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Bank holding company dividends and repurchases during the financial crisis
Hirtle, Beverly J. - 2014
Many large U.S. bank holding companies (BHCs) continued to pay dividends during the recent financial crisis, even as financial market conditions deteriorated, large losses accumulated, and emergency capital and liquidity were being provided by the official sector. In contrast, share repurchases...
Persistent link: https://www.econbiz.de/10010393223
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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Ongena, Steven - 2019
Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...
Persistent link: https://www.econbiz.de/10012064522
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Macroprudential policy, countercyclical bank capital buffers and credit supply : evidence from the Spanish dynamic provisioning experiments
Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - 2012
We analyze the impact of the countercyclical capital buffers held by banks on the supply of credit to firms and their subsequent performance. Countercyclical 'dynamic' provisioning unrelated to specific loan losses was introduced in Spain in 2000, and modified in 2005 and 2008. The resultant...
Persistent link: https://www.econbiz.de/10011590554
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Why are banks not recapitalized during crises?
Crosignani, Matteo - 2017
the sovereign risk is sufficiently high, low-capital banks reduce private lending to further increase their holdings of …
Persistent link: https://www.econbiz.de/10011710170
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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Matyunina, Alexandra; Ongena, Steven - 2021
Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...
Persistent link: https://www.econbiz.de/10012643066
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Why are banks not recapitalized during crises?
Crosignani, Matteo - 2017
the sovereign risk is sufficiently high, low-capital banks reduce private lending to further increase their holdings of …
Persistent link: https://www.econbiz.de/10011978342
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Linking bank competition, financial stability, and economic growth
Ijaz, Shahzad; Hassan, Arshad; Tarazi, Amine; Fraz, Ahmad - In: Journal of business economics and management 21 (2020) 1, pp. 200-221
This paper investigates the effect of bank competition and financial stability on economic growth by examining panel-data from 38 European countries over 2001 to 2017. Bank competition is measured with the Boone indicator, and bank stability with Z-scores and non-performing loan ratios, all at...
Persistent link: https://www.econbiz.de/10012176206
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Banking panic risk and macroeconomic uncertainty
Mikkelsen, Jakob Guldbæk; Poeschl, Johannes - 2020
We show that systemic risk in the banking sector breeds macroeconomic uncertainty. We develop a model of a production …-driven uncertainty amplifies business cycle volatility and increases risk premia on asset prices. A countercyclical capital buffer lowers …
Persistent link: https://www.econbiz.de/10012149870
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Strategic complementarity, fragility, and regulation
Vives, Xavier - 2011 - Rev. May 2011
liquidity risk and characterizes them. Both a solvency (leverage) and a liquidity ratio are required to control the … interpret the 2007 run on SIV and ABCP conduits. -- stress ; crises ; illiquidity risk ; insolvency risk ; leverage ratio …
Persistent link: https://www.econbiz.de/10009230899
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Climate Risk Contagion of U.S. Banks
Altieri, Michela; Radev, Deyan - 2023
We examine the impact of the U.S. withdrawal from the Paris Agreement on the relationship between climate risk and … systemic risk of U.S. global banks. We find that after 2017, investors stopped pricing climate risk into U.S. systemic risk … directly, consistent with domestic investors expecting climate risk deregulation. However, climate risk still indirectly …
Persistent link: https://www.econbiz.de/10014354192