Showing 1 - 10 of 13,183
This paper assesses the usefulness of private credit variables and other macrofinancial and banking sector indicators for the setting of Basel III/CRD IV countercyclical capital buffers (CCBs) in a multivariate early warning model framework, using data for 23 EU Members States from 1982 Q2 to...
Persistent link: https://www.econbiz.de/10013074386
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
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institutions (O …
Persistent link: https://www.econbiz.de/10012867435
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/10012978077
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
, resulting in lower asset-, investment- and sales growth for firms obtaining a larger share of their bank credit from the treated …
Persistent link: https://www.econbiz.de/10011625659
evidence for the existence of a bank lending channel of monetary policy transmission in the euro area. In addition, and in … potential negative repercussions on real economic growth of bank balance sheet impairments arising in the context of the … their loan supply. - Bank credit ; bank lending channel ; euro area ; panel data …
Persistent link: https://www.econbiz.de/10003970414
This study examines empirically the information content of the euro area Bank Lending Survey for aggregate credit and … leading indicator for euro area bank credit and real GDP growth. Notwithstanding the short history of the survey, the findings … results are supportive of the existence of a bank lending, balance sheet, and risk-taking channel of monetary policy. They …
Persistent link: https://www.econbiz.de/10003971193
the supply side of bank lending. The financial turmoil starting in mid-2007 had detrimental consequences for banks … examines the impact of supply constraints on bank lending in the euro area with a special focus on this turmoil period. The … empirical evidence presented suggests that banks' ability and willingness to supply loans affects overall bank lending activity …
Persistent link: https://www.econbiz.de/10013136644
evidence for the existence of a bank lending channel of monetary policy transmission in the euro area. In addition, and in … potential negative repercussions on real economic growth of bank balance sheet impairments arising in the context of the …
Persistent link: https://www.econbiz.de/10013149067