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#1Giacomo Caterini (University of Trento)
#2Edoardo Gaffeo (University of Trento)H-Index: 18
Last. Lucio Gobbi (University of Trento)H-Index: 1
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In this paper, we apply an algorithm developed by Martin Weitzman to quantify the extent of diversity among the business models of financial intermediaries at an international level. In particular, we investigate the relationship between the diversity of the business models of EU national banking systems and their profitability and riskiness. We show how Weitzman's approach can be generally applied to the issue at hand; as a by‐product, the analysis allows us to assess whether the diversity amon...
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#1Giovanna Paladino (Intesa Sanpaolo)H-Index: 10
#1Giovanna Paladino (Intesa Sanpaolo)H-Index: 4
Last. Zeno Rotondi (UniCredit)H-Index: 9
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We use the results of the ECB's comprehensive assessment to evaluate the importance of the bank business model on risk assessment and the persuasive effectiveness of different supervisory styles on banks’ recapitalization. Our analysis reveals inconsistencies in the information content provided by the various regulatory measures used for assessing bank stability. Moreover, opposite to CET1 ratio, the leverage ratio provides assessments on business models more consistent with a market‐based measu...
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#1Rym Ayadi (City University London)
#2Claudio Giannotti (Sapienza University of Rome)
Last. Valerio Pesic (Sapienza University of Rome)H-Index: 3
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Regional banks have a competitive advantage in that short distances to clients enable the use of soft information for superior lending decisions. If the ambition of FinTech start‐ups to create superior screening and monitoring technologies materialises, this advantage would be diminished and regional banks would become superfluous for small firm finance. To explore this claim, the paper in hand analyses qualitative empirical data about the lending processes and rating system use of regional Germ...
1 CitationsSource
#1Elie Bouri (Holy Spirit University of Kaslik)H-Index: 27
#1Bouri ElieH-Index: 2
Last. Rangan Gupta (University of Pretoria)H-Index: 36
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In this paper, we use daily data from October 2011 to May 2019 to estimate the monthly realized correlation between stock returns of the United States (US) and Bitcoin returns. Then, we relate the realized correlation with a news-based measure of the growth of trade uncertainty for the US. Our results show that the realized correlation is negatively impacted by increases in trade uncertainty, suggesting that Bitcoin can act as a hedge relative to the US stock market in the wake of heightened tra...
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#1Russell Kashian (University of Wisconsin–Whitewater)H-Index: 7
#2Robert DragoH-Index: 25
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This paper evaluates the forecasting performance of the policy-rate path published by the Swedish central bank, the Riksbank. Using data from 2007 to 2019, I find that the Riksbank's forecast has b ...
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#1Edoardo Beretta (USI: University of Lugano)
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#1Muzaffarjon Ahunov (Woosong University)H-Index: 1
#2Leo Van Hove (UMK: Nicolaus Copernicus University in Toruń)H-Index: 10
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#1Michael Brei (university of lille)H-Index: 7
#2Claudio Borio (BIS: Bank for International Settlements)H-Index: 44
Last. Leonardo Gambacorta (BIS: Bank for International Settlements)H-Index: 38
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This paper investigates how the prolonged period of low interest rates affects bank intermediation activity. We use data for 113 large international banks headquartered in 14 major advanced economies during the period 1994â??2015. We find that low interest rates induce banks to shift their activities from interest-generating to fee-related and trading activities. This rebalancing is stronger for low capitalised banks. Banks also moderately adjust their funding structure, away from short-term mar...
2 CitationsSource
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