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Bank response to higher capital requirements : evidence from a quasi-natural experiment
Gropp, Reint; Mosk, Thomas; Ongena, Steven; Wix, Carlo - 2016
, 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
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The spillover effects of prudential regulation on banking competition
Ferri, Giovanni; Pesic, Valerio - In: Vierteljahrshefte zur Wirtschaftsforschung 89 (2020) 1, pp. 59-99
European supervisors aggressively requested more capital at large banks. That may cut credit to the economy. We confirm that especially larger banks cut loans while less-significant banks partly offset that credit drop. Moreover, we identify nasty spillovers from that interaction. Specifically,...
Persistent link: https://www.econbiz.de/10012507218
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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
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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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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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The impact of quantitative easing on bank loan supply and monetary policy implementation in the euro area
Horst, Maximilian; Neyer, Ulrike - 2019
contractionary impact on bank loan supply. As the newly created excess reserves are heterogeneously distributed across euro area … countries, the impact of QE on bank loan supply may differ across countries. Moreover, we derive implications for monetary … policy implementation. Increases in the central bank's main refinancing rate as well as in the minimum reserve ratio and …
Persistent link: https://www.econbiz.de/10012099037
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Setting Countercyclical Capital Buffers Based on Early Warning Models : Would it Work?
Behn, Markus - 2013
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
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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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Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area
Hristov, Nikolay - 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/10012978077
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The Negative Feedback Loop between Banks and Sovereigns
Angelini, Paolo - 2014
sovereign risk affects banking risk (and vice versa), presents some new evidence on bank-sovereign links, and discusses policy …
Persistent link: https://www.econbiz.de/10013055983