Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/65859
Full metadata record
DC FieldValueLanguage
dc.contributor.authorJahn, Nadyaen_US
dc.contributor.authorKick, Thomasen_US
dc.date.accessioned2012-11-05en_US
dc.date.accessioned2012-11-05T12:30:43Z-
dc.date.available2012-11-05T12:30:43Z-
dc.date.issued2012en_US
dc.identifier.isbn978-3-86558-854-8en_US
dc.identifier.urihttp://hdl.handle.net/10419/65859-
dc.description.abstractOver the past two decades, Germany experienced several periods of banking system instability rather than full-blown banking system crises. In this paper we introduce a continuous and forward-looking stability indicator for the banking system based on information on all financial institutions in Germany between 1995 and 2010. Explaining this measure by means of panel regression techniques, we identify significant macroprudential early warning indicators (such as asset price indicators, leading indicators for the business cycle and monetary indicators) and spillover effects. Whereas international spillovers play a significant role across all banking sectors, regional spillovers and the credit-to-GDP ratio are more important for cooperative banks and less relevant for commercial banks.en_US
dc.language.isoengen_US
dc.publisher|aDeutsche Bundesbank |cFrankfurt a. M.en_US
dc.relation.ispartofseries|aDiscussion Paper, Deutsche Bundesbank |x27/2012en_US
dc.subject.jelC23en_US
dc.subject.jelE44en_US
dc.subject.jelG01en_US
dc.subject.jelG21en_US
dc.subject.ddc330en_US
dc.subject.keywordEarly Warning Indicatorsen_US
dc.subject.keywordBanking System Stabilityen_US
dc.subject.keywordRegional Spillover Effectsen_US
dc.subject.keywordPanel Regression Techniquesen_US
dc.titleEarly warning indicators for the German banking system: A macroprudential analysisen_US
dc.typeWorking Paperen_US
dc.identifier.ppn729175642en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
dc.identifier.repecRePEc:zbw:bubdps:272012-

Files in This Item:
File
Size
446.11 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.