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Bank procyclicality and output : issues and policies

Athanasoglou, Panayiotis P.; Daniilidis, Ioannis; … - In: Journal of economics & business 72 (2014), pp. 58-83

Persistent link: https://www.econbiz.de/10010258367

Bank procyclicality, business cycles and capital requirements

Torres, Alejandro; Ballesteros, Carlos; Villca-Condori, … - In: Journal of banking regulation 21 (2020) 2, pp. 152-169

Persistent link: https://www.econbiz.de/10012590449

Risky mortgages and macroprudential policy : a calibrated DSGE model for Lithuania

Karmelavičius, Jaunius - In: Mokslo darbai / Vilniaus Universitetas 100 (2021) 2, pp. 6-39

), whereby the household can default on mortgage repayments, what leads to housing collateral seizure. Foreign-owned banks, that … are subject to risk-sensitive macroprudential capital requirements, take into account not only the mortgage default rate …

Persistent link: https://www.econbiz.de/10012887934

Implications for banking stability and welfare under capital shocks and countercyclical requirements

Bekiros, Stelios; Nilavongse, Rachatar; Uddin, Mohammed … - 2017

Persistent link: https://www.econbiz.de/10011715888

Revisiting Basel risk weights : cross-sectional risk sensitivity and cyclicality

Baule, Rainer; Tallau, Christian - In: Journal of business economics : JBE 86 (2016) 8, pp. 905-931

Persistent link: https://www.econbiz.de/10011667253

Why do banks choose to finance with equity?

Sorokina, Nonna Y.; Thornton, John H.; Patel, Ajay - In: Journal of financial stability 30 (2017), pp. 36-52

Persistent link: https://www.econbiz.de/10011825589

Understanding bank and nonbank credit cycles : a structural exploration

Durdu, Ceyhun Bora; Zhong, Molin - 2019

We explore the structural drivers of bank and nonbank credit cycles using an estimated medium-scale macro model that allows for bank and nonbank financial intermediation. We posit economy-wide aggregate and sectoral disturbances to potentially drive bank and nonbank credit growth. We find that...

Persistent link: https://www.econbiz.de/10012181042

Capital requirements and financial problems with the macroeconomy

Kaewtun, Bowornlux - In: Southeast Asian journal of economics 4 (2016) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10011641178

Bank capital shocks and countercyclical requirements : implications for banking stability and welfare

Bekiros, Stelios; Nilavongse, Rachatar; Uddin, Mohammed … - In: Journal of economic dynamics & control 93 (2018), pp. 315-331

Persistent link: https://www.econbiz.de/10011974524

The EU regulatory framework for market risk and prudent valuation : are the rules too procyclical? : evidence from the COVID-19 pandemic and the 2022 global energy crisis

Boivin, Stéphane; Crotti, Marco Giovanni; Malikkidou, Despo - 2023

The 2020 COVID-19 pandemic crisis and the 2022 global energy crisis consecutive to Russia's aggression against Ukraine have been unprecedented in several aspects. In the European Union (EU), national governments, as well as European bodies put in place several relief measures to support the EU...

Persistent link: https://www.econbiz.de/10014362822