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leverage on GDP, credit and the interest rate spread. Increasing capital requirements for banks should therefore have no strong …
Persistent link: https://www.econbiz.de/10011667888
minimum standard is unlikely to exhibit adverse consequences for credit supply and bank profitability. …
Persistent link: https://www.econbiz.de/10011541056
In this paper, we ask about the capacity of macroprudential policies to reduce the procyclical impact of capital ratio on bank lending. We focus on aggregated macroprudential policy measures and on individual instruments and test whether their effect on the association between lending and...
Persistent link: https://www.econbiz.de/10012010272
In this paper we aim to find out whether bank specialization and bank capitalization affect the relationship between bank loan growth and bank capital ratio, both in expansions and in contractions. We hypothesize that the impact of bank capital on lending is relatively strong in cooperative...
Persistent link: https://www.econbiz.de/10012030770
Current empirical methods to identify and assess the impact of bank credit supply shocks rely strictly on multi … economy and most prone to credit supply shocks. We propose and underpin an alternative demand control (using industry …-location-size-time fixed effects) that allows identifying timevarying cross-sectional bank credit supply shocks using both single- and multi …
Persistent link: https://www.econbiz.de/10011920502
credit standards more than healthier banks, especially for firms with a higher default risk. We also show how credit … deterioration in banks' corporate loan portfolios. Here we find that weaker banks respond more forcefully by tightening their credit …
Persistent link: https://www.econbiz.de/10014486705
examination of credit files of five leading German banks, thus relying on information actually used in the process of bank credit …
Persistent link: https://www.econbiz.de/10009768264
We study loans from banking and non-banking lenders to different groups of borrowers in order to unveil significant differences on how those respond to a shock and evaluate possible alternative explanations for such differences. The objective is to gain insights useful to explain the loan...
Persistent link: https://www.econbiz.de/10012194423
compensation for borrowers' credit risk under absence of arbitrage opportunities and I use these rates as a benchmark to interpret …
Persistent link: https://www.econbiz.de/10013158964
-based benchmark portfolio that mimics individual banks' interest rate and credit risk exposure. From 2015 to mid-2022, euro area banks … rate or credit risk when hit by shocks. Using the euro area credit register and the pandemic shock for identification, we … find that higher edge banks originate more credit, direct it towards more productive firms, and support more firm …
Persistent link: https://www.econbiz.de/10014528253