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Loan loss provisioning rules, procyclicality, and financial volatility

Agénor, Pierre-Richard; Zilberman, Roy - In: Journal of banking & finance 61 (2015), pp. 301-315

Persistent link: https://www.econbiz.de/10011545413

A macroeconomic model of endogenous systemic risk taking

Martinez-Miera, David; Suárez, Javier - 2012

Persistent link: https://www.econbiz.de/10009655140

Macroprudential policy and foreign interest rate shocks : a comparison of loan-to-value and capital requirements

Garbers, Christoph; Liu, Guangling - In: International review of economics & finance : IREF 58 (2018), pp. 683-698

Persistent link: https://www.econbiz.de/10012034257

Unexpected loan losses and bank capital in an estimated DSGE model of the euro area

Hristov, Nikolay; Hülsewig, Oliver - In: Journal of macroeconomics 54 (2017) 2, pp. 161-186

Persistent link: https://www.econbiz.de/10011926948

Housing and credit market shocks : exploring the role of rule-based Basel III counter-cyclical capital requirements

Liu, Guangling; Molise, Thabang - In: Economic modelling 82 (2019), pp. 264-279

Persistent link: https://www.econbiz.de/10012203094

Understanding bank and nonbank credit cycles : a structural exploration

Durdu, Ceyhun Bora; Zhong, Molin - 2019

We explore the structural drivers of bank and nonbank credit cycles using an estimated medium-scale macro model that allows for bank and nonbank financial intermediation. We posit economy-wide aggregate and sectoral disturbances to potentially drive bank and nonbank credit growth. We find that...

Persistent link: https://www.econbiz.de/10012181042