Showing 1 - 10 of 92
credit market integration are captured by variations in the cost for banks to grant credit for cross-border purchases. We …
Persistent link: https://www.econbiz.de/10011199814
This paper analyzes a two-country model of currency, banks and endogenous default to study whether impediments to … impediments induce a higher cost for banks to manage cross-border credit compared to domestic credit, welfare may not be maximal …
Persistent link: https://www.econbiz.de/10010816016
By introducing a structure of the balance sheets of the banks, which takes into account their bilateral exposures in …
Persistent link: https://www.econbiz.de/10010815986
Le 6 novembre 2014, le Conseil de stabilité financière (CSF/FSB) a publié simultanément une liste de trente groupes bancaires et une liste de neuf groupes d’assurance systémiques à l’échelle mondiale. Cette publication est l’aboutissement de travaux annuels du Comité de Bâle et de...
Persistent link: https://www.econbiz.de/10011201337
This paper examines the sensitivity of non-financial corporate lending to banks' capital ratio and their supervisory … the supervisory capital constraint. More supervisory capital-constrained banks tend to have a credit growth that is less … sensitive to the capital ratio. Our results also show a similar effect for non-performing loans. When banks are constrained …
Persistent link: https://www.econbiz.de/10010815964
The paper examines a continuous-time delegated monitoring problem between a competitive investor and an impatient bank monitoring a pool of long-term loans subject to Markovian "contagion." Moral hazard induces a foreclosure bias unless the bank is compensated with the right incentive-compatible...
Persistent link: https://www.econbiz.de/10010815979
This paper examines empirically to which extent public banks feature a different pattern in their lending behaviour … over macroeconomic fluctuations. Based on a unique dataset from 1990 to 2010, including at most 459 public banks in 93 … of private banks, (ii) public banks cut less on their loans during economic downturns, with a positive relation between …
Persistent link: https://www.econbiz.de/10010816013
question of the macroeconomic consequences of shocks to banks' leverage, be they policy induced or not, remains still largely … evidence of a contractionary impact of an unexpected shock reducing the leverage of large banks. …
Persistent link: https://www.econbiz.de/10010816017
This study provides responses to the question of the effectiveness of Loan-To-Value (LTV) and Debt Service-To-Income (DSTI) caps to contribute to financial stability. Using a lender’s risk management perspective, the paper provides a new methodology extending the standard asymptotic single...
Persistent link: https://www.econbiz.de/10010929761
of deposit insurance adoption on individual bank leverage. Using a panel of banks across 117 countries during the period … 1986-2011, I show that deposit insurance adoption pushes banks to increase significantly their leverage by reducing their … leveraged banks are unresponsive to deposit insurance adoption. …
Persistent link: https://www.econbiz.de/10010929763