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-Kredite-Problem" in Ostdeutschland verhinderten. Die Verdienste der Banken als große Anteilseigner in privatisierten Unternehmen sind in … Unternehmen in Ostdeutschland sehr gering ist und es wird versucht, die Gründe für diese Entwicklung darzulegen. In Ostdeutschland … Ostdeutschland kontrastiert. Dabei wird besonderes Augenmerk auf das Ausmaß des Wettbewerbs im Geschäftsbankensektor gelegt sowie auf …
Persistent link: https://www.econbiz.de/10011417544
We introduce a model of the banking sector that formally incorporates a buffer function of capital. Heterogeneous banks choose their portfolio risk, bank size, and capital holdings. Banks voluntarily hold equity when the buffer effect against the risk of default outweighs the cost advantages of...
Persistent link: https://www.econbiz.de/10014476708
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Our paper addresses firm size as a driver of systematic credit risk in loans to small and medium enterprises (SMEs). Key contributions are the use of a unique data set of SME lending by over 400 German banks and relating systematic risk to the size dependence of regulatory capital requirements....
Persistent link: https://www.econbiz.de/10009751062
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M-PRESS-CreditRisk is a new top-down macro stress testing framework that can help supervisors gauge banks' capital adequacy related to credit risk. For the first time, it combines calibration of microprudential capital requirements and macroprudential buffers in a unified, coherent framework....
Persistent link: https://www.econbiz.de/10011663208
We use a newly constructed narrative measure of regulatory bank capital requirement tightening events (Eickmeier et al., 2018) to examine their effects on household income and expenditure inequality in the US. Income and expenditure inequality both decline (the latter decline being slightly less...
Persistent link: https://www.econbiz.de/10011962786
We investigate how banks' capital and lending decisions respond to changes in bankspecific capital and disclosure requirements. We find that an increase in the bankspecific regulatory capital requirement results in a higher bank capital ratio, brought about via less asset risk. A decrease in the...
Persistent link: https://www.econbiz.de/10011865005
What is the impact of a sudden and sizeable increase in bank capital requirements on the lending activity by directly affected banks and by non-affected non-bank financial institutions (NBFIs)? To answer this question, we apply a difference-in-differences methodology around the capital exercise...
Persistent link: https://www.econbiz.de/10014384399
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