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-specific capital buffers in the countries where their parent banks reside and that bank size and liquidity play a role in determining …
Persistent link: https://www.econbiz.de/10012009222
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/10012318816
We identify the effect of financial integration on international business cycle synchronization, by utilizing a confidential database on banks' bilateral exposure and employing a country-pair panel instrumental variables approach. Countries that become more integrated over time have less...
Persistent link: https://www.econbiz.de/10003986638
Systemically Important Banks (G-SIBs) on bank lending behaviour. Using a difference-in-differences estimation strategy, we find no …
Persistent link: https://www.econbiz.de/10012299026
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
How do banks set their target capital ratio? How do they adjust to reach it? This paper answers these questions using an original dataset of capital ratio targets directly announced to investors by European banks, materially improving data quality compared to usual estimated implicit target. It...
Persistent link: https://www.econbiz.de/10012705420
euro-area data, including bank-level data from France, we find that NIRP does not influence overall cross-border lending …-border lending. Using bank-level data from international financial centres - the United Kingdom, Hong Kong and Ireland - we examine …-centre affiliates. We find that NIRP impairs the bank-lending channel for cross-border lending to non-bank sectors, especially for those …
Persistent link: https://www.econbiz.de/10013547998
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
-country bank-level data we find that after a tightening of household-specific macroprudential policy during a credit expansion … unexpected policy tightening. Further evidence from bank lending standards surveys suggests that the leakage effects are stronger …
Persistent link: https://www.econbiz.de/10013553461
We analyse the impact of the adoption of expected credit loss accounting (IFRS 9) on the timeliness and potential procyclicality of banks' loan loss provisioning. We use granular loan-level data from the euro area's credit register and investigate both firm-level credit events and macroeconomic...
Persistent link: https://www.econbiz.de/10014362650