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Household Credit, Global Financial Cycle, and Macroprudential Policies: Credit Register Evidence from an Emerging Country
Epure, Mircea; Mihai, Irina; Minoiu, Camelia; Peydró, … - 2018
We analyze the effects of macroprudential policies on local bank credit cycles and their interactions with … international financial conditions. To this end, we exploit the comprehensive credit register containing all bank loans to …-bust credit cycle during which a wide range of macroprudential measures were deployed. Our results show that tighter …
Persistent link: https://www.econbiz.de/10012211201
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Borrower versus ban channels in lending : experimental- and administrative-based evidence
Michelangeli, Valentina; Peydró, José-Luis; Sette, Enrico - 2021
Persistent link: https://www.econbiz.de/10012872652
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Borrower versus bank channels in lending : experimental- and administrative-based evidence
Michelangeli, Valentina; Peydró, José-Luis; Sette, Enrico - 2021
Persistent link: https://www.econbiz.de/10012796306
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Expansionary austerity : reallocating credit amid fiscal consolidation
Peydró, José-Luis; Morais, Bernardo; Ruiz-Ortega, Claudia - 2021
Persistent link: https://www.econbiz.de/10012613291
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Bank risk-taking, securitization, supervision and low interest rates : evidence from the euro area and the U.S. lending standards
Maddaloni, Angela; Peydró, José-Luis - 2010
Using a unique dataset of the Euro area and the U.S. bank lending standards, we find that low (monetary policy) short-term interest rates soften standards, for household and corporate loans. This softening - especially for mortgages - is amplified by securitization activity, weak supervision for...
Persistent link: https://www.econbiz.de/10008659386
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Bank risk-taking, securitization, supervision, and low interest rates : evidence from the Euro-area and the US lending standards
Maddaloni, Angela; Peydró, José-Luis - In: The review of financial studies 24 (2011) 6, pp. 2121-2165
Persistent link: https://www.econbiz.de/10009155211
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Bank Risk-Taking, Securitization, Supervision, and Low Interest Rates : Evidence from Lending Standards
Peydró, José-Luis - 2011
We analyze the root causes of the current crisis by studying the determinants of bank lending standards in the Euro Area using the answers from the confidential Bank Lending Survey, where national central banks request quarterly information on the lending standards banks apply to customers. We...
Persistent link: https://www.econbiz.de/10013133801
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Bank Risk-Taking, Securitization, Supervision and Low Interest Rates : Evidence from the Euro Area and the U.S. Lending Standards
Maddaloni, Angela - 2010
Using a unique dataset of the Euro area and the U.S. bank lending standards, we find that low (monetary policy) short-term interest rates soften standards, for household and corporate loans. This softening – especially for mortgages – is amplified by securitization activity, weak supervision...
Persistent link: https://www.econbiz.de/10013138019
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Stressed Banks? Evidence from the Largest-Ever Supervisory Review
Abbassi, Puriya - 2020
, we analyze banks, exploiting ECB's asset-quality-review (AQR) and supervisory security and credit registers. After AQR … announcement, reviewed banks reduce riskier securities and credit (also overall securities and credit supply), with largest impact … on riskiest securities (not on riskiest credit), and immediate negative spillovers on asset prices and firm-level credit …
Persistent link: https://www.econbiz.de/10012833527
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Banking Supervision, Monetary Policy and Risk-Taking : Big Data Evidence from 15 Credit Registers
Altavilla, Carlo - 2020
We analyse the effects of supranational versus national banking supervision on credit supply, and its interactions with … monetary policy. For identification, we exploit: (i) a new, proprietary dataset based on 15 European credit registers; (ii) the … supervision reduces credit supply to firms with very high ex-ante and ex-post credit risk, while stimulating credit supply to …
Persistent link: https://www.econbiz.de/10012844932