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Macroprudential policy and the revolving door of risk : lessons from leveraged lending guidance

Kim, Sooji; Plosser, Matthew C.; Santos, João A. C. - 2017

more lax lending policies than banks, we unveil important evidence that nonbanks increased bank borrowing following the …

Persistent link: https://www.econbiz.de/10011657569

Credit risk transfer and de facto GSE reform

Finkelstein, David L.; Strzodka, Andreas; Vickery, James - 2018

We summarize and evaluate Fannie Mae and Freddie Mac's credit risk transfer (CRT) programs, which have been used since 2013 to shift a portion of credit risk on more than $1.8 trillion of mortgages to private sector investors. We argue that the CRT programs have been successful in reducing the...

Persistent link: https://www.econbiz.de/10011806244

Why are banks not recapitalized during crises?

Crosignani, Matteo - 2017

, in the context of the eurozone periphery, the increase in domestic government bond holdings, the reduction of bank credit …

Persistent link: https://www.econbiz.de/10011978342

Resolving a non-performing loan crisis : the ongoing case of the Irish mortgage market

McCann, Fergal - 2018

The Irish banking system has in recent years experienced a large build-up in Non-Performing Loans (NPLs) during the crisis followed by a sharp reduction in the 2013-2017 period. In this article I present a recent history of the ongoing resolution of the mortgage arrears crisis in Ireland. Using...

Persistent link: https://www.econbiz.de/10011848377

(Pro?)-cyclicality of collateral haircuts and systemic illiquidity

Glaser, Florian; Panz, Sven - 2016

Procyclicality of collateral haircuts and margins has become a widely proclaimed behavior and is currently discussed not only by academic literature but also by regulatory authorities in Europe. Procyclicality of haircuts is assumed to be a trigger of liquidity spirals due to its tightening...

Persistent link: https://www.econbiz.de/10011975294

Determinants of non-performing loans : an empirical analysis across major sectors

Reigl, Nicolas - 2025

Persistent link: https://www.econbiz.de/10015330337

The effect of bank monitoring on loan repayment

Branzoli, Nicola; Fringuellotti, Fulvia - 2020

bank monitoring based on banks' requests for information on their existing borrowers and we investigate the effect of bank … exogenous variation in bank monitoring. Our identification strategy is supported by a theoretical model predicting that a … decrease in the tax rate improves bank incentives to monitor borrowers by increasing returns from lending. We find that bank …

Persistent link: https://www.econbiz.de/10012224299

Public recapitalisations and bank risk : evidence from loan spreads and leverage

Brei, Michael; Gadanecz, Blaise - 2012

Persistent link: https://www.econbiz.de/10009582671

Interbank credit exposures and financial stability

Schneorson, Oren - 2022

connectivity may destabilize the financial system via the bank-run channel. This is because it decreases the risk-sharing benefits … of interbank connectivity. A bank-run model features two islands that are connected via a long term debt claim. Varying … the size of this claim (interbank connectivity), I study how the decision to 'run on the bank' is affected. I run a …

Persistent link: https://www.econbiz.de/10013350529

Effectiveness of policy and regulation in European sovereign credit risk markets : a network analysis

Buse, Rebekka; Schienle, Melanie; Urban, Jörg - 2019

We study the impact of changes in regulations and policy interventions on systemic risk among European sovereigns measured as volatility spillovers in respective credit risk markets. Our unique intraday CDS dataset allows for precise measurement of the effectiveness of these events in a network...

Persistent link: https://www.econbiz.de/10011992508