Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Lang, Jan Hannes"'
Publikováno v:
In Journal of Financial Stability October 2024 74
Akademický článek
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Autor:
Lang, Jan Hannes, Forletta, Marco
This paper studies the impact of cyclical systemic risk on future bank profitability for a large representative panel of EU banks between 2005 and 2017. Using linear local projections we show that high current levels of cyclical systemic risk predict
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::7681cfe324d1fda53d84ef91650f20ac
https://hdl.handle.net/10419/229019
https://hdl.handle.net/10419/229019
This paper presents a tractable, transparent and broad-based domestic cyclical systemic risk indicator (d-SRI) that captures risks stemming from domestic credit, real estate markets, asset prices, and external imbalances. The d-SRI increases on avera
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::2f306e3b4c4bf991869b425d120346f6
https://hdl.handle.net/10419/207604
https://hdl.handle.net/10419/207604
This paper proposes a framework for deriving early-warning models with optimal out-of-sample forecasting properties and applies it to predicting distress in European banks. The main contributions of the paper are threefold. First, the paper introduce
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::8fa19824bc2693dbf784f8bb93a267a9
https://hdl.handle.net/10419/208216
https://hdl.handle.net/10419/208216
Autor:
Lang, Jan Hannes
This paper uses data on bilateral foreign exposures of domestic banking systems in order to construct early warning models for financial crises that take into account cross-country spill-overs of vulnerabilities. The empirical results show that incor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::3353e9654c350f4f4f0f6f192b41e841
https://hdl.handle.net/10419/183342
https://hdl.handle.net/10419/183342
Autor:
Lang, Jan Hannes, Welz, Peter
This paper proposes a semi-structural approach to identifying excessive household credit developments. Using an overlapping generations model, a normative trend level for the real household credit stock is derived that depends on four fundamental eco
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::f1f1972be021510279c4874ac9150f05
https://hdl.handle.net/10419/208228
https://hdl.handle.net/10419/208228
Autor:
Duca, Marco Lo, Koban, Anne, Basten, Marisa, Bengtsson, Elias, Klaus, Benjamin, Kusmierczyk, Piotr, Lang, Jan Hannes
This paper presents a new database for financial crises in European countries, which serves as an important step towards establishing a common ground for macroprudential oversight and policymaking in the EU. The database focuses on providing precise
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::fb2c1274a82977abf42aac8ce8d2bd0e
https://hdl.handle.net/10419/175736
https://hdl.handle.net/10419/175736
This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk-taking associated with the introduction of the Basel III Leverage Ratio. This is addressed in both a theoretical and empirical setting. Usi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::b8a6481eb4165e0b75b430d9d6aa12a7
https://hdl.handle.net/10419/175703
https://hdl.handle.net/10419/175703
Autor:
Lo Duca, Marco, Koban, Anne, Basten, Marisa, Bengtsson, Elias, Klaus, Benjamin, Kusmierczyk, Piotr, Lang, Jan Hannes
This paper presents a new database for financial crises in European countries, which serves as an important step towards establishing a common ground for macroprudential oversight and policymaking in the EU. The database focuses on providing precise
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::518e8ea8e3c3040fb8a2aef60f5ddcb1
https://hdl.handle.net/10419/193608
https://hdl.handle.net/10419/193608