Finanz- und Wirtschaftssystems insgesamt. Prinzipiell wäre es auch vorstellbar, dass die Ergebnisse der Klima-Szenarioanalysen zur Berechnung von Eigenkapitalunterlegungen herangezogen werden, insbesondere im Zusammenhang mit der Säule II, ggf. sogar der Säule I der Basel III-Regulierung. Sicher werden auch die bankinternen Abschätzungen der klimabedingten Kreditrisiken von den Klima-Szenarioanalysen profitieren. Da es aber nicht das Ziel von Klima-Szenarioanalysen ist, (klimabedingte) Kreditrisiken umfänglich zu quantifizieren, sollten die Erwartungen daran nicht zu hoch sein. Auch das Potenzial für eine nennenswerte Neuausrichtung der Konditionen für „braune“ versus „grüne“ Kredite und daraus resultierende Steuerungsimpulse für die Transformation der Wirtschaft sehen wir als begrenzt an. Zusammenfassend sehen wir Klima-Szenarioanalysen als eines von mehreren wichtigen Tools an, um sowohl die Finanzindustrie als auch die Realwirtschaft in Richtung Green Economy zu transformieren. Climate scenario analyses for assessing risks in banks' lending business are becoming increasingly popular. This raises the question of which opportunities and limitations are associated with such scenario analyses and what they can and should therefore be used for.In methodological terms, supervisory-motivated climate scenario analyses build on "traditional scenario analyses" for assessing market and economic risks, but they are much more complex. This is in particular due to the need to model the interrelationship between climate data and macroeconomic data and the significantly much longer period under consideration. In addition, there is very little empirical data available for mapping climate risks, which is needed for econometric modeling of relevant relationships. Moreover, these long time periods require considerations of how banks and bank customers act over time. However, taking into account resulting dynamic bank balance sheets lead to hardly comparable results between banks. The conceivable and currently discussed applications of climate scenario analyses are manifold. In particular, raising awareness of climate risks in connection with the generation of new data and models or model components for mapping transitory risks currently appears to us to be central. But the associated signaling functions should not be underestimated either. Of course, climate scenario analyses also achieve the actual goal, namely the supervisory assessment of the climate risks of individual loans and the loan portfolios of banks. However, in our opinion, this allows primarily a relative estimation of climate-related risks between banks than a realistic and comprehensive estimation of climate-related credit risks for individual banks. However, these can then be used very well as a basis for a closer look at "outlier banks." At the same time, important insights are gained for the risks of the banking or financial and economic system as a whole. In principle, it would also be conceivable for the results of the climate scenario analyses to be used to calculate capital requirements, especially in connection with Pillar II, but perhaps also Pillar I. Certainly, banks' internal assessments of climate-related credit risks will also benefit from the climate scenario analyses. However, since it is not the aim of climate scenario analyses to comprehensively quantify (climate-related) credit risks, expectations should not be too euphoric. We also see the potential for a significant realignment of conditions for "brown" versus "green" credits and resulting steering impulses for the transformation of the economy as limited. In summary, we see climate scenario analyses as one of several important tools for transforming both the financial industry and the real economy toward the green economy

     

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    Source: Union catalogues
    Contributor: Zagermann, Dennis (HerausgeberIn)
    Language: German
    Media type: Book
    Format: Online
    Other identifier:
    Forschungskennzahl 3718 14 104 0
    FB001140
    Series: Texte / Umweltbundesamt$I2023, 65
    Ressortforschungsplan des Bundesministeriums für Umwelt, Naturschutz und nukleare Sicherheit
    Subjects: Sustainable Finance; Bank
    Scope: 1 Online-Ressource (82 Seiten, 6,04 MB), Illustrationen, Diagramme
    Notes:

    Abschlussdatum: November 2022

  10. Kredito įstaigų ir draudimo įmonių su tvarumu susijusios informacijos atskleidimo apžvalga
    Published: [2023]
    Publisher:  Lietuvos bankas, Vilnius

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    ZSS 13
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    Source: Union catalogues
    Language: Lithuanian
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 11159/654393
    Series: Teminių straipsnių serija / Lietuvos Bankas ; nr. 47 (2023)
    Subjects: Unternehmenspublizität; Nachhaltigkeitsbericht; Corporate Social Responsibility; Bank; Versicherung; Litauen
    Scope: 1 Online-Ressource (circa 19 Seiten), Illustrationen
  11. Do Banks Hedge Using Interest Rate Swaps?
    Published: April 2023
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    We ask whether banks use interest rate swaps to hedge the interest rate risk of their assets, primarily loans and securities. To this end, we use regulatory data on individual swap positions for the largest 250 U.S. banks. We find that the average... more

