International Banking Library

The International Banking Library is a web-based platform for the exchange of research on cross-border banking. It provides access to data sources, academic research, both theoretical and empirical on cross-border banking, as well as information on regulatory initiatives. The International Banking Library is associated with the International Banking Research Network (IBRN), a research network of Central Banks worldwide. The International Banking Library addresses researchers, policymakers, and students of international banking and economics in search of comprehensive information on international banking issues.

At the research frontier

Bank of England Working Paper: Le Pont de Londres: interactions between monetary and prudential policies in cross-border lending

Author(s): Matthieu Bussière, Robert Hills, Simon Lloyd, Baptiste Meunier, Justine Pedrono, Dennis Reinhardt and Rhiannon Sowerbutts Date: January 2020 Abstract: By combining analysis of two unique confidential datasets, we examine how euro-area (EA) monetary policy and recipient-country prudential policy interact to influence the cross-border lending of French banks from France and the UK. We find that[…]

BIS Working Papers: Bad bank resolutions and bank lending

Author(s): Michael Brei, Leonardo Gambacorta, Marcella Lucchetta and Bruno Maria Parigi Date: January 2020 Abstract: The paper investigates whether impaired asset segregation tools, otherwise known as bad banks, and recapitalisation lead to a recovery in the originating banks’ lending and a reduction in non-performing loans (NPLs). Results are based on a novel data set covering 135[…]

CEPR Working Paper: Globalization Cycles

Author(s): Maurice Obstfeld Date: February 2020 Abstract: Mark Twain is reputed to have remarked that history does not repeat itself, but it often rhymes. While the Global Financial Crisis of 2008-2009 was not a catastrophe on the order of World War I, there is a broad similarity in the sequelae to both of these events[…]

CEPR Working Paper: Measuring Regulatory Complexity

Author(s): Jean-Edouard Colliard and Co-Pierre Georg Date: February 2020 Abstract: Despite a heated debate on the perceived increasing complexity of financial regulation, there is no available measure of regulatory complexity other than the mere length of regulatory documents. To fill this gap, we propose to apply simple measures from the computer science literature by treating regulation[…]

CEPR Working Paper: Too many Voters to Fail: Influencing and Political Bargaining for Bailouts

Author(s): Linda Marlene Schilling Date: December 2019 Abstract: The paper provides a novel theory of how banks not only exploit but also cause being perceived as ‘too big to fail’. Bank creditors are also voters. Economic voting prompts politicians to grant bailouts given a bank failure. The bank’s capital structure acts as a tool to[…]

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YOUR CONTACT

Hannes Böhm
Hannes Böhm
Economist in the Department of Financial Markets
Matias Ossandon Busch
Matias Ossandon Busch
Economist in the Department of Financial Markets
Lena Tonzer
Lena Tonzer
Assistant Professor at Martin Luther University Halle-Wittenberg