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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Ongena, Steven - 2019
question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …
Persistent link: https://www.econbiz.de/10012064522
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Judicial efficiency and banks credit risk exposure
Canzian, Giulia; Ferrara, Antonella Rita - 2021
mechanism, we set up a causal mediation analysis to prove that the judicial system affects banks credit risk exposure both …
Persistent link: https://www.econbiz.de/10012485338
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Loan loss pprovision : some empirical evidence for Italian banks
Caporale, Guglielmo Maria; Alessi, Matteo; Di Colli, Stefano - 2015
This paper uses data from a panel of more than 400 Italian banks for the period 2001 - 2012 to examine the main determinants of loan loss provision (LLP), which are classified as either discretionary (income smoothing, capital management, signalling) or non-discretionary (related to the business...
Persistent link: https://www.econbiz.de/10010496145
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The long-term effects of capital requirements
De Nicolò, Gianni; Klimenko, Nataliya; Pfeil, Sebastian; … - 2021
) restores the banking sector’s lending capacity after the short-term credit crunch induced by tighter regulation. We confirm our …
Persistent link: https://www.econbiz.de/10012534512
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Securitization of mortgage debt, asset prices and international risk sharing
Hoffmann, Mathias; Nitschka, Thomas - 2009
We explore the impact of mortgage securitization on the international diversification of macroeconomic risk. By making … mortgage-related risks internationally tradeable, securitization contributes considerably to better international consumption … countries that do not allow for mortgage securitization. Our results are based on quarterly data from a panel of 16 …
Persistent link: https://www.econbiz.de/10003806732
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How has the global financial crisis affected syndicated loan terms in emerging markets? : evidence from China
Caporale, Guglielmo Maria; Lodh, Suman; Nandy, Monomita - 2015
This paper examines the impact of the recent global financial crisis on the cost of debt capital (syndicated loans) in a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China adopted banking reforms allowing entry of foreign banks...
Persistent link: https://www.econbiz.de/10010518789
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The dollar and corporate borrowing costs
Meisenzahl, Ralf R.; Niepmann, Friederike; … - 2020
We show that U.S. dollar movements affect syndicated loan terms for U.S. borrowers, even for those without trade exposure. We identify the effect of dollar movements using spread and loan amount adjustments during the syndication process. Using this high-frequency, within loan variation, we find...
Persistent link: https://www.econbiz.de/10012231575
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The loan puzzle : a study of loans to different groups in the USA.
Cafiso, Gianluca - 2020
We study loans from banking and non-banking lenders to different groups of borrowers in order to unveil significant differences on how those respond to a shock and evaluate possible alternative explanations for such differences. The objective is to gain insights useful to explain the loan...
Persistent link: https://www.econbiz.de/10012194423
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The impact of peer-to-peer lending on small business loans
Kim, Jin-hyuk; Stähler, Frank - 2020
bank and a crowdlending platform and show that the entry of crowdlending can induce a switching effect as well as a credit …
Persistent link: https://www.econbiz.de/10012212849
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Uncertainty and the cost of bank vs. bond finance
Grimme, Christian - 2019
How does uncertainty affect the costs of raising finance in the bond market and via bank loans? Empirically, this paper finds that heightened uncertainty is accompanied by an increase in corporate bond yields and a decrease in bank lending rates. This finding can be explained with a model that...
Persistent link: https://www.econbiz.de/10011958806