On the determinants of banking crises: micro- and macro-prudential approaches
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| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Vallendar
2014
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIV, 325 Seiten Diagramme |
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| 245 | 1 | 0 | |a On the determinants of banking crises |b micro- and macro-prudential approaches |c Hanno Stremmel |
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Record in the Search Index
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| adam_text | Contents
1 Introduction 1
2 Introduction to Banks 7
2.1 The Theory of Banks........................................ 7
2.1.1 The Role of Financial Intermediaries................ 8
2.1.2 Financial Intermediary Functions....................12
2.1.3 Classification of Banks............................ 15
2.1.4 Further Functions of the Banks..................... 16
2.2 Reasons of Banking Fragility...............................21
2.2.1 Microeconomic Perspective...........................23
2.2.2 Instability of a Bank (Bank Run-Argument)...........25
2.2.3 Macroeconomic Perspective...........................32
2.2.4 Banking Panic and Contagion Effect..................35
2.3 Conclusion.................................................39
3 Introduction to Banking Regulation 41
3.1 General Terms in Banking Regulation........................42
3.2 Theories of Regulation.....................................43
3.3 Approaches to Banking Regulation...........................47
3.3.1 Absence of Regulation...............................48
3.3.2 Private Regulation Approach ........................49
3.3.3 Public Regulatory Approach..........................51
3.3.4 Complementarity of the Approaches...................53
3.4 Framework of Public Banking Regulation.....................54
3.4.1 Why is the Banking Business Special? ...............54
3.4.2 Rationales of Banking Regulation......................57
3.4.3 Objectives of Banking Regulation......................64
3.4.4 Cost Benefit Analysis.............................. 71
3.5 Conclusion.................................................. 74
4 Banking Regulation Design 77
4.1 Implementation of Banking Regulation........................ 78
4.1.1 Types of Banking Regulation ......................... 78
4.1.2 Banking Regulation and Business Life Cycle............80
4.1.3 Variety of Public Regulatory Measures.................84
4.2 Prudential Regulatory Measures...............................92
4.2.1 Micro-Prudential Measures.............................92
4.2.1.1 Preventive Measures..........................93
4.2.1.2 Protective Measures.........................100
$
4.2.2 Macro-Prudential Measures............................107
4.2.2.1 Time-Varying Macro-Prudential Tools .... 109
4.2.2.2 Cross-Sectional Macro-Prudential Tools . . .116
4.2.3 Competitive Measures.................................119
4.3 Effectiveness and Costs of Prudential Regulatory Tools . . . .122
4.3.1 Effectiveness of Regulatory Tools ...................124
4.3.2 Costs of Regulatory Tools............................128
4.3.3 Implication..........................................130
4.4 Alternatives to Prudential Regulation.......................131
4.5 Global Banking Regulation...................................135
4.5.1 History of Banking Regulation........................136
4.5.2 Basel Committee on Banking Supervision ..............137
4.6 Conclusion..................................................143
5 Micro-Prudential Early Warning System 145
5.1 Previous Evidence ..........................................148
5.1.1 Early Warning Systems................................151
5.1.2 Model Approaches.....................................155
T
5.1.2.1 Statistical Estimation Techniques..........155
5.1.2.2 Non-Parametric Estimation Techniques .... 159
5.1.3 The Choice of CAMELS Components.....................161
5.1.4 Recent Experience from Related Studies..............165
5.2 Data.......................................................167
5.3 Results ...................................................173
5.4 Prediction and Forecasting Ability.........................177
5.5 Test of Robustness.........................................183
5.6 Conclusion and Policy Implications........................189
6 Macro-Economic Early Warning System 193
6.1 Related Literature ........................................196
6.2 Data and Variables.........................................200
6.2.1 Banking Sector Crises Database......................206
6.2.2 Explanatory Characteristics.........................209
6.2.3 Descriptive Statistics..............................215
6.3 Estimation.................................................217
6.4 Forecasting Ability........................................223
6.5 Robustness Checks..........................................227
6.6 Conclusion.................................................233
7 Macro-Prudential Early Warning System 237
7.1 Related Literature ........................................240
7.1.1 Theoretical Related Literature......................241
7.1.2 Empirical Crises Literature ........................244
7.2 PCA Analysis in Data Rich Environment......................246
7.3 Data and Methodology.......................................252
7.3.1 Econometric Methodology.............................259
7.3.2 ROC and AUROC Metric................................261
7.4 Estimation Results.........................................263
7.4.1 Timing and Lags.....................................265
7.4.2 Alternative Estimation Techniques...................267
7.4.3 Robustness
7.5 Conclusion and Policy Imp
8 Conclusion
List of References
271
275
279
283
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| spelling | Stremmel, Hanno Verfasser (DE-588)1052126227 aut On the determinants of banking crises micro- and macro-prudential approaches Hanno Stremmel Vallendar 2014 XIV, 325 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Dissertation WHU - Otto Beisheim School of Management 2014 Frühwarnsystem (DE-588)4123236-7 gnd rswk-swf Regulierung (DE-588)4201190-5 gnd rswk-swf Bankenkrise (DE-588)4209657-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Bankenkrise (DE-588)4209657-1 s Regulierung (DE-588)4201190-5 s Frühwarnsystem (DE-588)4123236-7 s DE-604 Digitalisierung UB Augsburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029262099&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Stremmel, Hanno On the determinants of banking crises micro- and macro-prudential approaches Frühwarnsystem (DE-588)4123236-7 gnd Regulierung (DE-588)4201190-5 gnd Bankenkrise (DE-588)4209657-1 gnd |
| subject_GND | (DE-588)4123236-7 (DE-588)4201190-5 (DE-588)4209657-1 (DE-588)4113937-9 |
| title | On the determinants of banking crises micro- and macro-prudential approaches |
| title_auth | On the determinants of banking crises micro- and macro-prudential approaches |
| title_exact_search | On the determinants of banking crises micro- and macro-prudential approaches |
| title_full | On the determinants of banking crises micro- and macro-prudential approaches Hanno Stremmel |
| title_fullStr | On the determinants of banking crises micro- and macro-prudential approaches Hanno Stremmel |
| title_full_unstemmed | On the determinants of banking crises micro- and macro-prudential approaches Hanno Stremmel |
| title_short | On the determinants of banking crises |
| title_sort | on the determinants of banking crises micro and macro prudential approaches |
| title_sub | micro- and macro-prudential approaches |
| topic | Frühwarnsystem (DE-588)4123236-7 gnd Regulierung (DE-588)4201190-5 gnd Bankenkrise (DE-588)4209657-1 gnd |
| topic_facet | Frühwarnsystem Regulierung Bankenkrise Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029262099&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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