Systemic risk and monetary policy: The haircut gap channel of the lender of last resort

M Jasova, L Laeven, C Mendicino… - The Review of …, 2024 - academic.oup.com
We show that lender of last resort (LOLR) policy exacerbates bank interconnectedness.
Using novel micro-level data, we analyze LOLR's haircut gaps: the differences between the …

[КНИГА][B] A literature review of securities holdings statistics research and a practitioner's guide

M Boermans - 2022 - dnb.nl
Securities Holdings Statistics (SHS), compiled by the European System of Central Banks
(ESCB) have spurred research over the past decade. SHS provide high-quality security-by …

On becoming an O-SII (“other systemically important institution”)

AM Andrieș, S Nistor, S Ongena… - Journal of Banking & …, 2020 - Elsevier
How have financial markets reacted to the disclosure of the list of Other Systemically
Important Institutions by the European Banking Authority? With an event study of bank stock …

[PDF][PDF] Повышение экономической безопасности коммерческих банков на основе применения системы мониторинга кредитных рисков

СВ Ештокин - Москва, 2020 - ipr-ras.ru
Актуальность темы исследования. Обеспечение экономической безопасности–это
одна из ключевых задач, решение которой обеспечивает в том числе сохранение …

[PDF][PDF] Who pays the greenium

D Fricke, S Jank, C Meinerding - Available at SSRN, 2022 - fcm.uni-hannover.de
Merging a sample of matched green-conventional bond pairs with data on their ownership
structure, we document that the greenium (the yield differential between green and …

Who pays the greenium and why? A decomposition

D Fricke, C Meinerding - A decomposition (August 02, 2024), 2024 - papers.ssrn.com
The average yield differential between a green and a matched conventional bond ("
greenium") amounts to minus 3 basis points. We decompose this greenium along the bonds' …

Do buffer requirements for european systemically important banks make them less systemic?

C Broto, LG Fernandez Lafuerza, M Melnychuk - 2022 - papers.ssrn.com
Buffers for systemically important institutions (SIIs) were designed to mitigate the risks posed
by these large and complex banks. With a panel data model for a sample of listed European …

[PDF][PDF] Do Buffer Requirements for European Systemically Important Banks Make Them Less Systemic

C Broto, LF Lafuerza, M Melnychuk - International Journal of Central …, 2025 - ijcb.org
Do Buffer Requirements for European Systemically Important Banks Make Them Less
Systemic? Page 1 Do Buffer Requirements for European Systemically Important Banks Make …

The New Bank Resolution Framework

AM Maddaloni, G Scardozzi, AM Maddaloni… - The New Bail-In …, 2022 - Springer
Since the global financial crisis, the European banking industry has experienced great
turmoil. European policymakers have implemented a harmonized and enhanced European …