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Deposit insurance, market discipline and bank risk
(27.06.2019)
BOFIT Discussion Papers 10/2019
BOFIT Discussion Papers 10/2019
Using evidence from Russia, we explore the effect of the introduction of deposit insurance on bank risk. Drawing on within-bank variation in the ratio of firm deposits to total household and firm deposits, so as to capture ...
Does a financial crisis change a bank's exposure to risk? A difference-in-differences approach
(28.05.2021)
BOFIT Discussion Papers 8/2021
BOFIT Discussion Papers 8/2021
Can a major financial crisis trigger changes in a bank’s risk-taking behavior? Using the 2008 Global Financial Crisis as a quasi-natural experiment and a difference-in-differences approach, I examine whether the worst ...
Central bank independence and systemic risk
(16.06.2020)
BOFIT Discussion Papers 13/2020
BOFIT Discussion Papers 13/2020
We investigate the relationship of central bank independence and banks’ systemic risk measures. Our results support the case for central bank independence, revealing that central bank independence has a robust, negative, ...
Depositor discipline in Russian regions: Flight to familiarity or trust in local authorities?
(19.01.2017)
BOFIT Discussion Papers 1/2017
BOFIT Discussion Papers 1/2017
We analyze whether a depositor’s familiarity with a bank affects depositor behavior during a financial crisis. Familiarity is measured by the presence of regional or local cues in the bank’s name, while depositor behavior ...
Banks vs. markets : Are banks more effective in facilitating sustainability?
(27.04.2022)
BOFIT Discussion Papers 5/2022
BOFIT Discussion Papers 5/2022
Is bank- versus market-based financing different in its attitudes towards Environmental, Social, and Governance (ESG) risk? Using a novel sample covering 3,783 U.S. public firms from 2007 to 2020, we study how firm-level ...
Bank risk-taking and monetary policy transmission : Evidence from China
(29.10.2021)
BOFIT Discussion Papers 15/2021
BOFIT Discussion Papers 15/2021
We study the impact of China’s 2013 implementation of Basel III on bank risk-taking and its responses to monetary policy shocks using confidential loan-level data from a large Chinese bank. Guided by theory, we use a ...
Financial stability and public confidence in banks
(19.02.2019)
BOFIT Discussion Papers 2/2019
BOFIT Discussion Papers 2/2019
We use a novel, household opinions-based measure – Public Confidence in a Bank – to explore the role of bank-level and system-wide determinants of customers’ trust in banks. Our study covers a panel of approximately 260 ...
The vanishing interest income of Chinese banks
(05.02.2020)
BOFIT Discussion Papers 2/2020
BOFIT Discussion Papers 2/2020
Chinese banks likely have more non-performing loans (NPLs) than officially reported. As hidden NPLs earn no interest income, loan quality problems may erode the gross interest income of banks. Using stochastic frontier ...
When banks’ shadow fades and shadow banking rises : Securitization and loan performance in China
(15.09.2023)
BOFIT Discussion Papers 4/2023
BOFIT Discussion Papers 4/2023
ABSTRACT
This study examines the relationship between securitization and loan performance using proprietary loan-level data from a Chinese bank. Securitized loans exhibit lower ex-post default rates and prepayment chances ...