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higher capital requirements have a short-lived, negative impact on bank credit in Peru, although this effect becomes …This paper offers novel evidence on the impact of raising bank capital requirements in the context of an emerging … market: Peru. Using quarterly bank-level data and exploiting the adoption of bank-specific capital buffers, we find that …
Persistent link: https://www.econbiz.de/10012907949
This paper investigates the impact of the new capital requirements introduced under the Basel III framework on bank …
Persistent link: https://www.econbiz.de/10013124072
We examine how the cost of corporate credit varies around fiscal consolidations aimed at reducing government debt …
Persistent link: https://www.econbiz.de/10013086310
This paper analyses the effect of asset prices on credit growth in France and tries to disentangle credit demand and … supply factors, both for the whole 1993-2010 period and during periods of financial instability. Using bank-level panel data … period, but without credit supply factors being singled out. By contrast, housing price growth has a significant effect …
Persistent link: https://www.econbiz.de/10013101520
and higher nonperforming loans were found to be more sensitive to swings in sovereign spreads. Credit supply constraints … due to bank funding shortages from the sovereign debt crisis were a major factor behind the lending slowdown in late 2011 …, while in 2012 weak demand appears to have been driving changes in credit more than supply …
Persistent link: https://www.econbiz.de/10013082857
As part of Basel III reforms, the NSFR is a new prudential liquidity rule aimed at limiting excess maturity transformation risk in the banking sector and promoting funding stability. The revised package has been issued for public consultation with a plan of making the rule binding in 2018. This...
Persistent link: https://www.econbiz.de/10013050676
This paper examines the transitional macroeconomic costs of a synchronized global increase in bank capital adequacy …
Persistent link: https://www.econbiz.de/10013110095
Cross-border bank lending is a growing source of external finance in developing countries and could play a key role for …
Persistent link: https://www.econbiz.de/10012895120
global factors driving cross-border bank flows, alongside country-specific factors. It confirms the explanatory power of US … financial conditions, with flows decreasing in market volatility (VIX) and term premia, and increasing in bank leverage, growth … in domestic credit and M2. A new finding is that similar variables for other systemic countries – the UK and the Euro …
Persistent link: https://www.econbiz.de/10013053045
Dynamic provisions could help to enhance the solvency of individual banks and reduce procyclicality. Accomplishing these objectives depends on country-specific features of the banking system, business practices, and the calibration of the dynamic provisions scheme. In the case of Chile, a...
Persistent link: https://www.econbiz.de/10013102280