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Persistent link: https://www.econbiz.de/10013456907
Recently, banking literature has had a quest for appropriate pricing of bank loans under the new Basel II rules and has … price bank's corporate loans, aiming at making bank managers aware of the creation/destruction of shareholder value. We show …
Persistent link: https://www.econbiz.de/10014224548
interconnectedness on the banks' failure probability can be alleviated if bank capital regulation is properly designed. This paper …This paper proposes that whether interconnectedness among banks leads to financial instability depends on banks … and the banks' failure probability. In the model, banks adopt the Value-at-Risk rule to make the capital structure …
Persistent link: https://www.econbiz.de/10012979287
We survey 149 leading academic researchers on bank capital regulation. The median (average) respondent prefers a 10 … strongly an expert believes that higher capital requirements would increase the cost of bank lending …
Persistent link: https://www.econbiz.de/10012831717
We survey 149 leading academic researchers on bank capital regulation. The median (average) respondent prefers a 10 … strongly an expert believes that higher capital requirements would increase the cost of bank lending …
Persistent link: https://www.econbiz.de/10013324227
We survey 149 leading academic researchers on bank capital regulation. The median (average) respondent prefers a 10 … strongly an expert believes that higher capital requirements would increase the cost of bank lending. …
Persistent link: https://www.econbiz.de/10012225424
Formal enforcement actions issued against banks for violations of laws and regulations related to safety and soundness … issued against U.S. banks, we show that they have a strong negative effect on price terms (loan spreads and fees) for … higher, while punished banks intensify use of collateral …
Persistent link: https://www.econbiz.de/10012969162
Formal enforcement actions issued against banks for violations of laws and regulations related to safety and soundness … enforcement actions issued against U.S. banks, we show that they have a strong negative effect on price terms (loan spreads and … been much higher, while punished banks intensify use of collateral …
Persistent link: https://www.econbiz.de/10012985264
Reduced exchange rate volatility and higher and less heterogeneous quality of institutional rules and macroeconomic policies are two of the main (anticipated and concurring) effects expected from a currency union. In this paper we measure the magnitude of these two effects on the Euro area...
Persistent link: https://www.econbiz.de/10014068083
Persistent link: https://www.econbiz.de/10009308151