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We analyze how time-varying bank-specific capital requirements a ect banks' balance sheet adjustments as well as bank … lending to the non-financial corporate sector. To do so, we relate Pillar 2 capital requirements to bank balance sheet data, a … examine how time-varying bank-specific capital requirements affect banks' balance sheet composition. Subsequently, we …
Persistent link: https://www.econbiz.de/10011786058
Persistent link: https://www.econbiz.de/10002445577
We analyze how time-varying bank-specific capital requirements a ect banks' balance sheet adjustments as well as bank … lending to the non-financial corporate sector. To do so, we relate Pillar 2 capital requirements to bank balance sheet data, a … examine how time-varying bank-specific capital requirements affect banks' balance sheet composition. Subsequently, we …
Persistent link: https://www.econbiz.de/10011635019
Persistent link: https://www.econbiz.de/10011926478
determines the leverage ratio and the ratio of the two assets of the bank. Model results show that the impact from the volatility …, asymmetrically affecting the production scale of enterprises with two types of financing. Further, the bank’s leverage ratio changes …
Persistent link: https://www.econbiz.de/10011956350
this background, this paper examines how holdings of cryptocurrencies on a bank’s balance sheet would be treated under EU … International Financial Reporting Standards and the Bank Accounts Directive is explored. The analyses confirm that long …
Persistent link: https://www.econbiz.de/10013309760
Existing macroeconomic models focused on bank balance sheet lending are deficient because they do not account for the … investigate two increasingly significant margins of adjustment in credit markets: banks' ability to sell loans and shadow bank … following bank capital shock. Recovery is also faster, because profitable loan sales (e.g., securitization) allow banks to build …
Persistent link: https://www.econbiz.de/10014322871
Persistent link: https://www.econbiz.de/10015070397
Studies of intermediated arbitrage argue that bank balance sheets are an important consideration, yet little evidence …
Persistent link: https://www.econbiz.de/10014635670