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Bank size and risk-taking under Basel II
Hakenes, Hendrik; Schnabel, Isabel - 2006
We analyze the relationship between bank size and risk-taking under the New Basel Capital Accord. Using a model with …
Persistent link: https://www.econbiz.de/10010366524
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Unexpected loan losses and bank capital in an estimated DSGE model of the Euro area
Hristov, Nikolay; Hülsewig, Oliver - 2016
conditions, credit default and bank capitalization for the transmission of macroeconomic shocks. We fit the model to euro area … empirical literature, i.e. the pro-cyclicality of bank profitability and the counter-cyclical response of firm default rates and …
Persistent link: https://www.econbiz.de/10011557772
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Firm equity risk, bank lending standards, and the macroeconomy
Nguyen, Hien - In: Cogent economics & finance 10 (2022) 1, pp. 1-24
This paper analyzes the impact of US firms’ equity risk on bank lending standards and on the macroeconomy for two … an increase in firm risk on bank lending standards and the economy are amplified in a recession compared to an expansion. …
Persistent link: https://www.econbiz.de/10013462030
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The augmented bank balance-sheet channel of monetary policy
Bittner, Christian; Bonfim, Diana; Heider, Florian; … - 2022
Central Bank's policy-rate cuts in mid-2014. The pass-through of the rate cuts to banks' funding costs differs across the euro … provide a simple model of an augmented bank balance-sheet channel where in addition to costly external financing, there is …
Persistent link: https://www.econbiz.de/10013163037
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The augmented bank balance-sheet channel of monetary policy
Bittner, Christian; Bonfim, Diana; Heider, Florian; … - 2022
Central Bank’s policy-rate cuts in mid-2014. The pass-through of the rate cuts to banks’ funding costs differs across the euro … provide a simple model of an augmented bank balance-sheet channel where in addition to costly external financing, there is …
Persistent link: https://www.econbiz.de/10013259629
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Interest rates, market power, and financial stability
Miera, David Martinez; Repullo, Rafael - 2020
Persistent link: https://www.econbiz.de/10012250666
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Interest rates, market power, and financial stability
Martinez-Miera, David; Repullo, Rafael - 2020
Persistent link: https://www.econbiz.de/10012310488
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The Effects of the Stress-Testing Exercises on Banks’ Lending, Profitability and Risk-Taking : Are There Unintended Side Effects?
Cappelletti, Giuseppe - 2019
This research aims to investigate whether the stress-testing exercises affect credit supply, banks' profitability and risk-taking behaviour. The granular confidential supervisory data of Euro Area banks allows for a quasi-natural experiment to identify this impact with a...
Persistent link: https://www.econbiz.de/10012860167
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Impact of higher capital buffers on banks' lending and risk-taking : evidence from the Euro Area experiments
Cappelletti, Giuseppe; Marques, Aurea Ponte; Varraso, Paolo - 2019
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …
Persistent link: https://www.econbiz.de/10012024808
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Impact of Higher Capital Buffers on Banks’ Lending and Risk-Taking : Evidence from the Euro Area Experiments
Cappelletti, Giuseppe - 2019
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institutions (O …
Persistent link: https://www.econbiz.de/10012867435