Showing 1 - 10 of 938
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …
Persistent link: https://www.econbiz.de/10012024808
mix, pricing decisions, management buffers, and profit distribution along with individual bank conditions, including their …
Persistent link: https://www.econbiz.de/10014477728
We investigate the impact of macroprudential capital requirements on bank lending behaviour across economic sectors … to central bank funding. These results have important policy implications as they provide evidence on the impact of …
Persistent link: https://www.econbiz.de/10012241280
While regulatory capital buffers are expected to be drawn to absorb losses and meet credit demand during crises, this paper shows that banks were unwilling to do so during the pandemic. To the contrary, banks engaged in forms of pro-cyclical behaviour to preserve capital ratios. By employing...
Persistent link: https://www.econbiz.de/10012818793
design effective bank capital requirement releases in crisis time. …
Persistent link: https://www.econbiz.de/10013367568
This study examines empirically the information content of the euro area Bank Lending Survey for aggregate credit and … leading indicator for euro area bank credit and real GDP growth. Notwithstanding the short history of the survey, the findings … results are supportive of the existence of a bank lending, balance sheet, and risk-taking channel of monetary policy. They …
Persistent link: https://www.econbiz.de/10003971193
in line with the economic conditions they face. Bank responses feed back to the macroeconomic environment affecting …
Persistent link: https://www.econbiz.de/10012286943
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/10012150125
analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects … bank resilience through lower capital levels. In the absence of archival data of IFRS 9 and their potential biases due to … the COVID-19 pandemic, we use the European bank stress test results as a natural experiment, in which all banks are …
Persistent link: https://www.econbiz.de/10014230334
Markets Programme (SMP). Using detailed security holdings data at the bank level, we show that banks exposed to this …
Persistent link: https://www.econbiz.de/10011637495