Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/65859 
Full metadata record
DC FieldValueLanguage
dc.contributor.authorJahn, Nadyaen
dc.contributor.authorKick, Thomasen
dc.date.accessioned2012-11-05-
dc.date.accessioned2012-11-05T12:30:43Z-
dc.date.available2012-11-05T12:30:43Z-
dc.date.issued2012-
dc.identifier.isbn978-3-86558-854-8en
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
dc.language.isoengen
dc.publisher|aDeutsche Bundesbank |cFrankfurt a. M.en
dc.relation.ispartofseries|aBundesbank Discussion Paper |x27/2012en
dc.subject.jelC23en
dc.subject.jelE44en
dc.subject.jelG01en
dc.subject.jelG21en
dc.subject.ddc330en
dc.subject.keywordEarly Warning Indicatorsen
dc.subject.keywordBanking System Stabilityen
dc.subject.keywordRegional Spillover Effectsen
dc.subject.keywordPanel Regression Techniquesen
dc.titleEarly warning indicators for the German banking system: A macroprudential analysis-
dc.typeWorking Paperen
dc.identifier.ppn729175642en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:bubdps:272012en

Files in This Item:
File
Size
446.11 kB





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