Showing 1 - 10 of 1,316
This paper assesses the usefulness of private credit variables and other macrofinancial and banking sector indicators for the setting of Basel III/CRD IV countercyclical capital buffers (CCBs) in a multivariate early warning model framework, using data for 23 EU Members States from 1982 Q2 to...
Persistent link: https://www.econbiz.de/10013074386
How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks’ lending, their corresponding risk-taking, the ensuing effect on their...
Persistent link: https://www.econbiz.de/10013404671
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institutions (O …
Persistent link: https://www.econbiz.de/10012867435
estimated while controlling for the macroeconomic environment. An increase in bank' balance sheet risk is shown to increase the …
Persistent link: https://www.econbiz.de/10013097610
We study the impact of macroprudential capital buffers on banking groups' lending and risk-taking decisions, also investigating implications for internal capital markets. For identification, we exploit heterogeneity in buffers applied to other systemically important institutions, using...
Persistent link: https://www.econbiz.de/10013210623
from both corporate bonds and bank loans for forecasting of real activity, unemployment, inflation and lending volumes in …
Persistent link: https://www.econbiz.de/10012988612
estimation of risk by banks …
Persistent link: https://www.econbiz.de/10013217542
natural experiment to study the effects of reduced bank capital adequacy on productivity. Affected banks respond not only by …
Persistent link: https://www.econbiz.de/10012889191
We develop a dynamic structural model of bank behaviour that provides a microeconomic foundation for bank capital and …
Persistent link: https://www.econbiz.de/10012893728
This paper investigates the relationship between bank funding costs and solvency for a large sample of euro area banks … relationship between bank solvency, on the one hand, and senior bond yields, term deposit rates and overnight deposit rates, on the … other. The analysis finds a significant negative relationship between bank solvency and the different types of funding costs …
Persistent link: https://www.econbiz.de/10012844540