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Banks' Risk-Taking within a Banking Union
Farnè, Matteo; Vouldis, Angelos - 2021
We study the relationship between banks’ size and risk-taking in the context of supranational banking supervision. Consistently with theoretical work on banking unions and in contrast to analyses emphasising incentives underpinned by the too-big-to-fail effect, we find an inverse relationship...
Persistent link: https://www.econbiz.de/10013210707
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Does a Leverage Ratio Requirement Increase Bank Stability?
Kiema, Ilkka - 2014
the LRR is no longer the binding capital constraint on them. If the LRR is lower than the average bank's IRB requirement …
Persistent link: https://www.econbiz.de/10013054089
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The Determinants of Bank Capital Structure
Gropp, Reint - 2009
deposits towards non-deposit liabilities. We find that unobserved time-invariant bank fixed effects are ultimately the most … important determinant of banks' capital structures and that banks' leverage converges to bank specific, time invariant targets …
Persistent link: https://www.econbiz.de/10013156092
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Rational Blinders : Strategic Selection of Risk Models and Bank Capital Regulation
Colliard, Jean-Edouard - 2014
The regulatory use of banks' internal models aims at making capital requirements more accurate and reducing regulatory arbitrage, but may also give banks incentives to choose their risk models strategically. Current policy answers to this problem include the use of risk-weight floors and...
Persistent link: https://www.econbiz.de/10013059120
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How Do Banking Groups React to Macroprudential Policies? Cross-Border Spillover Effects of Higher Capital Buffers on Lending, Risk-Taking and Internal Markets
Cappelletti, Giuseppe; Ponte Marques, Aurea; Salleo, Carmelo - 2021
We study the impact of macroprudential capital buffers on banking groups' lending and risk-taking decisions, also investigating implications for internal capital markets. For identification, we exploit heterogeneity in buffers applied to other systemically important institutions, using...
Persistent link: https://www.econbiz.de/10013210623
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Stress Tests and Capital Requirement Disclosures : Do They Impact Banks’ Lending and Risk-Taking Decisions?
Konietschke, Paul; Ongena, Steven; Ponte Marques, Aurea - 2022
How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks’ lending, their corresponding risk-taking, the ensuing effect on their...
Persistent link: https://www.econbiz.de/10013404671
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Bank Leverage and Monetary Policy's Risk-Taking Channel : Evidence from the United States
Dell'Ariccia, Giovanni - 2016
We present evidence of a risk-taking channel of monetary policy for the U.S. banking system. We use confidential data on banks' internal ratings on loans to businesses over the period 1997 to 2011 from the Federal Reserve's survey of terms of business lending. We find that ex-ante risk taking by...
Persistent link: https://www.econbiz.de/10012992419
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Banking Supervision, Monetary Policy and Risk-Taking : Big Data Evidence from 15 Credit Registers
Altavilla, Carlo - 2020
crucial complementarities between supervision and monetary policy: centralised supervision offsets excessive bank risk …
Persistent link: https://www.econbiz.de/10012844932
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When Losses Turn into Loans : The Cost of Undercapitalized Banks
Blattner, Laura - 2019
natural experiment to study the effects of reduced bank capital adequacy on productivity. Affected banks respond not only by …
Persistent link: https://www.econbiz.de/10012889191
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Breaking the Shackles : Zombie Firms, Weak Banks and Depressed Restructuring in Europe
Andrews, Dan - 2019
bank health and the consequences for aggregate productivity in 11 European countries. Controlling for cyclical effects, the … Europe may at least partly stem from bank forbearance. The increasing survival of zombie firms congests markets and … around one-third of the impact of zombie congestion on capital misallocation can be directly attributed to bank health and …
Persistent link: https://www.econbiz.de/10012892781