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the average bank. The authors show similar effects on net charge-offs and for U.S. banks only …
Persistent link: https://www.econbiz.de/10013055917
scenario with the largest estimates coming from the NGFS (2022a) disorderly transition scenario, where the average bank …
Persistent link: https://www.econbiz.de/10014355728
decline in loan maturity is bank driven. In line with this premise, we find that the slope of the loan yield curve becomes …
Persistent link: https://www.econbiz.de/10013006666
estimate bank biases at the credit level by comparing bank-generated risk estimates within loan syndicates. The biases are … positively correlated with measures of regulatory capital, even in the presence of bank fixed effects, consistent with an effort …
Persistent link: https://www.econbiz.de/10013039623
estimate bank biases at the credit-level by comparing bank generated risk estimates within loan syndicates. The biases are … positively correlated with measures of regulatory capital, even in the presence of bank fixed effects, consistent with an effort …
Persistent link: https://www.econbiz.de/10013040590
explain at most 60 percent of bank exposures estimated off general equilibrium models. Moreover, we find evidence of bank …
Persistent link: https://www.econbiz.de/10014251460
between these vehicles and lead banks. CLOs that have a relationship with the lead bank of the renegotiated loan are strong … fund not only their portion of the loan increase, but also the portion that was supposed to be funded by the lead bank. Our … findings highlight the previously unrecognized role of the growing presence of non-bank lenders in corporate lending. …
Persistent link: https://www.econbiz.de/10011576363
estimate bank biases at the credit level by comparing bank-generated risk estimates within loan syndicates. The biases are … positively correlated with measures of regulatory capital, even in the presence of bank fixed effects, consistent with an effort …
Persistent link: https://www.econbiz.de/10010459741
supporting evidence for the bank risk-taking channel of monetary policy. We show that banks charge lower spreads when they lend … are low is robust to borrower-,loan-, and bank-specific factors as well as to macroeconomic factors known to affect loan … rates. The discount is also robust to bank-firm fixed effects. Finally, our tests that build on the micro information banks …
Persistent link: https://www.econbiz.de/10009509210
interest rate discount is robust to borrower-, loan-, and bank-specific factors, macroeconomic factors and various types of … unobserved heterogeneity at the bank and firm levels. Using individual bank information about lending standards from the Senior … support of the bank risk-taking channel of monetary policy …
Persistent link: https://www.econbiz.de/10012940310