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comprehensive sample that combines an original set of bank-specific bailout events with balance sheets of key affected and non …
Persistent link: https://www.econbiz.de/10012419677
We investigate regulatory arbitrage during the G20's global derivatives market reform. Using hand-collected data on staggered reform progress, we find that banks shift their trading towards less regulated jurisdictions. The result is driven by agenda items – such as the promotion of central...
Persistent link: https://www.econbiz.de/10012179682
How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding risk-taking, the ensuing effect on their...
Persistent link: https://www.econbiz.de/10013403421
How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding risk-taking, the ensuing effect on their...
Persistent link: https://www.econbiz.de/10013277156
We assess the impact on bank bond holdings of regulatory changes in the requirements for bail-inable liabilities …) induced banks to increase their holdings of eligible bank bonds, especially if issued by other banks. The requirement for own … debt issued by global systemically important banks. Finally, we find evidence of increased within-country bank …
Persistent link: https://www.econbiz.de/10013485858
set available at the European Central Bank related to the 2016 EU-wide stress test, this paper presents novel empirical … evidence that supervisory scrutiny associated to stress testing has a disciplining effect on bank risk. We ftnd that banks that …
Persistent link: https://www.econbiz.de/10012518263
evidence that supervisory scrutiny associated to stress testing has a disciplining effect on bank risk. We find that banks that …
Persistent link: https://www.econbiz.de/10013403472
Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...
Persistent link: https://www.econbiz.de/10012643066
Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...
Persistent link: https://www.econbiz.de/10012064522
This paper provides the first empirical evidence on how home-country regulation and supervision affects bank risk … independently from the effect that bank balance sheets have on lending. These findings imply that loose home-country regulation and …
Persistent link: https://www.econbiz.de/10013068368