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The State-Dependent Impact of Changes in Bank Capital Requirements
Lang, Jan Hannes; Menno, Dominik - 2023
Based on a non-linear equilibrium model of the banking sector with an occasionally binding equity issuance constraint … large: up to 10% more loans for a capital requirement release of 1pp. Compared to existing DSGE models with a banking sector …
Persistent link: https://www.econbiz.de/10014352478
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Bank capital forbearance and serial gambling
Martynova, Natalya; Perotti, Enrico C.; Suárez, Javier - 2020
recapitalization. Supervisory forbearance emerges because political and fiscal costs undermine supervisors' commitment to intervene … decisions become strategic complements, producing equilibria with extremely high forbearance and high systemic costs …. Anticipating forbearance in response to diffuse undercapitalization, banks may ex ante choose more correlated risks, a form of …
Persistent link: https://www.econbiz.de/10012302183
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Effects of Bank Capital Requirement Tightenings on Inequality
Eickmeier, Sandra - 2019
We use a newly constructed narrative measure of regulatory bank capital requirement tightening events (Eickmeier et al., 2018) to examine their effects on household income and expenditure inequality in the US. Income and expenditure inequality both decline (the latter decline being slightly less...
Persistent link: https://www.econbiz.de/10012893253
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The state-dependent impact of changes in bank capital requirements
Lang, Jan Hannes; Menno, Dominik - 2023
Based on a non-linear equilibrium model of the banking sector with an occasionally binding equity issuance constraint … large: up to 10% more loans for a capital requirement release of 1pp. Compared to existing DSGE models with a banking sector …
Persistent link: https://www.econbiz.de/10014320853
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Bank Capital Buffers in a Dynamic Model
Mankart, Jochen - 2019
We estimate a dynamic structural banking model to examine the interaction between risk-weighted capital adequacy and …
Persistent link: https://www.econbiz.de/10012894495
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Unconventional Monetary Policy, Bank Lending, and Security Holdings : The Yield-Induced Portfolio Rebalancing Channel
Paludkiewicz, Karol - 2019
Exploiting a granular dataset of banks' security holdings I assess the impact of unconventional monetary policy on bank lending and security holdings. Using a difference-in-differences regression setup and holding the security composition of each bank constant at its level in January 2014, well...
Persistent link: https://www.econbiz.de/10012898444
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Bank Risk-Taking and Impaired Monetarypolicy Transmission
Koenig, Philipp; Schliephake, Eva - 2022
We consider a standard banking model with agency frictions to simultaneously study the weakening and reversal of …
Persistent link: https://www.econbiz.de/10013310309
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The Augmented Bank Balance-Sheet Channel of Monetary Policy
Bittner, Christian; Bonfim, Diana; Heider, Florian; … - 2022
This paper studies how banks' balance sheets and funding costs interact in the transmission of monetary-policy rates to banks' credit supply to firms. To do so, we use credit-registry data from Germany and Portugal together with the European Central Bank's policy-rate cuts in mid-2014. The...
Persistent link: https://www.econbiz.de/10013492380
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Interactions between Bank Levies and Corporate Taxes : How is Bank Leverage Affected?
Bremus, Franziska - 2020
Regulatory bank levies set incentives for banks to reduce leverage. At the same time, corporate income taxation makes funding through debt more attractive. In this paper, we explore how regulatory levies affect bank capital structure, depending on corporate income taxation. Based on bank balance...
Persistent link: https://www.econbiz.de/10012826222
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Does Greater Transparency Discipline the Loan Loss Provisioning of Privately Held Banks?
Bischof, Jannis - 2020
practices of privately held banks. We study a unique change in disclosure regulation under German banking law which introduces …
Persistent link: https://www.econbiz.de/10012826235