Impact on Commercial Banks‘ Credit Risks caused by ECB‘s Negative Interest Rate Policy

@inproceedings{10835,
   author = {Bücher, Tobias},
   address = {Praha},
   booktitle = {FINANCIAL MARKETS 2023. THE ROLE OF CENTRAL BANKS IN A HIGH INFLATION ENVIRONMENT},
   editor = {Eva Kostikov},
   keywords = {Banks Risks, Credit Risk, Financial Risk and Risk Management, Negative Interest Rate Policy},
   howpublished = {elektronická verze "online"},
   language = {eng},
   location = {Praha},
   isbn = {978-80-7408-269-6},
   pages = {33-47},
   publisher = {Vysoká škola finanční a správní, a.s.},
   title = {Impact on Commercial Banks‘ Credit Risks caused by ECB‘s Negative Interest Rate Policy},
   url = {https://www.vsfs.cz/media/conference/fintrhy//ft_2023_sbornik.pdf},
   year = {2023}
}

TY  - JOUR
ID  - 10835
AU  - Bücher, Tobias
PY  - 2023
TI  - Impact on Commercial Banks‘ Credit Risks caused by ECB‘s Negative Interest Rate Policy
PB  - Vysoká škola finanční a správní, a.s.
CY  - Praha
SN  - 9788074082696
KW  - Banks Risks, Credit Risk, Financial Risk and Risk Management, Negative Interest Rate Policy
UR  - https://www.vsfs.cz/media/conference/fintrhy//ft_2023_sbornik.pdf
N2  - ECB’s negative interest rate policy leads to more and more higher risks in banks. The hypothesis is, that ECB's negative interest rate policy leads to significantly higher credit risks. The article researches the effects on credit risk indicators and the indeed risk development in banks. The author extends the analyzes carried out by other authors with his own data evaluation. External studies relate almost exclusively to macroeconomic data. The author researches one step deeper. For this purpose, raw data from all european commercial banks are analyzed. Therefore a correlation analysis between the 'deposit facility' and the respective characteristic was tested. This serves to check whether a change in the variable is causally related to the drop in the deposit facility. In addition, in individual cases a quadratic regression analysis supples the correlation analysis. This was useful in cases where lowering the deposit facility initially led to significant changes in the trait, but active management normalized it again. Direct effects on commercial banks credit risks can be proven by authors quantitative research.
ER  - 

BÜCHER, Tobias. Impact on Commercial Banks‘ Credit Risks caused by ECB‘s Negative Interest Rate Policy. Online. In Eva Kostikov. \textit{FINANCIAL MARKETS 2023. THE ROLE OF CENTRAL BANKS IN A HIGH INFLATION ENVIRONMENT}. Praha: Vysoká škola finanční a správní, a.s., 2023, s.~33-47, 14 s. ISBN~978-80-7408-269-6.