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Potential implications of a NSFR on German banks' credit supply and profitability
Schmitt, Matthias; Schmaltz, Christian - 2016
We study how a Net Stable Funding Ratio as defined by the Basel Committee in 2014 (NSFR (2014)) would affect the … profitability of German banks and their capacity to lend. With a NSFR-model that is partially calibrated against reported NSFRs, we … find that 9% of German banks do not comply with the NSFR (2014). This is a significant reduction compared to the 39% that …
Persistent link: https://www.econbiz.de/10011541056
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The effect of monetary policy on bank wholesale funding
Choi, Dong Beom; Choi, Hyun-soo - 2016
We study how monetary policy affects the funding composition of the banking sector. When monetary tightening reduces the retail deposit supply owing to, for example, a decrease in bank reserves or in money demand, banks try to substitute the deposit outflows with more wholesale funding in order...
Persistent link: https://www.econbiz.de/10011413238
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Implications of bank regulation for loan supply and bank stability : a dynamic perspective
Bucher, Monika; Dietrich, Diemo; Hauck, Achim - 2018
A bank's decision on loan supply and capital structure determines its immediate bankruptcy risk as well as the future availability of internal funds. These internal funds in turn determine a bank's future costs of external finance and future vulnerability to bankruptcy risks. We study these...
Persistent link: https://www.econbiz.de/10011918996
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The costs and benefits of liquidity regulations : lessons from an idle monetary policy tool
Curfman, Christopher J.; Kandrac, John - 2019
We investigate how liquidity regulations affect banks by examining a dormant monetary policy tool that functions as a liquidity regulation. Our identification strategy uses a regression kink design that relies on the variation in a marginal high-quality liquid asset (HQLA) requirement around an...
Persistent link: https://www.econbiz.de/10012181216
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Optimal regulation of credit lines
Gutiérrez, José E. - 2023
Persistent link: https://www.econbiz.de/10014366190
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Liquidity regulation and bank lending
Ananou, Foly; Chronopoulos, Dimitris K.; Tarazi, Amine; … - In: The journal of corporate finance : contracting, … 69 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012629662
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Regulation, credit risk transfer with CDS, and bank lending
Pausch, Thilo; Welzel, Peter - 2012
We integrate Basel II (and III) regulations into the industrial organization approach to banking and analyze the interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on lending behavior and risk sensitivity of a...
Persistent link: https://www.econbiz.de/10009509090
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Risk weights, lending, and financial stability : limits to model-based capital regulation ; conference paper
Behn, Markus; Haselmann, Rainer; Vig, Vikrant - 2014
Model-based capital regulation is considered to be one of the key innovations of Basel II. The objective of this innovation was to make capital charges more sensitive to risk. Using data from the German credit register, and employing a difference-indifference identification strategy, we...
Persistent link: https://www.econbiz.de/10010485279
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Capital requirements, market structure, and heterogeneous banks
Müller, Carola - Leibniz-Institut für Wirtschaftsforschung Halle - 2022
Bank regulators interfere with the efficient allocation of resources for the sake of financial stability. Based on this trade-off, I compare how different capital requirements affect default probabilities and the allocation of market shares across heterogeneous banks. In the model, banks‘...
Persistent link: https://www.econbiz.de/10013198370
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Basel III capital requirements and heterogeneous banks
Müller, Carola - 2018 - This version: October 2018
I develop a theoretical model to examine the effect of capital requirements on risk taking and market structure of banks. Within a portfolio choice model, I allow for heterogeneous productivity among banks and consider the simultaneous capital regulation with a leverage ratio and a risk-weighted...
Persistent link: https://www.econbiz.de/10011888053