Similar Search Results

A Dynamic Model of Bank Behaviour under Multiple Regulatory Constraints

Behn, Markus - 2019

We develop a dynamic structural model of bank behaviour that provides a microeconomic foundation for bank capital and liquidity structures and analyses the effects of changes in regulatory capital and liquidity requirements as well as their interaction. Our findings suggest that adjustments in...

Persistent link: https://www.econbiz.de/10012893728

Monetary Policy and Bank Profitability in a Low Interest Rate Environment

Altavilla, Carlo - 2017

We analyse the impact of standard and non-standard monetary policy measures on bank profitability. For empirical identification, the analysis focuses on the euro area, thereby exploiting substantial bank and country heterogeneity within a monetary union where the central bank has implemented a...

Persistent link: https://www.econbiz.de/10012945753

When the Cat's Away the Mice will Play : Does Regulation at Home Affect Bank Risk Taking Abroad?

Ongena, Steven - 2012

This paper provides the first empirical evidence that bank regulation is associated with cross-border spillover effects … of host-country regulation …

Persistent link: https://www.econbiz.de/10013099025

Rules and Discretion(s) in Prudential Regulation and Supervision : Evidence from EU Banks in the Run-Up to the Crisis

Maddaloni, Angela - 2019

Prior to the financial crisis, prudential regulation in the EU was implemented non-uniformly across countries, as … crisis. Prudential frameworks also explain banks' liquidity buffers even in absence of a specific liquidity regulation, which …

Persistent link: https://www.econbiz.de/10012869817

Evaluating the Real Effect of Bank Branching Deregulation : Comparing Contiguous Counties Across U.S. State Borders

Huang, Rocco - 2021

regression discontinuity setup. The study uses a total of 285 pairs of contiguous counties along 38 segments of such regulation …

Persistent link: https://www.econbiz.de/10013316911

Bank Bailouts and Competition - Did TARP Distort Competition Among Sound Banks?

Koetter, Michael; Noth, Felix - 2015

This study investigates if the Troubled Asset Relief Program (TARP) distorted price competition in U.S. banking …

Persistent link: https://www.econbiz.de/10013020652

Bank Reactions After Capital Shortfalls

Kok, Christoffer - 2013

This paper investigates whether European banks have capital targets and how deviations from the target impact their equity composition and activity mix. Using quarterly data for a sample of large European banks between 2004 and 2011, we show that there are notable asymmetries in banks' reactions...

Persistent link: https://www.econbiz.de/10013073081

Banks, Shadow Banking, and Fragility

Luck, Stephan - 2014

This paper studies a banking model of maturity transformation in which regulatory arbitrage induces the coexistence of … banking sector determines the stability of the financial system. If the shadow banking sector is small relative to the … capacity of secondary markets for shadow banks' assets, shadow banking is stable. In turn, if the sector grows too large, it …

Persistent link: https://www.econbiz.de/10013049188

Markets, Banks, and Shadow Banks

Martinez-Miera, David - 2019

We analyze the effect of bank capital requirements on the structure and risk of a financial system where markets, regulated banks, and shadow banks coexist. Banks face a moral hazard problem in screening entrepreneurs' projects, and they choose whether to be regulated or not. If regulated, a...

Persistent link: https://www.econbiz.de/10012893588

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/10014353362