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Conference paper

https://doi.org/10.3326/pse.42.2.3

European perspective on the links among public investments, banking and sovereign risk

Evžen Kočenda ; Institute of Economic Studies, Charles University, Faculty of Social Sciences, Prague, Czech Republic; <br>Department of Econometrics, Institute of Information Theory and Automation, Prague, Czech Republic; <br>Center for Economic Studies, Leibniz Institu


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Abstract

Sovereign risk has become a pressing issue for the European Union (EU) in the aftermath of the global financial crisis (GFC) of 2007-2008. At the same time, the link between sovereign risk and the banking sectors of EU countries emerged, as several EU governments had to intervene to stabilize their banking sectors during the severe turmoil of the GFC (Correa et al., 2014). After all, based on the ECB Statistical Warehouse data, on average around 9% of total assets of EU banks consists of sovereign bonds of EU countries.

The sovereign risk and banking sector nexus in the EU has important implications for public finances in EU member states. When governments see banks in their countries in need of help, they might decide to prepare a bail-out package to save the financial institutions. Such a solution might become a burden on public finances: a government must borrow funds and at the same time there is less fiscal space for public investments. One outcome is that sovereign risk might increase. On the other hand, a bail-out of the banking system can be considered a cost-effective option if it prevents the economy from collapsing. Arguably, an economic collapse would negatively affect public finances to an even greater extent.

Brůha and Kočenda (2018) analyze the potential nexus between sovereign risk and the characteristics of banking sectors in the EU, including their quality and performance. Their analysis allows general conclusions to be drawn about the whole of the EU as well as those specific to regional groups. It also offers potential policy implications regarding public finances and public investments in EU countries.

Keywords

Hrčak ID:

200984

URI

https://hrcak.srce.hr/200984

Publication date:

5.6.2018.

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