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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Ongena, Steven - 2019
Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...
Persistent link: https://www.econbiz.de/10012064522
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How banks respond to negative interest rates : evidence from the Swiss exemption threshold
Basten, Christoph; Mariathasan, Mike - 2018
Switzerland. For identification, we compare changes in the behavior of banks that had different fractions of their central bank …
Persistent link: https://www.econbiz.de/10011795014
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The long-term effects of capital requirements
De Nicolò, Gianni; Klimenko, Nataliya; Pfeil, Sebastian; … - 2021
, the equilibrium loan rate spread increases, which raises bank profitability and the market-to-book value of bank capital … model’s dynamic implications in a panel VAR estimation, which suggests that bank lending has even increased in the long …
Persistent link: https://www.econbiz.de/10012534512
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Macroeconomic factors and micro-level bank risk
Buch, Claudia M.; Eickmeier, Sandra; Prieto, Esteban - 2010
address the following questions. How are macroeconomic shocks transmitted to bank risk and other banking variables? What are … the sources of bank heterogeneity, and what explains differences in individual banks' responses to macroeconomic shocks …? Our paper has two main findings: (i) Average bank risk declines, and average bank lending increases following expansionary …
Persistent link: https://www.econbiz.de/10008697545
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Macroprudential capital regulation and fiscal balances in the euro area
Hristov, Nikolay; Hülsewig, Oliver; Kolb, Benedikt - 2024
We examine the fiscal footprint of macroprudential policy in euro area countries arising through the bond market channel (Reis, 2021). Using local projections, we estimate impulse responses of the fiscal balance to an unexpected tightening in macroprudential capital regulation. Our findings...
Persistent link: https://www.econbiz.de/10014485633
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The euro crisis and economic growth : a novel counterfactual approach
Terzi, Alessio - 2019 - This Draft: 25 June 2019
crisis countries (Greece, Portugal, Ireland, Cyprus, Spain) based on over 200 past macroeconomic adjustment episodes between …
Persistent link: https://www.econbiz.de/10012033212
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Different no more : country spreads in advanced and emerging economies
Born, Benjamin; Müller, Gernot J.; Pfeifer, Johannes; … - 2020
Interest-rate spreads fluctuate widely across time and countries. We characterize their behavior using some 3,200 quarterly observations for 21 advanced and 17 emerging economies since the early 1990s. Before the financial crisis, spreads are 10 times more volatile in emerging economies than in...
Persistent link: https://www.econbiz.de/10012162762
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The impact of the global financial crisis on business cycles in Asian emerging economies
Fidrmuc, Jarko; Korhonen, Iikka - 2009
We analyze the transmission of global financial crisis to business cycles in China and India. The pattern of business cycles in emerging Asian economies generally displays a low degree of synchronization with the OECD countries, which is consistent with the decoupling hypothesis. By contrast,...
Persistent link: https://www.econbiz.de/10003861779
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Towards a macroprudential surveillance and remedial policy formulation system for monitoring financial crisis
Bhattacharyay, Biswanath - 2009
Several developing economies witnessed a large number of systemic financial and currency crises since the 1980s which resulted in severe economic, social, and political problems. The devastating impact of the 1982 and 1994-95 Mexican crises, the 1997-98 Asian financial crisis, the 1998 Russian...
Persistent link: https://www.econbiz.de/10003887495
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Early warning system for economic and financial risks in Kazakhstan
Bhattacharyay, Biswanath; Dlugosch, Dennis; Kolb, Benedikt - 2009
This paper proposes a macro-prudential financial soundness analysis that can be used by most developing and transformation countries with or without crisis experience as well as by developed countries with limited data. The objective is to detect economic and financial sector vulnerability,...
Persistent link: https://www.econbiz.de/10003897420