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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    We ask whether banks use interest rate swaps to hedge the interest rate risk of their assets, primarily loans and securities. To this end, we use regulatory data on individual swap positions for the largest 250 U.S. banks. We find that the average bank has a large notional amount of swaps-- $434 billion, or more than 10 times assets. But after accounting for the significant extent to which swap positions offset each other, the average bank has essentially no net interest rate risk from swaps: a 100-basis-point increase in rates increases the value of its swaps by 0.1% of equity. There is variation across banks, with some bank swap positions decreasing and some increasing with rates, but aggregating swap positions at the level of the banking system reveals that most swap exposures are offsetting. Therefore, as a description of prevailing practice, we conclude that swap positions are not economically significant in hedging the interest rate risk of bank assets

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NBER working paper series ; no. w31166
    Subjects: Bank; Zinsderivat; Zinsrisiko; Hedging; Swap; USA; Banks; Depository Institutions; Micro Finance Institutions; Mortgages; Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
    Scope: 1 Online-Ressource, illustrations (black and white)
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    Hardcopy version available to institutional subscribers

  12. Small and medium-sized banks
    resolution planning and crisis management report for less significant institutions in 2022 and 2023
    Published: 2023
    Publisher:  Publications Office of the European Union, Luxembourg

    Less significant institutions (LSIs), with the exception of cross-border LSIs, are under the direct responsibility of national resolution authorities (NRAs) with SRB oversight ensuring effective and consistent application of the Single Resolution... more

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    Less significant institutions (LSIs), with the exception of cross-border LSIs, are under the direct responsibility of national resolution authorities (NRAs) with SRB oversight ensuring effective and consistent application of the Single Resolution Mechanism (SRM) Regulation and high standards in resolution planning and crisis management both horizontally - across the LSIs in the 21 participating Member States - and vertically - between the LSIs and SRB banks within these Member States. In terms of the sector's structure, about three quarters of the LSIs belong to several cooperative and savings banking networks. These networks - three of which comprise both significant institutions (SIs) and LSIs - are not prudentially consolidated. For this reason, from a resolution perspective, resolution planning, including the public interest assessment (PIA), and resolvability assessments are performed individually at the level of each institution in the network. Of the remaining 500 LSIs, half are characterised by traditional business models and the other half follow special business models such as custodian, investment bank or financial market infrastructure (FMI). At the end of the 2022 resolution planning cycle (RPC), 25 of the 68 LSIs with the resolution strategy had a shortfall with respect to the final targets of the minimum requirements for own funds and eligible liabilities (MREL). The cumulative MREL shortfall stood at EUR 3.5 billion, which is 3.8% of the total risk exposure amount (TREA) including the capital buffer requirement (CBR), and EUR 220 million, which is 0.7% of the leverage ratio exposure measure (LRE). The MREL transitional period has been extended beyond 1 January 2024 for 10 of these LSIs. The NRAs did not formally identify any substantive impediments to resolvability in the 2022 RPC. The NRAs' phasing in and proportionate implementation of the SRB's Expectations for Banks (EfB) and the 'heatmap' approach is ongoing. The NRAs and the SRB are jointly enhancing LSI crisis preparedness and management through discussion of the NRAs' best practices and enhancing SRB procedures. Going forward, the current macroeconomic situation may pose some challenges to some LSIs, in particular for those that are vulnerable to interest rate risk. LSIs' reliance on non-covered deposits as source of funding represents another point to monitor, considering also the increased potential mobility of deposits due to the widening use of social media and further digitalisation across the entire LSI sector. On 18 April 2023, the European Commission adopted a proposal to further strengthen the EU's bank crisis management and deposit insurance (CMDI) framework. Inter alia, the CMDI proposal addresses some of the key challenges identified by the SRB LSI oversight in 2022.

