Matches in SemOpenAlex for { <https://semopenalex.org/work/W3205973306> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W3205973306 abstract "Asset encumbrance is a central concept in the context of banks’ liquidity crises, as it is associated with their capacity to obtain secured funding. This occasional paper summarises the work carried out by the task force on asset encumbrance, bringing together analyses by the ECB and those national competent authorities working on the topic. First, we describe how asset encumbrance has evolved in euro area banks, focusing on country and business model aggregates. Second, we conduct an econometric analysis of the driving factors of banks’ asset encumbrance, highlighting the relevance of credit risk, the availability of high quality collateral suitable for encumbrance, capital and sovereign funding conditions. Third, we turn our focus to the asset encumbrance dynamics of banks that have experienced a crisis. The outcome of this event study analysis indicates that asset encumbrance increases in the lead-up to a crisis, partly to offset early deposit outflows. Building on these findings, we show that asset encumbrance indicators carry predictive information for bank-specific crises as part of a multivariate early warning model. JEL Classification: G21, G01, G28, C23, C49" @default.
- W3205973306 created "2021-10-25" @default.
- W3205973306 creator A5012111251 @default.
- W3205973306 creator A5013267360 @default.
- W3205973306 creator A5026060497 @default.
- W3205973306 creator A5026575225 @default.
- W3205973306 creator A5031037161 @default.
- W3205973306 creator A5043586198 @default.
- W3205973306 creator A5052820710 @default.
- W3205973306 creator A5070535474 @default.
- W3205973306 creator A5076599274 @default.
- W3205973306 creator A5083113441 @default.
- W3205973306 date "2021-08-01" @default.
- W3205973306 modified "2023-09-27" @default.
- W3205973306 title "Asset encumbrance in euro area banks: Analysing trends, drivers and prediction properties for individual bank crises" @default.
- W3205973306 doi "https://doi.org/10.2866/25486" @default.
- W3205973306 hasPublicationYear "2021" @default.
- W3205973306 type Work @default.
- W3205973306 sameAs 3205973306 @default.
- W3205973306 citedByCount "0" @default.
- W3205973306 crossrefType "posted-content" @default.
- W3205973306 hasAuthorship W3205973306A5012111251 @default.
- W3205973306 hasAuthorship W3205973306A5013267360 @default.
- W3205973306 hasAuthorship W3205973306A5026060497 @default.
- W3205973306 hasAuthorship W3205973306A5026575225 @default.
- W3205973306 hasAuthorship W3205973306A5031037161 @default.
- W3205973306 hasAuthorship W3205973306A5043586198 @default.
- W3205973306 hasAuthorship W3205973306A5052820710 @default.
- W3205973306 hasAuthorship W3205973306A5070535474 @default.
- W3205973306 hasAuthorship W3205973306A5076599274 @default.
- W3205973306 hasAuthorship W3205973306A5083113441 @default.
- W3205973306 hasConcept C10138342 @default.
- W3205973306 hasConcept C144133560 @default.
- W3205973306 hasConcept C162324750 @default.
- W3205973306 hasConcept C16969640 @default.
- W3205973306 hasConcept C175444787 @default.
- W3205973306 hasConcept C181622380 @default.
- W3205973306 hasConcept C183582576 @default.
- W3205973306 hasConcept C2777910564 @default.
- W3205973306 hasConcept C2779338949 @default.
- W3205973306 hasConcept C38652104 @default.
- W3205973306 hasConcept C41008148 @default.
- W3205973306 hasConcept C73283319 @default.
- W3205973306 hasConcept C76178495 @default.
- W3205973306 hasConceptScore W3205973306C10138342 @default.
- W3205973306 hasConceptScore W3205973306C144133560 @default.
- W3205973306 hasConceptScore W3205973306C162324750 @default.
- W3205973306 hasConceptScore W3205973306C16969640 @default.
- W3205973306 hasConceptScore W3205973306C175444787 @default.
- W3205973306 hasConceptScore W3205973306C181622380 @default.
- W3205973306 hasConceptScore W3205973306C183582576 @default.
- W3205973306 hasConceptScore W3205973306C2777910564 @default.
- W3205973306 hasConceptScore W3205973306C2779338949 @default.
- W3205973306 hasConceptScore W3205973306C38652104 @default.
- W3205973306 hasConceptScore W3205973306C41008148 @default.
- W3205973306 hasConceptScore W3205973306C73283319 @default.
- W3205973306 hasConceptScore W3205973306C76178495 @default.
- W3205973306 hasLocation W32059733061 @default.
- W3205973306 hasOpenAccess W3205973306 @default.
- W3205973306 hasPrimaryLocation W32059733061 @default.
- W3205973306 hasRelatedWork W1550868619 @default.
- W3205973306 hasRelatedWork W1781375442 @default.
- W3205973306 hasRelatedWork W2060184310 @default.
- W3205973306 hasRelatedWork W2108788695 @default.
- W3205973306 hasRelatedWork W2171671946 @default.
- W3205973306 hasRelatedWork W2186870655 @default.
- W3205973306 hasRelatedWork W2625694640 @default.
- W3205973306 hasRelatedWork W2906843648 @default.
- W3205973306 hasRelatedWork W2955550227 @default.
- W3205973306 hasRelatedWork W3016888662 @default.
- W3205973306 hasRelatedWork W3121940472 @default.
- W3205973306 hasRelatedWork W3122288586 @default.
- W3205973306 hasRelatedWork W3122435274 @default.
- W3205973306 hasRelatedWork W3122688082 @default.
- W3205973306 hasRelatedWork W3122837006 @default.
- W3205973306 hasRelatedWork W3123096500 @default.
- W3205973306 hasRelatedWork W3125164504 @default.
- W3205973306 hasRelatedWork W3125168772 @default.
- W3205973306 hasRelatedWork W3125354593 @default.
- W3205973306 hasRelatedWork W3196531065 @default.
- W3205973306 isParatext "false" @default.
- W3205973306 isRetracted "false" @default.
- W3205973306 magId "3205973306" @default.
- W3205973306 workType "article" @default.