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Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...
Persistent link: https://www.econbiz.de/10012643066
Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...
Persistent link: https://www.econbiz.de/10012064522
profile of the bank. This paper investigates the influence of the non-performing loans ratio on profitability indicators in … reducing bank profitability. Also, the statistical analysis confirms that the profitability position of the real sector is one … regression between the nonperforming loan ratio of non-financial entities and profitability indicators: rate of return on assets …
Persistent link: https://www.econbiz.de/10011862127
This paper studies the link between bank capital regulation, bank loan contracts and the allocation of corporate …
Persistent link: https://www.econbiz.de/10013062253
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/10011541056
the corresponding impact on the bank's profitability and lending behavior. It also seeks to investigate the macroeconomic …
Persistent link: https://www.econbiz.de/10012826179
Previous research on procyclical bank capital regulation has largely focused on the role of increased loan losses and … deteriorated credit ratings in economic downturns. We focus on the role of bank loan commitments, which have been increasingly … popular from the 2000s, on the procyclicality of bank capital regulation. Using the bank-level data of U.S. commercial banks …
Persistent link: https://www.econbiz.de/10012940367
commercial bank, the authors choose Archimedean Copula to fit the default relationship between loans, combined with the loss …
Persistent link: https://www.econbiz.de/10012175768
We put our hypothesis very straightforward, considering the euro area and the whole European Economic and Monetary Union (EMU) banking sector. The paper's central hypothesis that capital adequacy of the EMU banking sector influenced credit growth and activities in the nonfinancial sector was...
Persistent link: https://www.econbiz.de/10014316648