     

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    Media type: Ebook
    Format: Online
    ISBN: 9789294753519
    Other identifier:
    Subjects: Bank; Bankrisiko; KMU; EU-Staaten; banking; credit institution; investment company; banking policy; resolution; banking system
    Scope: 1 Online-Ressource (circa 34 Seiten)
  13. The Deposit Business at Large vs. Small Banks
    Published: November 2023
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    The deposit business differs at large versus small banks. We provide a parsimonious model and extensive empirical evidence supporting the idea that much of the variation in deposit-pricing behavior between large and small banks reflects differences... more

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    The deposit business differs at large versus small banks. We provide a parsimonious model and extensive empirical evidence supporting the idea that much of the variation in deposit-pricing behavior between large and small banks reflects differences in "preferences and technologies." Large banks offer superior liquidity services but lower deposit rates, and locate where customers value their services. In addition to receiving a lower level of deposit rates on average, customers of large banks exhibit lower demand elasticities with respect to deposit rate spreads. As a result, despite the fact that the locations of large-bank branches have demographics typically associated with greater financial sophistication, large-bank customers earn lower average deposit rates. Our explanation for deposit pricing behavior challenges the idea that deposit pricing is mainly driven by pricing power derived from the large observed degree of concentration in the banking industry

     

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    Series: NBER working paper series ; no. w31865
    Subjects: Einlagengeschäft; Bank; Betriebsgröße; Großbank; Preismanagement; Bankenliquidität; Financial Markets and the Macroeconomy; General; Financial Institutions and Services; Banks; Depository Institutions; Micro Finance Institutions; Mortgages; Government Policy and Regulation
    Scope: 1 Online-Ressource, illustrations (black and white)
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    Hardcopy version available to institutional subscribers

  14. Contingent Credit Under Stress
    Published: November 2023
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    Over the past two decades, banks have increasingly focused on offering contingent credit in the form of credit lines as a primary means of corporate borrowing. We review the existing body of research regarding the rationales for banks' provision of... more

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    Over the past two decades, banks have increasingly focused on offering contingent credit in the form of credit lines as a primary means of corporate borrowing. We review the existing body of research regarding the rationales for banks' provision of liquidity insurance in the form of credit lines, their significance in managing corporate liquidity, and the reasons and circumstances under which firms opt to utilize them. We emphasize that the options for firms to both draw down and repay credit lines are put options issued by banks, which are exercised by firms in a correlated manner during periods of widespread stress, with adverse affects on bank intermediation thereafter. We discuss the bank capital and the bank funding channels that can drive these effects, contrasting their roles during the Global Financial Crisis and the Covid-19 outbreak. We conclude by discussing the increasing extension of bank credit lines to non-bank financial intermediaries, as well as the role of stress tests and monetary policy in managing the risks of contingent credit under stress

     

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  15. Bank of England report on climate-related risks and the regulatory capital frameworks
    Published: 13 March 2023
    Publisher:  Bank of England, [London]

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    Language: English
    Media type: Book
    Format: Online
    Subjects: Klimawandel; Verlust; Bankrisiko; Bank; Versicherung; Basler Akkord; Großbritannien
    Scope: 1 Online-Ressource (circa 34 Seiten), Illustrationen
  16. Banken, die unterschätzten Enabler der klimaneutralen Transformation
    Published: [2023]
    Publisher:  Bertelsmann Stiftung, Gütersloh

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    Language: German
    Media type: Book
    Format: Online
    Edition: November 2023
    Series: Nachhaltigkeit
    Subjects: Bank; Nachhaltigkeit; Klimaneutralität; Systemtransformation; Deutschland
    Scope: 1 Online-Ressource (circa 11 Seiten), Illustrationen
    Notes:

    Ergebnisse der Voices of Economic Transformation 2023

  17. Judging Banks' Risk by the Profits They Report
    Published: August 2023
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    In competitive capital markets, risky debt claims that offer high yields in good times have high systematic risk exposure in bad times. We apply this idea to bank risk measurement. We find that banks with high accounting return on equity (ROE) prior... more

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    In competitive capital markets, risky debt claims that offer high yields in good times have high systematic risk exposure in bad times. We apply this idea to bank risk measurement. We find that banks with high accounting return on equity (ROE) prior to a crisis have higher systematic tail risk exposure during the crisis. Proximate causes of crises differ, but the predictive power of ROE is pervasive, including during the financial crisis of 2007-2010 and the recent crisis triggered by the collapse of Silicon Valley Bank. ROE predicts systematic tail risk much better than conventional measures based on risk-weighted assets

     

