O-SII designation and deposit funding costs

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 192
Issue: C

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper investigates implications of the designation of national systemically important banks (Other Systemically Important Institutions — O-SIIs) in Germany. It looks whether being labelled as ‘systemically important financial institution’ affects banks’ deposit funding costs. Results show that being designated as O-SII brings a funding cost advantage of about 30bps for deposits in the aftermath of the announcement. The finding points toward some unintended consequence of measures implemented to address ‘too-big-to-fail’ related issues.

Technical Details

RePEc Handle
repec:eee:ecolet:v:192:y:2020:i:c:s0165176520301786
Journal Field
General
Author Count
1
Added to Database
2026-01-29