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Impacts of the Basle Capital Standard on Japanese Banks' Behavior
Ito, Takatoshi - 1998
This paper examines how the risk based capital standards, the so-called Basle Accord between 1990 and 1993. As the Japanese stock prices fell, banks' latent capital gains, which are part of tier II capital, became smaller. Empirical findings are consistent with a view that banks with lower...
Persistent link: https://www.econbiz.de/10012472084
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Financial Dampening
Wieland, Johannes F. - 2016
monetary policy. The theory unifies an endogenous supply of illiquid local loans and risk-sharing among subsidiaries of bank …
Persistent link: https://www.econbiz.de/10012456534
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Why Does Fast Loan Growth Predict Poor Performance for Banks?
Fahlenbrach, Rüdiger - 2016
From 1973 to 2014, the common stock of U.S. banks with loan growth in the top quartile of banks over a three-year period significantly underperforms the common stock of banks with loan growth in the bottom quartile over the next three years. The benchmark-adjusted cumulative difference in...
Persistent link: https://www.econbiz.de/10012456585
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Does the Geographic Expansion of Bank Assets Reduce Risk?
Goetz, Martin - 2014
We develop a new identification strategy to evaluate the impact of the geographic expansion of bank holding company … (BHC) assets across U.S. metropolitan statistical areas (MSAs) on BHC risk. We find that the geographic expansion of bank …
Persistent link: https://www.econbiz.de/10012457908
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Risk Taking, Limited Liability and the Competition of Bank Regulators
Sinn, Hans-Werner - 2001
Limited liability and asymmetric information between an investment bank and its lenders provide an incentive for a bank …
Persistent link: https://www.econbiz.de/10012470046
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Measuring Bias in Consumer Lending
Dobbie, Will - 2018
This paper tests for bias in consumer lending decisions using administrative data from a high-cost lender in the United Kingdom. We motivate our analysis using a simple model of bias in lending, which predicts that profits should be identical for loan applicants from different groups at the...
Persistent link: https://www.econbiz.de/10012480606
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Judicial Risk and Credit Market Performance : Micro Evidence from Brazilian Payroll Loans
Costa, Ana Carla A. - 2006
in Brazil to bank-level decision variables, provides micro evidence on how creditor legal protection affects market …
Persistent link: https://www.econbiz.de/10012466416
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Inside the Black Box : The Credit Channel of Monetary Policy Transmission
Bernanke, Ben - 1995
of this mechanism, the balance-sheet channel and the bank lending channel. We argue that forecasting exercises using …
Persistent link: https://www.econbiz.de/10012473736
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Cross-Border Prudential Policy Spillovers : How Much? How Important? Evidence from the International Banking Research Network
Buch, Claudia M. - 2016
instruments to study international spillovers of prudential policy changes and their effects on bank lending growth. The … bank lending. Second, international spillovers vary across prudential instruments and are heterogeneous across banks. Bank …
Persistent link: https://www.econbiz.de/10012455806
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Economic Policy Uncertainty and the Credit Channel : Aggregate and Bank Level U.S. Evidence over Several Decades
Bordo, Michael D. - 2016
first examine the impact of economic policy uncertainty on aggregate bank credit growth. Then we analyze commercial bank … macroeconomic controls, economic policy uncertainty affected bank level credit growth, and (ii) whether there is variation in the … varies with bank level financial constraints, loan supply. We find that policy uncertainty has a significant negative effect …
Persistent link: https://www.econbiz.de/10012456652