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    Media type: Book
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    Series: NBER working paper series ; no. w31635
    Subjects: Bankrisiko; Bank; Rentabilität; Kreditrisiko; Systemrisiko; Finanzmarkt; Finanzkrise; USA; return on equity; General
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  18. Bank Branch Density and Bank Runs
    Published: July 2023
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    Bank branch density, defined as the number of bank branches to total deposits, has significantly declined over the past decade, fueled by a confluence of branch closings and the almost doubling of deposits between 2016 and 2022. During this period,... more

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    Bank branch density, defined as the number of bank branches to total deposits, has significantly declined over the past decade, fueled by a confluence of branch closings and the almost doubling of deposits between 2016 and 2022. During this period, banks with low branch density benefited from large deposits inflows, leading to even lower density. But the virtuous cycle of deposits growth in these banks stopped spinning when investors became wary about their financial health. Stock prices of banks with low branch density plummeted during the 2023 Banking Crisis as these banks experienced larger outflows of uninsured deposits. Our results suggest that digital banking enabled banks to grow faster and attract uninsured deposits, but those large deposits inflows took the form of "hot money" that changed its course when economic conditions worsened

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NBER working paper series ; no. w31462
    Subjects: Finanzkrise; Bankenkrise; Bank; Filiale; Unternehmenserfolg; Börsenkurs; USA; Finanzkrise; Bankenkrise; Bank; Filiale; Unternehmenserfolg; Börsenkurs; USA; Financial Markets and the Macroeconomy; Monetary Policy; General; Banks; Depository Institutions; Micro Finance Institutions; Mortgages; Government Policy and Regulation
    Scope: 1 Online-Ressource, illustrations (black and white)
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    Hardcopy version available to institutional subscribers

  19. Aggregate Lending and Modern Financial Intermediation
    Why Bank Balance Sheet Models are Miscalibrated
    Published: July 2023
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    Existing macroeconomic models focused on bank balance sheet lending are deficient because they do not account for the modern industrial organization of financial intermediation. Utilizing publicly available micro-level lending data, we investigate... more

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    Existing macroeconomic models focused on bank balance sheet lending are deficient because they do not account for the modern industrial organization of financial intermediation. Utilizing publicly available micro-level lending data, we investigate two increasingly significant margins of adjustment in credit markets: banks' ability to sell loans and shadow bank activity. These adjustment margins are substantial and vary across time and regions with different incomes. We examine these margins in a parsimonious dynamic quantitative model featuring banks with balance sheet adjustment through loan sales and shadow banks. Using the calibrated model, we illustrate that these margins significantly dampen the immediate contraction following bank capital shock. Recovery is also faster, because profitable loan sales (e.g., securitization) allow banks to build capital faster and because shadow banks pick up lending slack. Failure to account for adjustment margins leads to significant errors when studying policies which rely on financial intermediation pass-through in the level of aggregate lending, its direction, and composition. Our model highlights the tension between bank balance sheet models and data. The model, which forces total lending to depend strongly on bank balance sheet health, must reconcile the weak correlation between bank capital and aggregate lending. These issues can be reconciled with now available data from bank balance sheets, overall bank lending, and aggregate lending, in conjunction with a model of modern financial intermediation

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NBER working paper series ; no. w31484
    Subjects: Bank; Kreditgeschäft; Bankrechnungslegung; Bilanz; Finanzintermediation; Finanzmarkt; Finanzkrise; Financial Crises; Financial Institutions and Services; General
    Scope: 1 Online-Ressource, illustrations (black and white)
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  20. A computational study on the effects of the organizational structures on the risk of different types of banking groups
    Published: 2023

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    Content information
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    Language: English
    Media type: Dissertation
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    Subjects: Bank; Banking Structures; Hard and Soft Information; Risk; Cheap Talk Game; Bank Run
    Scope: 1 Online-Ressource (112 Seiten)
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    Dissertation, University of Hohenheim, 2023

  21. Women's employment and empowerment at workplace
    the case of professional women employees in the banking sector in Ethiopia
    Published: October 2023
    Publisher:  Ethiopian Economic Association (EEA), [Addis Ababa, Ethiopia]

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    Series: Policy working paper / Ethiopian Economic Association, EEA ; 2023, 21
    Subjects: Weibliche Arbeitskräfte; Bank; Arbeitsbedingungen; Erwerbsverlauf; Lohnstruktur; Gleichberechtigung; Äthiopien
    Scope: 1 Online-Ressource (circa 90 Seiten), Illustrationen
  22. Contingent credit under stress
    Published: 08 November 2023
    Publisher:  Centre for Economic Policy Research, London

