Showing 1 - 10 of 4,469
This paper provides evidence for regulatory arbitrage within the class of assetbacked securities (ABS) based on individual asset holding data of German banks. I find that those banks operating with tight regulatory constraints pick the securities with the highest yield and lowest collateral...
Persistent link: https://www.econbiz.de/10012988659
This paper provides evidence for regulatory arbitrage within the class of asset-backed securities (ABS) based on individual asset holding data of German banks. I find that banks operating with tight regulatory constraints exploit the low risk-sensitivity of rating-contingent capital requirements...
Persistent link: https://www.econbiz.de/10013248849
This paper studies the impact of higher bank capital requirements on corporate lending spreads. We conduct an empirical … analysis using granular bank- and loan-level data for Switzerland. Overall, we find a positive relationship between capital …
Persistent link: https://www.econbiz.de/10012869586
In this paper we aim to find out whether bank specialization and bank capitalization affect the relationship between … bank loan growth and bank capital ratio, both in expansions and in contractions. We hypothesize that the impact of bank …
Persistent link: https://www.econbiz.de/10012030770
minimum standard is unlikely to exhibit adverse consequences for credit supply and bank profitability … profitability of German banks and their capacity to lend. With a NSFR-model that is partially calibrated against reported NSFRs, we …
Persistent link: https://www.econbiz.de/10012981489
minimum standard is unlikely to exhibit adverse consequences for credit supply and bank profitability. … profitability of German banks and their capacity to lend. With a NSFR-model that is partially calibrated against reported NSFRs, we …
Persistent link: https://www.econbiz.de/10011541056
Persistent link: https://www.econbiz.de/10014494759
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
This paper empirically examines how capital affects a bank's performance (survival and market share), and how this …
Persistent link: https://www.econbiz.de/10011893182
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