Showing 1 - 10 of 917
signal on bank project quality, short-term wholesale financiers have lower incentives to conduct costly monitoring, and …
Persistent link: https://www.econbiz.de/10013141683
parent bank. We fi nd that the rise in counterparty risk substantially decreased the probability of obtaining funds from …
Persistent link: https://www.econbiz.de/10012962465
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 examine the relation between capital and liquidity creation. This issue is interesting because of the potential impact on liquidity creation from tighter capital requirements such as those in Basel III. We perform Granger-causality tests in a dynamic GMM panel estimator framework on an...
Persistent link: https://www.econbiz.de/10013097759
We study how the consequences of violations of covenants associated with bank lines of credit to firms vary with the … the heart of a new bank liquidity channel. This channel complements the traditional bank lending channel, which focuses on …
Persistent link: https://www.econbiz.de/10013051172
We study how banks manage their liquidity among the various assets at their disposal. We exploit the introduction of the ECB’s two-tier system which heterogeneously reduced the cost of additional reserves holdings. We find that the treated banks increase reserve holdings by borrowing on the...
Persistent link: https://www.econbiz.de/10014239530
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
In this study, we reassess the links between commercial bank ownership and lending growth during the 1996–2019 period …. Moreover, we find evidence that bank-specific characteristics were more important determinants of credit growth than ownership …
Persistent link: https://www.econbiz.de/10013288803
overnight unsecured loans. Using proprietary bank-level data, we find that interbank rate uncertainty significantly raises … positions and greater access to central bank funding …
Persistent link: https://www.econbiz.de/10013315349
signal on bank project quality, short-term wholesale financiers have lower incentives to conduct costly monitoring, and …
Persistent link: https://www.econbiz.de/10011605269