Showing 1 - 10 of 167
This paper investigates how monetary policy affects bank profitability. We use data for 109 large international banks … short-term rates and the slope of the yield curve (the "interest rate structure", for short), on the one hand, and bank … that, over time, unusually low interest rates and an unusually flat term structure erode bank profitability …
Persistent link: https://www.econbiz.de/10013014487
bank segregations are effective in cleaning up balance sheets and promoting bank lending only if they combine … purchases are funded privately; (ii) smaller shares of the originating bank's assets are segregated; and (iii) asset segregation … problem associated with the creation of a bad bank …
Persistent link: https://www.econbiz.de/10012841855
hypothetical exercise with fixed balance sheet ratios, we find that a complete suspension of bank dividends in 2020 during the … Covid-19 pandemic would have added, under different stress scenario, an additional US$ 0.8–1.1 trillion of bank lending …
Persistent link: https://www.econbiz.de/10013242088
This paper investigates how the prolonged period of low interest rates affects bank intermediation activity. We use …
Persistent link: https://www.econbiz.de/10012863477
This study examines whether the level of environmental disclosure in banks' financial reports matches less brown lending portfolios. Using granular credit register data and detailed information on firm-level greenhouse gas emission intensities, we find a negative relationship between...
Persistent link: https://www.econbiz.de/10014482925
We analyze whether the impact of monetary policy on bank risk depends upon bank characteristics. We relate the … materialization of bank risk during the financial crisis to differences in the monetary policy stance and bank characteristics in the … the insulation effect produced by capital and liquidity buffers on bank risk was lower for banks operating in countries …
Persistent link: https://www.econbiz.de/10013109321
monetary policy does alter bank loan supply, with the effects most dependent on the liquidity of individual banks. Unlike in … the US, the size of a bank does generally not explain its lending reaction. We also show that the standard publicly … ihres Liquiditätsgrads variiert. Im Gegensatz zu den USA ist im Allgemeinen die Größe einer Bank kein direkter …
Persistent link: https://www.econbiz.de/10010295715
monetary policy does alter bank loan supply, with the effects most dependent on the liquidity of individual banks. Unlike in … the US, the size of a bank does generally not explain its lending reaction. We also show that the standard publicly …
Persistent link: https://www.econbiz.de/10011604151
This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that …
Persistent link: https://www.econbiz.de/10011605212
We analyze whether the impact of monetary policy on bank risk depends upon bank characteristics. We relate the … materialization of bank risk during the financial crisis to differences in the monetary policy stance and bank characteristics in the … the insulation effect produced by capital and liquidity buffers on bank risk was lower for banks operating in countries …
Persistent link: https://www.econbiz.de/10011605472