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CCyB, especially relative to countries where a bank regulator or the central bank has the authority to set the CCyB. While …
Persistent link: https://www.econbiz.de/10012170614
A bank's decision on loan supply and capital structure determines its immediate bankruptcy risk as well as the future … availability of internal funds. These internal funds in turn determine a bank's future costs of external finance and future …-to-asset ratios, liquidity coverage ratios and regulatory margin calls on the dynamics of loan supply and bank stability. Only …
Persistent link: https://www.econbiz.de/10011918996
with recent research, but introduce asset choice and sovereign debt holdings in the portfolio of banks. Using this model …, we emphasize a new crowding-out mechanism that works through reduced private access to credit when banks accumulate … sovereign debt under a leverage constraint. Our results show that, when banks invest a substantial fraction of their assets in …
Persistent link: https://www.econbiz.de/10009625616
banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity …. Using a dataset that contains information on critical events of German banks, we find that financing loans using fewer … customer deposits would have been associated with a higher probability of financial distress for savings banks and credit …
Persistent link: https://www.econbiz.de/10011608695
bank credit. We find that banks with strong balance sheets were better able to maintain lending during the crisis. In …We examine the role of bank balance sheet strength in the transmission of financial sector shocks to the real economy …. Using data from the syndicated loan market, we exploit variation in banks’ reliance on wholesale funding and their …
Persistent link: https://www.econbiz.de/10010128760
: the internal rating systems -- Chapter 3) Credit guarantees: the role in bank lending -- Chapter 4) Banks, firms and …’s dynamics. Chapters discuss the role of bank lending in firms’ financing during the recent financial crisis, as well as issues … in credit risk management. The discussion also examines regulatory requirements impacting banks and firms (Basel III) and …
Persistent link: https://www.econbiz.de/10012397257
Increases in firm default risk raise the default probability of banks while decreasing output and inflation in US data …. To rationalize the empirical evidence, we analyse firm risk shocks in a New Keynesian model where entrepreneurs and banks … banks' balance sheets; banks respond by selling assets and reducing credit provision. A highly leveraged banking sector …
Persistent link: https://www.econbiz.de/10014501102
This book examines the role of uncertainty on financial decisions - and, consequently, on financial markets - in the buildup to and aftermath of the Great Recession. It tracks the significant growth and important structural changes in the financial sector during the past few decades, both of...
Persistent link: https://www.econbiz.de/10012397414
transforms existing financial claims against ultimate borrowers that have been originated by traditional banks. Based on … non-financial private sector had been originated by shadow banks. Consequently, dampening credit creation by the …
Persistent link: https://www.econbiz.de/10011456517
types of bank capital affect bank lending and whether this relation changes in times of the global financial crisis. Chapter …Chapter 1 Introduction -- Chapter 2 The use of financial derivatives and risks of U.S. bank holding companies … -- Chapter 3 Quality of bank capital and bank lending behavior during the global financial crisis -- Chapter 4 Competition in the …
Persistent link: https://www.econbiz.de/10012398291