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Bank Asset Quality in Emerging Markets : Determinants and Spillovers
De Bock, Reinout - 2012
This paper assesses the vulnerability of emerging markets and their banks to aggregate shocks. We find significant … links between banks' asset quality, credit and macroeconomic aggregates. Lower economic growth, an exchange rate … Financial Stability Report (September 2011) to help evaluate the sensitivity of banks' capital adequacy ratios to macroeconomic …
Persistent link: https://www.econbiz.de/10013108615
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Financial dampening
Wieland, Johannes; Yang, Mu-Jeung - 2016
Persistent link: https://www.econbiz.de/10011460484
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A macroeconomic model with financially constrained producers and intermediaries
Elenev, Vadim; Landvoigt, Tim; Nieuwerburgh, Stijn van - 2018
Persistent link: https://www.econbiz.de/10011892444
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Procyclicality and monetary aggregates
Shin, Hyun Song; Shin, Kwanho - 2011
"Financial intermediaries borrow in order to lend. When credit is increasing rapidly, the traditional deposit funding (core liabilities) is supplemented with other funding (non-core liabilities). We explore the hypothesis that monetary aggregates reflect the size of non-core and core liabilities...
Persistent link: https://www.econbiz.de/10008934153
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Finance : function matters, not size
Cochrane, John H. - 2013
Persistent link: https://www.econbiz.de/10009737666
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Balance Sheet Strength and Bank Lending During the Global Financial Crisis
Kapan, Tümer - 2013
bank credit. We find that banks with strong balance sheets were better able to maintain lending during the crisis. In …We examine the role of bank balance sheet strength in the transmission of financial sector shocks to the real economy …. Using data from the syndicated loan market, we exploit variation in banks' reliance on wholesale funding and their …
Persistent link: https://www.econbiz.de/10013080861
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Managing credit booms and busts : a Pigouvian taxation approach
Jeanne, Olivier; Korinek, Anton - 2010
Persistent link: https://www.econbiz.de/10008662950
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Overborrowing, financial crises and "macro-prudential" taxes
Bianchi, Javier; Mendoza, Enrique G. - 2010
"We study overborrowing and financial crises in an equilibrium model of business cycles and asset prices with collateral constraints. Private agents in a decentralized competitive equilibrium do not internalize the effects of their individual borrowing plans on the market price of assets at...
Persistent link: https://www.econbiz.de/10003982651
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An anatomy of credit booms : evidence from macro aggregates and micro data
Mendoza, Enrique G.; Terrones, Marco E. - 2008
external financing, and bank-level indicators of banking fragility. Credit booms in industrial and emerging economies show …
Persistent link: https://www.econbiz.de/10003725079
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Mitigating the Deadly Embrace in Financial Cycles : Countercyclical Buffers and Loan-to-Value Limits
Beneš, Jaromír - 2016
, and bank mortgages are intertwined in what we call a deadly embrace. Without macroprudential policies, this deadly embrace …
Persistent link: https://www.econbiz.de/10012977752