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Monetary policy, funding cost and banks’ risk-taking : evidence from the USA
Bürgi, Constantin; Jiang, Bo - In: Empirical economics : a quarterly journal of the … 65 (2023) 3, pp. 1129-1148
Persistent link: https://www.econbiz.de/10014330175
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Monetary Policy, Funding Cost and Banks’ Risk-Taking : Evidence from the United States
Bürgi, Constantin; Jiang, Bo - 2022
How much deposits and equity a bank has influences how a banks’ lending responds to monetary policy. While the responsiveness for the bank lending channel has been well established, this is not the case for the risk-taking channel (RTC). We show in a value-at-risk RTC model that the lending...
Persistent link: https://www.econbiz.de/10014243681
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Monetary policy, funding cost and banks’ risk-taking : evidence from the United States
Bürgi, Constantin; Jiang, Bo - 2022
How much deposits and equity a bank has influences how a banks’ lending responds to monetary policy. While the responsiveness for the bank lending channel has been well established, this is not the case for the risk-taking channel (RTC). We show in a value-at-risk RTC model that the lending...
Persistent link: https://www.econbiz.de/10013390943