Interactions between bank-specific risk and macroeconomic performance

Department(s)/ Research Infrastructure
Macroeconomics
Project Status
Current Project
Project Duration
since/from 2015 to 2017
Commissioned by
Deutsche Forschungsgemeinschaft (DFG), Schwerpunktprogramm 1578
In Cooperation with
Institut für Wirtschaftsforschung Halle (IWH)
Project Manager
Franziska Bremus, Felix Noth (IWH)
Project Team/Contacts at DIW Berlin

Details

Kurzbeschreibung

The global financial crisis has demonstrated that risk at the level of individual financial institutions can harm the stability of the financial system as a whole and, in turn, macroeconomic performance. Building on the concept of granularity, this project investigates how risk at the level of large banks and macroeconomic performance are related. Moreover, it will be explored how regulatory policy affects the link between bank-specific risk and the macroeconomy. The project results will provide evidence to inform the current debate on micro- and macro-prudential regulation.


Publications

Diskussionspapiere/ Discussion Papers (2017)

Bank-Specific Shocks and House Price Growth in the U.S.

Franziska Bremus, Thomas Krause, Felix Noth
Aufsätze referiert extern - ISI (2017)

Granularity in Banking and Growth: Does Financial Openness Matter?

Franziska Bremus, Claudia M. Buch
Aufsätze in Sammelwerken (2015)

Big Banks and Macroeconomic Outcomes

Franziska Bremus, Claudia M. Buch, Katheryn N. Russ, Monika Schnitzer
Aufsätze referiert extern - ISI (1 / 2015)

Banking Market Structure and Macroeconomic Stability: Are Low-Income Countries Special?

Franziska Bremus, Claudia M. Buch
Diskussionspapiere/ Discussion Papers (2013)

Granularity in Banking and Growth: Does Financial Openness Matter?

Franziska Bremus, Claudia M. Buch
Diskussionspapiere/ Discussion Papers (2013)

Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity

Franziska Bremus, Claudia M. Buch, Katheryn N. Russ, Monika Schnitzer
Diskussionspapiere extern (2013)

Granularity in Banking and Growth: Does Financial Openness Matter?

Franziska Bremus, Claudia M. Buch
Beiträge in Tages- und Wochenzeitungen (10.07.2013 / 2013)

Big Banks and Macroeconomic Outcomes

Franziska Bremus, Claudia M. Buch, Katheryn N. Russ, Monika Schnitzer
Diskussionspapiere extern (2013)

Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity

Franziska Bremus, Claudia Buch, Katheryn N. Russ, Monika Schnitzer
DIW Wochenbericht (13/14 / 2013)

Marktkonzentration im Bankensektor kann makroökonomische Effekte haben

Franziska Bremus