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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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Competition and Bank Risk : The Effect of Securitization and Bank Capital
Marques-Ibanez, David - 2014
the effect of competition on realised bank risk (i.e. more intense competition and greater use of securitisation is … impact of competition on realised risk. It follows that cooperation between supervisory and competition authorities is …
Persistent link: https://www.econbiz.de/10013054085
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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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Securitization and Credit Quality
Kara, Alper - 2017
Banks are usually better informed on the loans they originate than other financial intermediaries. As a result, securitized loans might be of lower credit quality than otherwise similar non-securitized loans. We assess the effect of securitization activity on loans' relative credit quality...
Persistent link: https://www.econbiz.de/10012963923
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Securitization and Lending Standards : Evidence from the Wholesale Loan Market
Kara, Alper - 2011
. Macroeconomic factors also play a large role explaining the impact of securitization activity on bank lending standards: banks more …
Persistent link: https://www.econbiz.de/10013122538
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Bank Risk and Monetary Policy
Altunbas, Yener - 2009
We find evidence of a bank lending channel for the euro area operating via bank risk. Financial innovation and the new … ways to transfer credit risk have tended to diminish the informational content of standard bank balance-sheet indicators …. We show that bank risk conditions, as perceived by financial market investors, need to be considered, together with the …
Persistent link: https://www.econbiz.de/10013158132
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Does Monetary Policy Affect Bank Risk-Taking?
Altunbas, Yener - 2010
This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that …
Persistent link: https://www.econbiz.de/10013146560
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Bank Exposures and Sovereign Stress Transmission
Altavilla, Carlo; Pagano, Marco; Simonelli, Saverio - 2021
Using novel monthly data for 226 euro-area banks from 2007 to 2015, we investigate the determinants of changes in banks’ sovereign exposures and their effects during and after the euro crisis. First, the publicly owned, recently bailed out and less strongly capitalized banks reacted to...
Persistent link: https://www.econbiz.de/10013315487
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The Impact of the ECB's Targeted Long-Term Refinancing Operations on Banks’ Lending Policies : The Role of Competition
Andreeva, Desislava - 2020
We assess the impact of the Eurosystem's Targeted Long-Term Refinancing Operations (TLTROs) on the lending policies of euro area banks. We first build a theoretical model in which banks compete in the credit and deposit markets. We distinguish between direct and indirect effects. Direct effects...
Persistent link: https://www.econbiz.de/10012844182