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Purpose - This study contributes to existing literature by investigating bank capital structure dynamics during the … Covid-19 pandemic. The role of contemporary bank-specific determinants of capital structure during this period is analyzed …. Design/methodology/approach - An independent t-test is carried out to check the response of bank leverage to the crisis …
Persistent link: https://www.econbiz.de/10013352754
Pakistan. It also examines whether TMP influences banks’ credit expansion di erently across bank size and liquidity position … CBs with an unbalanced annual bank-level panel dataset covering the period 2005-2016. The results reveal that both types … consideration the type of banking, bank size, and liquidity position to e ectively control credit amounts in the economy …
Persistent link: https://www.econbiz.de/10013299309
We study the impact of increasingly negative central bank policy rates on banks' propensity to become undercapitalized …
Persistent link: https://www.econbiz.de/10011642197
As the euro area has a predominantly bank-based financial system, changes in the composition and strength of banks … crisis, in a context of financial market stress and weak bank balance sheets, unconventional monetary policy measures have … non-standard measures were successful in stimulating lending and which bank business models were more strongly affected …
Persistent link: https://www.econbiz.de/10012009071
Switzerland. For identification, we compare changes in the behavior of banks that had different fractions of their central bank …
Persistent link: https://www.econbiz.de/10011795014
Regulatory stress tests have become a key tool for setting bank capital levels. Publicly disclosed results for four … perfectly correlated for bank holding companies that participated in both rounds. We also compare projected losses across … different scenarios used in the 2014 stress test and find surprisingly high correlations for outcomes grouped by bank or by loan …
Persistent link: https://www.econbiz.de/10013028025
). Finally, we use bank fundamentals to estimate the cost of equity for unlisted banks. In general, unlisted banks are found to …
Persistent link: https://www.econbiz.de/10012424350
how the transmission depends on bank balance sheets, and how this changes once policy rates become negative. We review the …
Persistent link: https://www.econbiz.de/10012518247
We study the impact of increasingly negative central bank policy rates on banks' propensity to become undercapitalized …
Persistent link: https://www.econbiz.de/10011719935
between monetary policy (MP) and bank stability. This technical paper sheds light, quantitatively, on the different mechanisms … underlying the relationship between MP and bank stability. It does so by reviewing microeconometric studies from the academic … touchstone. First, it provides a brief overview of the main theoretical channels linking bank stability and the transmission of …
Persistent link: https://www.econbiz.de/10012165336