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Financial Supervision in an Integrating Europe: Measuring Cross-Border Externalities

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Author Info
Dirk Schoenmaker
Sander Oosterloo

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Abstract

Against the backdrop of European integration, the debate on the need for European arrangements for financial supervision and stability is intensifying in the literature as well as in the policy arena. While there is a consensus that the need for European arrangements ultimately depends on the intensity of cross-border spillover effects or externalities within the European Union (EU), there has been no attempt to measure these cross-border externalities. The aim of this paper is to fill this gap. A new data set on cross-border penetration (as a proxy for cross-border externalities) of 30 large EU banking groups has been collected. Although a home country bias still exists, the data indicate that the number of groups that have the potential to pose significant cross-border externalities within the EU context is substantial and increasing. Within a four-year period (2000-03), we find a statistically significant upward trend of emerging European banking groups. Policymakers therefore face the challenge of designing European structures for financial supervision and stability to deal effectively with these emerging European banking groups. Copyright Blackwell Publishing Ltd. 2005

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Article provided by Blackwell Publishing in its journal International Finance.

Volume (Year): 8 (2005)
Issue (Month): 1 (07)
Pages: 1-27
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Handle: RePEc:bla:intfin:v:8:y:2005:i:1:p:1-27

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  1. Mayes , David G., 2004. "An approach to bank insolvency in transition and emerging economies," Research Discussion Papers 4/2004, Bank of Finland. [Downloadable!]
    Other versions:
  2. Robert A. Eisenbeis & George G. Kaufman, 2007. "Cross-border banking: challenges for deposit insurance and financial stability in the European Union," Working Paper 2006-15, Federal Reserve Bank of Atlanta. [Downloadable!]
  3. Edward J. Kane, 2006. "Inadequacy of Nation-Based and VaR-Based Safety Nets in the European Union," NBER Working Papers 12170, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Robert A. Eisenbeis, 2004. "Agency problems and goal conflicts," Working Paper 2004-24, Federal Reserve Bank of Atlanta. [Downloadable!]
  5. Pedro Gustavo Teixeira & Garry J. Schinasi, 2006. "The Lender of Last Resort in the European Single Financial Market," IMF Working Papers 06/127, International Monetary Fund. [Downloadable!]
  6. Robert A. Eisenbeis, 2006. "Home country versus cross-border negative externalities in large banking organization failures and how to avoid them," Working Paper 2006-18, Federal Reserve Bank of Atlanta. [Downloadable!]
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