Showing 1 - 10 of 2,455
We examine to what extent banks' stock market values during the 2007-2012 financial crisis were driven by increases in the default risk of banks designated as globally systemically important by the Financial Stability Board. We find that bank market values hardly respond to changes in the...
Persistent link: https://www.econbiz.de/10010354063
Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this … mortgages on which extra capital requirements were uniformly imposed by the countercyclical capital buffer (CCyB) introduced in …
Persistent link: https://www.econbiz.de/10012064522
regulation on the probability of a crisis. We test this relationship by applying a Probit model of a non-linear specification to …: it rises as regulation stringency moves from low to medium levels and falls from medium to high levels. Countries located …
Persistent link: https://www.econbiz.de/10012030889
We develop a dynamic computational network model of the banking system where fire sales provide the amplification mechanism of financial shocks. Each period a finite number of banks offers a large, but finite, number of loans to households. Banks with excess liquidity also offer loans to other...
Persistent link: https://www.econbiz.de/10014490902
The paper empirically examines the implementation record of international financial regulation of the banking sector … record is particularly strong in countries where large banking sectors and big banks are both present, and where regulation …
Persistent link: https://www.econbiz.de/10012263373
materialize. Financial regulation encouraging the decarbonization of the banks' balance sheets via tax-subsidy schemes …
Persistent link: https://www.econbiz.de/10012260638
We study the efficiency of banking regulation under financial integration. Banks freely choose the jurisdiction where …
Persistent link: https://www.econbiz.de/10011458020
in macroprudential capital regulation. Our findings suggest a dichotomy between country groups. In peripheral countries …We examine the fiscal footprint of macroprudential policy in euro area countries arising through the bond market …, the cyclically adjusted primary balance ratio deteriorates after a restrictive capital-based macroprudential policy shock …
Persistent link: https://www.econbiz.de/10014485633
Persistent link: https://www.econbiz.de/10003662818
I analyze the optimal design of banking supervision in the presence of cross-border lending. Cross-border lending could imply that an individual bank failure in one country could trigger negative spillover effects in another country. Such cross-border contagion effects could turn out to be...
Persistent link: https://www.econbiz.de/10011514035