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relationship with their savings bank prior to applying for a loan, default significantly less than customers with no prior …
Persistent link: https://www.econbiz.de/10013119139
estimated while controlling for the macroeconomic environment. An increase in bank' balance sheet risk is shown to increase the …
Persistent link: https://www.econbiz.de/10013097610
This paper assesses the usefulness of private credit variables and other macrofinancial and banking sector indicators for the setting of Basel III/CRD IV countercyclical capital buffers (CCBs) in a multivariate early warning model framework, using data for 23 EU Members States from 1982 Q2 to...
Persistent link: https://www.econbiz.de/10013074386
between productivity and bank credit in the context of different financial market set-ups, we introduce a model of overlapping … and Italy to explore the relation between bank credit and productivity following the main derivations of the model. We … estimate an extended set of elasticities of bank credit with respect to a series of productivity measures of firms. We focus …
Persistent link: https://www.econbiz.de/10012963911
We develop a dynamic structural model of bank behaviour that provides a microeconomic foundation for bank capital and …
Persistent link: https://www.econbiz.de/10012893728
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institutions (O …
Persistent link: https://www.econbiz.de/10012867435
explain about two-thirds of the variation of bank capitalization over the business cycle. We estimate that provisioning …
Persistent link: https://www.econbiz.de/10012868670
norms. Using bank-firm credit exposures that we match with a census of all Portuguese employees, we show that firms in a …
Persistent link: https://www.econbiz.de/10012871798
We study how the consequences of violations of covenants associated with bank lines of credit to firms vary with the … the heart of a new bank liquidity channel. This channel complements the traditional bank lending channel, which focuses on …
Persistent link: https://www.econbiz.de/10013051172
We employ a unique identification strategy linking survey data on household consumption expenditure to bank-level data … to estimate the effects of bank financial distress on consumer credit and consumption expenditures. We show that …
Persistent link: https://www.econbiz.de/10013053419