Showing 1 - 10 of 1,240
Exploiting confidential data on individual German bank balance-sheets, I analyse what characterises a bank that opts to …
Persistent link: https://www.econbiz.de/10013361902
This paper shows that the supply side of credit is a major factor for the phenomenonof hampered interest rate pass-through in monopolistic banking markets. Our data,covering all 1,555 small and medium sized banks in Germany, provides a clear wayto partial out demand shocks; we are thus able to...
Persistent link: https://www.econbiz.de/10012322286
interest margin (NIM) and its components, retail lending and retail deposit rates. Using two proprietary bank-level data sets …
Persistent link: https://www.econbiz.de/10012179680
Persistent link: https://www.econbiz.de/10014285955
We study the implications of the Eurosystem's expanded Asset Purchase Programme (APP) for the bank lending business of … confidential bank-level data on quantitative balance sheet items and interest rates as well as on qualitative survey responses to … the Eurosystem's Bank Lending Survey, we identify the exposure of banks to the APP and corresponding effects on loan …
Persistent link: https://www.econbiz.de/10012041935
interest rate pass-through to bank retail rates following conventional and unconventional monetary policy shocks. The median … crisis and the coronavirus pandemic. From mid-2013 to 2015-16, the monetary policy pass-through to the bank lending rate … monetary policy shocks grows substantially since the onset of unconventional measures in 2011, changes in bank retail rates …
Persistent link: https://www.econbiz.de/10014559289
this development: First, using the German security register, this paper shows that scarcity affects bank funding costs, as …
Persistent link: https://www.econbiz.de/10012651072
We show that the transmission of the European Central Bank’s (ECB) recent monetary policy tightening differs across …
Persistent link: https://www.econbiz.de/10014481115
Crisis ; Monetary transmission process ; Central bank auctions ; European Central Bank ; Money markets …
Persistent link: https://www.econbiz.de/10003962841
.S. facilities via internal capital markets. Using proprietary interest rate data reported to the German central bank, we compare …
Persistent link: https://www.econbiz.de/10011538689