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, policymakers, and bank managers for better decision making. …
Persistent link: https://www.econbiz.de/10012655130
from maturity mismatches between bank assets and liabilities. This study explains the NSFR and estimates this ratio for …
Persistent link: https://www.econbiz.de/10013053323
Persistent link: https://www.econbiz.de/10011816820
A bank's decision on loan supply and capital structure determines its immediate bankruptcy risk as well as the future … availability of internal funds. These internal funds in turn determine a bank's future costs of external finance and future …-to-asset ratios, liquidity coverage ratios and regulatory margin calls on the dynamics of loan supply and bank stability. Only …
Persistent link: https://www.econbiz.de/10012897598
We show that internal funds play a particular role in the regulation of bank capital, which has not received much … attention, yet. A bank's decision on loan supply and capital structure determines its immediate bankruptcy risk as well as the … future availability of internal funds. These internal funds in turn determine a bank's future costs of external finance and …
Persistent link: https://www.econbiz.de/10012848387
the funding liquidity of liabilities, for 2882 bank holding companies over 2002 to 2014. The aggregate LMI decreases from … system in early 2007. Moreover, LMI predicts a bank's stock market crash probability and borrowing decisions from the … government during the financial crisis. The LMI is therefore informative about both individual bank liquidity and the liquidity …
Persistent link: https://www.econbiz.de/10012973857
Inspired by the Silicon Valley Bank run and building on Diamond- Dybvig (1993), we develop a model in which asset price … fluctuations can trigger bank runs. Liquidation amounts to selling assets at their market price. Depositors can buy and hold the …
Persistent link: https://www.econbiz.de/10015421906
, we show that the economic impact of changes in bank capital requirements depends on the state of the macro …, the impact on bank loan supply works through a "pricing channel" which is small: around 0.1% less loans for a 1pp increase …
Persistent link: https://www.econbiz.de/10014343106
, we show that the economic impact of changes in bank capital requirements depends on the state of the macro …, the impact on bank loan supply works through a ”pricing channel” which is small: around 0.1% less loans for a 1pp increase …
Persistent link: https://www.econbiz.de/10014320811
bank lending and risk-taking channels of monetary policy by exploiting – Italian's unique – credit and security registers …
Persistent link: https://www.econbiz.de/10012854350