Kirsten Jager

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

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Asset Encumbrance in Euro Area Banks: Analysing Trends, Drivers and Prediction Properties for Individual Bank Crises

ECB Occasional Paper No. 2021/261
Number of pages: 75 Posted: 01 Sep 2021
French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR), European Central Bank (ECB), Bank of Italy, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), Boston Consulting Group, European Central Bank (ECB), Bank of Greece and De Nederlandsche Bank
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Abstract:

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asset encumbrance, bank crisis, bank funding, collateral, early warning model, liquidity, panel econometrics