Do bank characteristics influence the effect of monetary policy on bank risk?

We analyze whether bank characteristics affect the impact of monetary policy on bank risk. We find that the insulation effects produced by capital and liquidity were lower for banks operating in countries with particularly low interest rates.

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Year of publication:	2012
Authors:	Altunbas, Yener ; Gambacorta, Leonardo ; Marques-Ibanez, David
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 117.2012, 1, p. 220-222
Publisher:	Elsevier
Subject:	Risk-taking channel \| Monetary policy \| Credit crisis \| Bank characteristics

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Type of publication:	Article
Classification:	E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G21 - Banks; Other Depository Institutions; Mortgages
Source:	RePEc - Research Papers in Economics

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