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    Series: Array ; DP18583
    Subjects: Kreditgeschäft; Kreditsicherung; Fremdkapital; Betriebliche Liquidität; Nicht-finanzielle Kapitalgesellschaft; Kreditrisiko; Finanzkrise; Geldpolitik; Bank; Stresstest; credit lines; banks; bank capital; COVID
    Scope: 1 Online-Ressource (circa 39 Seiten), Illustrationen
  23. Measuring intra-bank complexity by (not) connecting the dots with LEI
    a supervisor perspective
    Published: September 2023
    Publisher:  De Nederlandsche Bankk N.V., Amsterdam

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    Series: Analyse / De Nederlandsche Bank
    Subjects: Bank; Organisationsstruktur; Standardisierung; Bankenregulierung
    Scope: 1 Online-Ressource (circa 17 Seiten), Illustrationen
  24. Loans for the "Little Fellow
    " Credit, Crisis, and Recovery in the Great Depression
    Published: October 2023
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    This paper identifies how bank branching benefited local economies during the Great Depression. Using archival data and narrative evidence, I show how Bank of America's branch network in 1930s California created an internal capital market to... more

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    This paper identifies how bank branching benefited local economies during the Great Depression. Using archival data and narrative evidence, I show how Bank of America's branch network in 1930s California created an internal capital market to diversify away local liquidity shortfalls, allowing it to maintain 49 percent higher credit growth from 1929 to 1933 than competing banking offices. The bank's presence caused smaller city property value contractions and stronger recoveries through 1940. Linked individual data show the bank's proximity hastened the transition away from agricultural employment and towards human capital-intensive sectors in the 1930s, generating industrialization and higher wages

     

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    Source: Union catalogues
    Language: English
    Media type: Book
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    Series: NBER working paper series ; no. w31779
    Subjects: Bank; Filiale; Bankenkrise; Finanzkrise; Wirtschaftskrise; Bankenliquidität; Bankgeschichte; USA; Financial Markets and the Macroeconomy; Financial Crises; Banks; Depository Institutions; Micro Finance Institutions; Mortgages; U.S.; Canada: 1913-; Regional Migration; Regional Labor Markets; Population; Neighborhood Characteristics
    Scope: 1 Online-Ressource, illustrations (black and white)
    Notes:

    Hardcopy version available to institutional subscribers

  25. Applications or approvals
    what drives racial disparities in the Paycheck Protection Program?
    Published: [2023]
    Publisher:  Federal Reserve Bank of New York, New York, NY

    We use the 2020 Small Business Credit Survey to study the sources of racial disparities in use of the Paycheck Protection Program (PPP). Black-owned firms are 8.9 percentage points less likely than observably similar white-owned firms to receive PPP... more

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    We use the 2020 Small Business Credit Survey to study the sources of racial disparities in use of the Paycheck Protection Program (PPP). Black-owned firms are 8.9 percentage points less likely than observably similar white-owned firms to receive PPP loans. About 55 percent of this take-up disparity is attributable to a disparity in application propensity, while the remainder is attributable to a disparity in approval rates. The finding in prior research that Black-owned PPP recipients are less likely than whiteowned recipients to borrow from banks and more likely to borrow from fintech lenders is driven entirely by application behavior. Conditional on applying for a PPP loan, Black-owned firms are 9.9 percentage points less likely than white-owned firms to apply to banks and 7.8 percentage points more likely to apply to fintechs. However, they face similar average approval disparities at banks (7.4 percentage points) and fintechs (8.4 percentage points). Sorting by Black-owned firms away from banks and towards fintechs is significantly stronger in more racially biased counties, and the bank approval disparity is also larger in more racially biased counties. We conclude that insofar as automation by fintechs reduces racial disparities in PPP take-up, it does so by mitigating disparities in loan application rates, not loan approval rates.

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/284020
    Series: Staff reports / Federal Reserve Bank of New York ; no. 1060 (May 2023)
    Subjects: Coronavirus; Finanzkrise; Unternehmen; Subvention; Ethnische Diskriminierung; Unternehmer; Afroamerikaner; Bank; Finanztechnologie; Kreditgeschäft; USA; discrimination; racial disparities; Paycheck Protection Program; bank lending; fintech lending; administrative burden
    Scope: 1 Online-Ressource (circa 50 Seiten), Illustrationen