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Crisis transmission through the global banking network

18 March 2016

financial crisis, financial stability, papers

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The authors find that a larger number of direct loan exposures to bank borrowers in countries experiencing systemic banking crises reduces bank returns and the granting of large corporate loans. On…

Bank solvency and funding cost

15 March 2016

papers

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The authors examine the sensitivity of bank funding cost to solvency measures. They find that solvency is negatively and significantly related to measures of funding cost, whereas the relationship is stronger…

Uneasy calm gives way to turbulence

6 March 2016

analysis, reports

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In its’ quarterly review the Bank for International Settlements analyses international banking and financial market developments, warning that there is a gathering storm in the global economy, in part caused by…

Fiscal sustainability and the financial cycle

4 March 2016

financial stability, papers

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The authors look at channels through which financial cycles flatter fiscal accounts. They focus on how to estimate more reliable cyclically adjusted fiscal balances to take into account the nexus between the financial cycle…

Benefits and costs of higher capital requirements for banks

1 March 2016

papers, regulation

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The author derives new estimates of the likely economic losses both from banking crises and from increasing bank capital requirements. According to the paper, a socially optimal level of bank capital…

TLAC/MREL: making failure possible?

1 March 2016

analysis, publications, regulation

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The Finance Watch policy brief is a valuable in-depth description and analysis of TLAC/MREL, pointing to some substantial deficiencies. It provides an update on recent developments in the area of bank recovery and…

Lender of last resort versus buyer of last resort – The impact of the ECB actions on the bank-sovereign nexus

29 February 2016

financial stability, papers

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The authors assess the effectiveness of different ECB interventions in stabilizing the European financial sector following the peak of the sovereign debt crisis in 2011. Central result is that how ECB intervened mattered.…

Systemic risks and banks´capital: a well-meaning illusion?

26 February 2016

blog, opinion, regulation

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Are the capital requirements high enough and a sufficient buffer in a next crisis? No one can seriously answer the question how much and which capital is exactly necessary. But looking…

SSM SREP methodology booklet – ICAAP and ILAAP expectations

19 February 2016

documents, news, supervision

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The ECB published a SSM SREP methodology booklet describing the supervisory review and evaluation process. General purpose is to set a level playing field, high standards of supervision and sound risk assessment. Before,…

Neel Kashkari calls to break the biggest U.S. banks

16 February 2016

blog, financial stability, opinion, regulation, speeches

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According to FED of Minneapolis President Neel Kashkari, former U.S. state secretary and vice president at Goldman Sachs, new rules and banking regulation are not sufficient for the biggest banks in…

research

n e w s l e t t e r
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Crisis transmission through the global banking network

Bank solvency and funding cost

Uneasy calm gives way to turbulence

Fiscal sustainability and the financial cycle

Benefits and costs of higher capital requirements for banks

TLAC/MREL: making failure possible?

Lender of last resort versus buyer of last resort – The impact of the ECB actions on the bank-sovereign nexus

Systemic risks and banks´capital: a well-meaning illusion?

SSM SREP methodology booklet – ICAAP and ILAAP expectations

Neel Kashkari calls to break the biggest U.S. banks

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