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Area and US data. We find that agency problems in financial contracts, liquidity constraints facing banks and shocks that …
Persistent link: https://www.econbiz.de/10003973320
Area and US data. We find that agency problems in financial contracts, liquidity constraints facing banks and shocks that …
Persistent link: https://www.econbiz.de/10013316211
transmission through the bank lending channel depending on the size of banks in the sector. This paper examines the abovementioned … relation using annual data from 1995-2015 by 1709 commercial and cooperative banks from 27 EU countries and analyzing them in … various econometric models. The results indicate that there is a positive impact of a bank’s size on loan growth (defined as …
Persistent link: https://www.econbiz.de/10012197223
sample of 108 large international banks, our empirical analysis suggests that reductions in short-term interest rates are … for business and financial cycle conditions and different bank-specific characteristics such as liquidity, capitalisation …, funding costs, bank risk and income diversification. We find that the impact of low rates on the profitability of banks …
Persistent link: https://www.econbiz.de/10012962059
Exploiting a granular dataset of banks' security holdings I assess the impact of unconventional monetary policy on bank …), this paper provides evidence for the presence of a yield-induced portfolio rebalancing channel: Banks experiencing a higher … real sector lending more strongly relative to other banks. The effect is stronger for banks facing many reinvestment …
Persistent link: https://www.econbiz.de/10012898444
We use data on UK banks' minimum capital requirements to study the interaction of monetary policy and capital … requirement regulation. UK banks were subject to both time-varying capital requirements and changes in interest rate policy …. Tightening of either capital requirements or monetary policy reduces the supply of lending. Lending by large banks reacts …
Persistent link: https://www.econbiz.de/10013047631
The paper gives an overview over issues concerning the role of financial stability in monetary policy and the relation between banking supervision and central banking. Following a brief account of developments in the European Monetary Union since its creation, the systematic treatment contains...
Persistent link: https://www.econbiz.de/10013049671
crisis period. Empirical results show that banks with higher capital to risk-weighted assets ratio (CRAR) raise funds at a … lower cost. Additionally, banks with higher CRAR transmit monetary policy impulses smoothly, while stressed assets in the … threshold level may not help as the sensitivity of loan growth to monetary policy rate reduces for banks with CRAR above the …
Persistent link: https://www.econbiz.de/10013216938
The paper examines the bank lending activities of banks in a low interest rate environment. External financing of small … banking regulation. The panel estimation includes 706 banks from 15 Euro area member states and is conducted for the period …
Persistent link: https://www.econbiz.de/10012063954
Exploiting a granular dataset of banks' security holdings I assess the impact of unconventional monetary policy on bank …), this paper provides evidence for the presence of a yield-induced portfolio rebalancing channel: Banks experiencing a higher … real sector lending more strongly relative to other banks. The effect is stronger for banks facing many reinvestment …
Persistent link: https://www.econbiz.de/10011874277