Showing 1 - 7 of 7
We analyze the inward and outward transmission of regulatory changes through German banks' (international) loan portfolio. Overall, our results provide evidence for international spillovers of prudential instruments, these spillovers are however quite heterogeneous between types of banks and can...
Persistent link: https://www.econbiz.de/10012981901
We study whether the low interest rate environment paired with booming housing markets affected banks' foreign activities in terms of commercial and residential real estate backed lending. Using a unique dataset covering systemically relevant banks in the euro area over the period 2015-2022, we...
Persistent link: https://www.econbiz.de/10015205418
Persistent link: https://www.econbiz.de/10011716272
We analyze the inward and outward transmission of regulatory changes through German banks' (international) loan portfolio. Overall, our results provide evidence for international spillovers of prudential instruments, these spillovers are however quite heterogeneous between types of banks and can...
Persistent link: https://www.econbiz.de/10011518213
We examine whether liquidity dynamics within banking groups matter for the transmission of macroprudential policy. Using matched headquarter-branch data for identification, we find a lending channel of reserve requirements for municipal branches whose headquarters are more exposed to the policy...
Persistent link: https://www.econbiz.de/10012287422
This paper examines whether intra-group dynamics matter for the transmission of macroprudential policy. Using novel bank-level data on the Brazilian banking system, we investigate the effect of reserve requirements targeting headquarter banks’ deposit share on credit supply by their municipal...
Persistent link: https://www.econbiz.de/10011743153
Persistent link: https://www.econbiz.de/10013169771