Real Effects of Exchange Rate Depreciation: The Roles of Bank Loan Supply and Interbank Markets

Autor: Thorsten Beck, Peter Bednarek, Daniel te Kaat, Natalja von Westernhagen

Publikováno v: SSRN Electronic Journal.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::86f5d1ec6ef04c25a189f35d373a7a95
https://doi.org/10.2139/ssrn.4295057

M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress

Autor: Natalia Tente, Ulf D. Slopek, Natalja von Westernhagen

Publikováno v: Journal of Money, Credit and Banking. 51:1923-1961

M‐PRESS‐CreditRisk is a novel stress testing approach that can help authorities gauge banks' capital adequacy related to credit risk. For the first time, it combines the assessment of microprudential capital requirements under Pillars 1 and 2 and

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::4bd5a1a5ac21bfd00d6e121be539b572
https://doi.org/10.1111/jmcb.12636

Central Bank Funding and Credit Risk-Taking

Autor: Peter Bednarek, Valeriya Dinger, Daniel te Kaat, Natalja von Westernhagen

Publikováno v: SSRN Electronic Journal.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6b29f33dbe37903f6f8008717c61f0c5
https://doi.org/10.2139/ssrn.3665127

Creditor Concentration: An Empirical Investigation

Autor: Natalja von Westernhagen, Steven Ongena, Gunseli Tumer-Alkan

Publikováno v: European Economic Review, 56(4), 830-847. Elsevier
Ongena, S, Tumer Alkan, G & van Westernhagen, N 2012, ' Creditor Concentration: An Empirical Investigation ', European Economic Review, vol. 56, no. 4, pp. 830-847 . https://doi.org/10.1016/j.euroecorev.2012.02.001
European Economic Review, 56(4), 830-847. Elsevier Science BV

Most of the literature addressing multiple banking assumes equal financing shares. However, unequal, concentrated or asymmetric bank borrowing is widespread. This paper investigates the determinants of creditor concentration for German firms using a

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b63eeb7261a3529863b0b81e18060155
https://hdl.handle.net/1871/41149

Do Exposures to Sagging Real Estate, Subprime or Conduits Abroad Lead to Contraction and Flight to Quality in Bank Lending at Home?

Autor: Gunseli Tumer-Alkan, Natalja von Westernhagen, Steven Ongena

Publikováno v: Review of Finance, 22(4), 1335-1373. Oxford University Press
Ongena, S, Tumer Alkan, G & Von Westernhagen, N 2015 ' Do Exposures to Sagging Real Estate, Subprime or Conduits Abroad Lead to Contraction and Flight to Quality in Bank Lending at Home? ' Deutsche Bundesbank Discussion Paper, no. 09/2015, Deutsche Bundesbank, Frankfurt am Main . < http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2015/2015_06_03_dkp_09.pdf?__blob=publicationFile >
Review of Finance
Ongena, S, Tumer-Alkan, G & Von Westernhagen, N 2018, ' Do exposures to sagging real estate, subprime, or conduits abroad lead to contraction and flight to quality in bank lending at home? ', Review of Finance, vol. 22, no. 4, pp. 1335-1373 . https://doi.org/10.1093/rof/rfy011
Vrije Universiteit Amsterdam

We investigate how differential exposures by German banks to the US real estate market during the recent financial crisis affect their corporate lending in Germany. Using unique bank-level exposure data, we distinguish between three different types o

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::11ff531a787d73910752b3461bf8aec7
https://doi.org/10.2139/ssrn.2797035