Narrow search
Showing 1 - 10 of 14,815
Cover Image
The Impact of the Basel III Liquidity Regulations on the Bank Lending Channel: A Luxembourg case study
Giordana, Gaston; Schumacher, Ingmar - Central Bank of Luxembourg - 2011
the Net Stable Funding Ratio (NSFR), on the bank lending channel in Luxembourg. For this aim we built, based on individual … bank data, time series of the LCR and NSFR for a sample of banks covering between 82% and 100% of total assets of the … estimated shortfalls in both the LCR and NSFR. We find a significant role for the bank lending channel in Luxembourg which …
Persistent link: https://www.econbiz.de/10009283380
Cover Image
Sharing information on lending decisions: an empirical assessment
Albertazzi, Ugo; Bottero, Margherita; Sene, Gabriele - Banca d'Italia - 2014
We present the first empirical study of information spillover and signalling on loan search and its outcomes in a setting where a bank observes whether a loan applicant has already been rejected by other lenders. We do so by taking advantage of the fact that Italy�s Central Credit Register...
Persistent link: https://www.econbiz.de/10011099711
Cover Image
Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis
Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - Deutsche Bundesbank - 2014
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on the compositional supply effects through cross-border and relationship lending. For empirical identification, we draw on the proprietary bank-to-bank European interbank dataset...
Persistent link: https://www.econbiz.de/10011161234
Cover Image
Credit Supply versus Demand : Bank and Firm Balance-Sheet Channels in Good and Crisis Times
Jimenez Porras, G.; Ongena, S.; Peydro, J.L.; Saurina, J. - Tilburg University, Center for Economic Research - 2012
Abstract: Banking crises involve periods of persistently low credit and economic growth. Banks’ balance sheets are then weak but so are those of non-financial corporate borrowers. Hence, a crucial question is whether credit growth is low due to supply or to demand factors. However convincing...
Persistent link: https://www.econbiz.de/10011092853
Cover Image
On a tight leash: does bank organisational structure matter for macroprudential spillovers?
Danisewicz, Piotr; Reinhardt, Dennis; Sowerbutts, Rhiannon - Bank of England - 2015
This paper examines whether cross-border spillovers of macroprudential regulation depend on the organisational structure of banks’ foreign affiliates. Our analysis compares the response of foreign banks’ branches versus subsidiaries in the United Kingdom to changes in macroprudential...
Persistent link: https://www.econbiz.de/10011185656
Cover Image
Can the Provision of Long-Term Liquidity Help to Avoid a Credit Crunch? Evidence from the Eurosystem's LTROs.
Andrade, P.; Cahn, C.; Fraisse, H.; Mésonnier, J-S. - Banque de France - 2015
We exploit the Eurosystem’s longer-term refinancing operations (LTROs) of 2011-2012 to analyze the effects that a large provision of central bank liquidity to banks has on the credit supply to firms. We control for credit demand by examining firms that borrow from several banks, in addition to...
Persistent link: https://www.econbiz.de/10011196012
Cover Image
Securities Trading by Banks and Credit Supply: Micro-Evidence
Abbassi, Puriya; Iyer, Rajkamal; Peydró, José Luis; … - C.E.P.R. Discussion Papers - 2015
We analyze securities trading by banks and the associated spillovers to the supply of credit. Empirical analysis has been elusive due to the lack of securities register for banks. We use a unique, proprietary dataset that has the investments of banks at the security level for 2005-2012 in...
Persistent link: https://www.econbiz.de/10011196029
Cover Image
Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis
Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - C.E.P.R. Discussion Papers - 2015
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on the compositional supply effects through cross-border and relationship lending. For empirical identification, we draw on the proprietary bank-to-bank European interbank dataset...
Persistent link: https://www.econbiz.de/10011196038
Cover Image
Did the EBA Capital Exercise Cause a Credit Crunch in the Euro Area?
Mésonnier, J-S.; Monks, A. - Banque de France - 2014
We exploit a unique monthly dataset of bank balance sheets to document the lending behaviour of euro area banks that were subject to the EBA's 2011/12 Capital Exercise. This exercise was announced in October 2011 and required large European banking groups to meet a higher Tier 1 capital ratio by...
Persistent link: https://www.econbiz.de/10010815982
Cover Image
States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives
Egger, Peter H.; Afonso, Antonio; Jalles, Joao Tovar; … - SUERF - The European Money and Finance Forum
On 5-6 September 2012 SUERF held its 30th Colloquium “States, Banks, and the Financing of the Economy” at the University of Zürich, Switzerland. The papers included in this SUERF Study are based on contributions to the Colloquium. All the chapters in this publication discuss from different...
Persistent link: https://www.econbiz.de/10011070908