Network


Latest external collaboration on country level. Dive into details by clicking on the dots.

Hotspot


Dive into the research topics where Claudia Lambert is active.

Publication


Featured researches published by Claudia Lambert.


Review of Finance | 2018

How Do Banks React to Catastrophic Events? Evidence from Hurricane Katrina

Claudia Lambert; Felix Noth; Ulrich Schüwer

This paper explores how banks adjust their risk-based capital ratios and asset allocations following an exogenous shock to their asset quality caused by Hurricane Katrina in 2005. We find that independent banks based in the disaster areas increase their risk-based capital ratios after the hurricane, while those part of a bank holding company do not. The effect on independent banks mainly comes from the subgroup of high-capitalized banks. These banks increase their holdings in government securities and reduce loans to non-financial firms. Hence, banks that become more stable achieve this at the cost of reduced lending.


Archive | 2012

How Do Banks React to Increased Asset Risks? Evidence from Hurricane Katrina

Claudia Lambert; Felix Noth; Ulrich Schüwer

The instability of banks during the recent financial crisis underlines the importance of understanding how banks determine their capital ratios. This paper conducts the first empirical assessment on how banks adjust their capital ratios following an exogenous shock to their asset risks. The existing literature, which uses non-experimental identification, faces the difficulty that banks typically determine capital ratios and asset risks simultaneously. Using Hurricane Katrina as a natural experiment, we find that banks in the disaster areas increase their risk-based capital ratios after the hurricane. This finding shows that banks act precautious by themselves irrespective of regulatory requirements. However, when we examine low-capitalized and high-capitalized banks separately, we find that results are driven by high-capitalized banks. In addition, high-capitalized banks increase their risk-based capital ratios by decreasing loans and not by increasing capital.


Journal of International Money and Finance | 2016

Credit provision and banking stability after the Great Financial Crisis: The role of bank regulation and the quality of governance

Marcel Fratzscher; Philipp König; Claudia Lambert


DIW Wochenbericht | 2013

Liquiditätsmanagement des Eurosystems im Zeichen der Krise

Marcel Fratzscher; Philipp König; Claudia Lambert


DIW Economic Bulletin | 2014

Banking Union and Bank Regulation: Banking Sector Stability in Europe

Franziska Bremus; Claudia Lambert


DIW Wochenbericht | 2013

Target-Salden - ein Anker der Stabilität

Marcel Fratzscher; Philipp König; Claudia Lambert


DIW Economic Bulletin | 2013

TARGET Balances - An Anchor of Stability

Marcel Fratzscher; Philipp König; Claudia Lambert


Wirtschaftsdienst | 2014

Neue Banken- und Fiskalarchitektur für Europa: Krisen vermeiden, statt sie nur zu bewältigen

Marcel Fratzscher; Claudia Lambert; Malte Rieth


DIW-Wochenbericht | 2014

Bankenunion und Bankenregulierung: Stabilität des Bankensektors in Europa

Franziska Bremus; Claudia Lambert


Archive | 2013

What Influences Banks' Choice of Risk Management Tools? Theory and Evidence

Dilek Bülbül; Hendrik Hakenes; Claudia Lambert

Collaboration


Dive into the Claudia Lambert's collaboration.

Top Co-Authors

Avatar
Top Co-Authors

Avatar

Dilek Bülbül

Goethe University Frankfurt

View shared research outputs
Top Co-Authors

Avatar

Felix Noth

Halle Institute for Economic Research

View shared research outputs
Top Co-Authors

Avatar

Ulrich Schüwer

Goethe University Frankfurt

View shared research outputs
Top Co-Authors

Avatar

Malte Rieth

German Institute for Economic Research

View shared research outputs
Top Co-Authors

Avatar

Hendrik Hakenes

Economic Policy Institute

View shared research outputs
Top Co-Authors

Avatar
Researchain Logo
Decentralizing Knowledge