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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Ongena, Steven - 2019
question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …
Persistent link: https://www.econbiz.de/10012064522
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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Matyunina, Alexandra; Ongena, Steven - 2021
question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …
Persistent link: https://www.econbiz.de/10012643066
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The real estate and credit bubble : evidence from Spain
Akin, Ozlem; García Montalvo, José; García Villar, Jaume - In: SERIEs : Journal of the Spanish Economic Association 5 (2014) 2/3, pp. 223-243
We analyze the determinants of real estate and credit bubbles using a unique borrower-lender matched dataset on … mortgage loans in Spain. The dataset contain real estate credit and price conditions (loan principal and spread, and the … contract) and the lender identity, over the last credit boom and bust. We find that lending standards are softer in the boom …
Persistent link: https://www.econbiz.de/10010422334
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How A Credit Run Affects Asset Correlation
Imanto, Christopher Paulus - 2020
"credit run"). A credit run affects the asset correlation, which is one of the main parameters in the Internal Ratings … correlation, which is a fundamental part of the theoretical foundation of the IRBA, but also shows that a credit run increases the …
Persistent link: https://www.econbiz.de/10012836153
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Market power in banking
Carletti, Elena; Leonello, Agnese; Marquez, Robert - 2024
Bank market power, both in the loan and deposit market, has important implications for credit provision and for … offer demandable contracts. This structure allows us to review the literature on the role of market power for credit …
Persistent link: https://www.econbiz.de/10014484222
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The use of blanket guarantees in banking crises
Laeven, Luc; Valencia, Fabián - In: Journal of International Money and Finance 31 (2012) 5, pp. 1220-1248
Policymakers often use guarantees on bank liabilities to prevent or contain bank runs during systemic banking crises, but their success has been debated. Using a sample of 42 episodes of banking crises, this paper finds that blanket guarantees do help to reduce liquidity pressures on banks, but...
Persistent link: https://www.econbiz.de/10011048509
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Banking crises and market discipline: International evidence
Cubillas, Elena; Fonseca, Ana Rosa; González, Francisco - In: Journal of Banking & Finance 36 (2012) 8, pp. 2285-2298
This paper analyzes the effect of banking crises on market discipline in an international sample of banks. We also evaluate how bank regulation, supervision, institutions, and crisis intervention policies shape the effect of banking crises on market discipline. We control for unobservable bank,...
Persistent link: https://www.econbiz.de/10011065563
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The “greatest” carry trade ever? Understanding eurozone bank risks
Acharya, Viral V.; Steffen, Sascha - In: Journal of Financial Economics 115 (2015) 2, pp. 215-236
We show that eurozone bank risks during 2007–2013 can be understood as carry trade behavior. Bank equity returns load positively on peripheral (Greece, Italy, Ireland, Portugal, Spain, or GIIPS) bond returns and negatively on German government bond returns, which generated carry until the...
Persistent link: https://www.econbiz.de/10011189256
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Does Effectiveness of Macroprudential Policies on Banking Crisis Depend on Institutional Structure?
Ganioglu, Aytul - Türkiye Cumhuriyet Merkez Bankası - 2014
The question of why some countries suffer from crises, while some others can escape from them, is challenging. Empirical evidence suggests that countries with stronger financial institutions are more durable to the wind of crises. In this paper, we investigate empirically whether the link...
Persistent link: https://www.econbiz.de/10010941492
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Banking Transformation (1989 - 2006) in Central and Eastern Europe - With Special Reference to Balkans
Barisitz, Stephan - Bank of Greece - 2008
European FDI has come to dominate banking in most countries, including those of the Balkans. Recently, credit booms have …
Persistent link: https://www.econbiz.de/10005523500