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Higher bank capital requirements and mortgage pricing : evidence from the Counter-Cyclical Capital Buffer
Basten, Christoph; Koch, Cathérine - 2014
We examine mortgage pricing before and after Switzerland was the first country to activate the Counter-Cyclical Capital Buffer of Basel III. Observing multiple mortgage offers per request, we obtain three core findings. First, capitalconstrained and mortgage-specialized banks raise their rates...
Persistent link: https://www.econbiz.de/10010402680
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Unconventional monetary policy and productivity : evidence on the risk-seeking channel from us corporate bond markets
Albrizio, Silvia; Conesa, Marina; Dlugosch, Dennis; … - 2019
We examine the relationship between lax monetary policy, access to high-yield bond markets and productivity in the US … higher risk profile. Since the relationship between credit ratings and firm-level productivity is U-shaped, the aggregate … effect on productivity is a priori unclear. Turning to the real economy, we thus analyse whether this additional access to …
Persistent link: https://www.econbiz.de/10011975741
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Breaking the shackles : zombie firms, weak banks and depressed restructuring in Europe
Andrews, Dan; Petroulakis, Filippos - 2017
bank health and the consequences for aggregate productivity in 11 European countries. Controlling for cyclical effects, the … constrains the growth of more productive firms, to the detriment of aggregate productivity growth. Our results suggest that …
Persistent link: https://www.econbiz.de/10011823621
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Toward a unified framework of credit creation
Becke, Susanne von der; Sornette, Didier - 2014
We identify the origin of the contradicting perspectives on credit creation offered by Austrian, Mainstream and Post Keynesian economists as the neglect of the primacy of such assets as goods, properties and securities, which always pre-exist any transaction and loan. We develop a unified...
Persistent link: https://www.econbiz.de/10010337985
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Macro credit risk stress testing in Tanzanian banking sector : a global vector autoregressive (GVAR) approach
Kishimba, Khadijah Jumanne; Akande, Joseph Olorunfemi; … - In: Journal of African business 25 (2024) 3, pp. 531-554
Persistent link: https://www.econbiz.de/10015049510
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Effectiveness of the Basel III framework : procyclicality in the banking sector and macroeconomic fluctuations
Yu, Jinyoung; Ryu, Doojin - In: The Singapore economic review : journal of the Economic … 66 (2021) 3, pp. 855-879
Persistent link: https://www.econbiz.de/10012652727
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"In the short run blasé, in the long run risqué" : on the effects of monetary policy on bank credit risk-taking in the short versus long run
Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - In: Schmalenbach business review : sbr 18 (2017) 3, pp. 181-226
Persistent link: https://www.econbiz.de/10011711208
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Bank's loan loss provisioning in large emerging countries : the role of motivation, capital buffer, business cycle and governance
Ariefianto, Mochammad Doddy; Trinugroho, Irwan - In: International journal of monetary economics and finance … 16 (2023) 6, pp. 481-504
Persistent link: https://www.econbiz.de/10015066087
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Do loan officers' incentives lead to lax lending standards?
Agarwal, Sumit; Ben-David, Itzhak - 2012
We study a controlled experiment in which a bank's loan officers were incentivized based on originated loan volume to encourage prospecting for new business. While treated loan officers did attract new applications, both extensive and intensive margins of loan origination expanded ( 31% new...
Persistent link: https://www.econbiz.de/10009625941
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The transformation of banking : tying loan interest rates to borrowers' CDS spreads
Ivanov, Ivan T.; Santos, João A. C.; Vo, Thu - 2013
We investigate how the introduction of market-based pricing, the practice of tying loan interest rates to credit default swaps, has affected bank financing. We find that market-based pricing is associated with lower interest rates, both at origination and during the life of the loan. Our results...
Persistent link: https://www.econbiz.de/10010250693