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Do macroprudential policy instruments reduce the procyclical impact of capital ratio on bank lending? : cross-country evidence
Olszak, Małgorzata; Roszkowska, Sylwia; Kowalska, Iwona - In: Baltic journal of economics 19 (2019) 1, pp. 1-38
on bank lending. We focus on aggregated macroprudential policy measures and on individual instruments and test whether … their effect on the association between lending and capital depends on bank size. Applying the GMM 2-step Blundell and Bond … of capital on bank lending during both crisis and non-crisis times. This result is stronger in large banks than in other …
Persistent link: https://www.econbiz.de/10012010272
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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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Does bank competition matter for the effects of macroprudential policy on procyclicality of lending?
Olszak, Małgorzata; Kowalska, Iwona - 2020
Persistent link: https://www.econbiz.de/10012512454
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Bank competition and the effects of macroprudential policy on procyclicality of lending
Kowalska, Iwona; Olszak, Małgorzata - 2019
Persistent link: https://www.econbiz.de/10012316297
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Does bank competition matter for the effects of macroprudential policy on the procyclicality of lending?
Olszak, Małgorzata; Kowalska, Iwona - In: Journal of international financial markets, … 76 (2022), pp. 1-27
Persistent link: https://www.econbiz.de/10013412814
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Macroprudential stress test of the euro area banking system
Budnik-Gałązka, Katarzyna; Mozzanica, Mirco Balatti; … - 2019
results highlight the importance of the starting level of bank capital, bank asset quality, and banks' adjustments for the …
Persistent link: https://www.econbiz.de/10012033284
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BEAST: a model for the assessment of system-wide risks and macroprudential policies
Budnik, Katarzyna; Groß, Johannes; Vagliano, Gianluca; … - 2023
mix, pricing decisions, management buffers, and profit distribution along with individual bank conditions, including their …
Persistent link: https://www.econbiz.de/10014477728
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
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Bank Loan Loss Provisions Research : A Review
Ozili, Peterson K - 2017
We review the recent academic and policy literature on bank loan loss provisioning (LLP) to identify several advances … smoothing, methodological issues in the bank loan loss provisions literature and the dynamic loan loss provisioning experiment …
Persistent link: https://www.econbiz.de/10012964664
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Procyclicality of US Bank Leverage
Laux, Christian - 2016
In light of the current debate about the link between accounting and financial stability, we investigate the determinants of procyclical book leverage for US commercial and savings banks. We find that total asset growth and GDP growth are both positively related to book leverage growth. Our...
Persistent link: https://www.econbiz.de/10013006615