Showing 1 - 10 of 86
This paper analyses the impact of loan market competition on the interest rates applied by euro area banks to loans and … pass-through of market rates to bank interest rates, we likewise find that banks tend to price their loans more in … suggest that the competitive pressure is heavier in the loan market than in the deposit markets, so that banks under …
Persistent link: https://www.econbiz.de/10005106652
Financial conglomerates, combining banking, securities trading, and insurance, have become an important part of the financial landscape in many countries. Cross-sector consolidation has been fostered by trends such as disintermediation, globalization, and deregulation creating new challenges for...
Persistent link: https://www.econbiz.de/10005021889
banks. However if in extreme scenarios the LCR becomes a binding constraint, the interaction of bank behaviour with the …
Persistent link: https://www.econbiz.de/10010543516
We investigate 62 Dutch banks' liquidity behaviour between January 2004 and March 2010, when these banks were subject … to a liquidity regulation that is very similar to Basel III's Liquidity Coverage Ratio (LCR). We find that most banks … the regulation. More solvent banks hold fewer liquid assets against their stock of liquid liabilities, suggesting an …
Persistent link: https://www.econbiz.de/10010757286
The current debate on the possible procyclicality of the new Basel Accord pays little attention to the procyclicality created by unsound loan loss provisioning. This paper investigates how bank provisioning behaviour is related to the business cycle, using 8,000 bank-year observations from 29...
Persistent link: https://www.econbiz.de/10005030251
The current debate on the possible procyclicality of the new Basel Accord pays little attention to the procyclicality created by unsound loan loss provisioning. This paper investigates how bank provisioning behaviour is related to the business cycle, using 8,000 bank-year observations from 29...
Persistent link: https://www.econbiz.de/10005030256
Traditional theory suggests that high franchise value limits bank risk-taking incentives. Then why did many banks with …
Persistent link: https://www.econbiz.de/10010798444
rules. One that stimulates banks to issue retail deposits in an upturn and one that incentivizes banks to create loanable …
Persistent link: https://www.econbiz.de/10010822694
We first sketch how central banks have used unconventional monetary policy measures by using three indicators based on … the composition of the balance sheet of eleven central banks. Our analysis suggests that although the ECB's balance sheet … composition of the ECB's balance sheet compared to other central banks, such as the Fed and the Bank of England. Next, we take …
Persistent link: https://www.econbiz.de/10010757276
This paper studies the transmission of monetary policy to macroeconomic variables in three new EU Member States in comparison with that in the euro area with structural time-varying coefficient vector autoregressions. In line with the Lucas Critique reduced-form models like standard VARs are not...
Persistent link: https://www.econbiz.de/10004988587