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Stabilisation policy in a model of consumption, housing collateral and bank lending
Chadha, Jagjit; Corrado, Germana; Corrado, Luisa - 2013
We decompose aggregate consumption by modelling both savers and their links to collateral constrained borrowers through a bank which prices credit risk. Savers own both firms and the commercial bank while borrowers require loans from the commercial bank to effect their consumption plans. The...
Persistent link: https://www.econbiz.de/10009787418
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Banks’ Business Model and Credit Supply in Chile : The Role of a State-Owned Bank
Biron, Miguel - 2019
aftermath of the financial crisis, the regulatory response concentrated on the Basel III recommendations, raising core capital …
Persistent link: https://www.econbiz.de/10012864778
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The Bank Lending Channel Revisited
Disyatat, Piti - 2011
A central proposition in research on the role of banks in the transmission mechanism is that monetary policy imparts a direct impact on deposits and that deposits act as the driving force of bank lending. This paper argues that the emphasis on policy-induced changes in deposits is misplaced. A...
Persistent link: https://www.econbiz.de/10013122491
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The Bank Lending Channel Revisited
Disyatat, Piti - 2013
A central proposition in research on the role that banks play in the transmission mechanism is that monetary policy imparts a direct impact on deposits and that deposits, insofar as they constitute the supply of loanable funds, act as the driving force of bank lending. This paper argues that the...
Persistent link: https://www.econbiz.de/10013095074
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Private sector credit and inflation volatility
Katusiime, Lorna - In: Economies : open access journal 6 (2018) 2, pp. 1-13
This paper investigates the effect of inflation volatility on private sector credit growth. The results indicate that private sector credit growth is positively linked to the one period lagged inflation volatility. Given that past monetary policy actions continue to affect the targeted variables...
Persistent link: https://www.econbiz.de/10011853882
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Credit market imbalances and adjustments in Kenya
Osoro, Jared; Josea, Kiplangat - 2019
capital requirements for banks under the Basel regimes, especially Basel III and its Countercyclical Capital Buffers (CCB …
Persistent link: https://www.econbiz.de/10012801640
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The economic cost of higher capital and liquidity requirements : impact on lending rate and GDP
Jensen, Lars - In: Nationaløkonomisk tidsskrift 153 (2015) 1, pp. 41-74
Persistent link: https://www.econbiz.de/10011765226
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A prudent loss given default estimation for mortgages. II
Ozdemir, Bogie; Huang, Emma - In: The journal of risk model validation 15 (2021) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10013173359
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The Federal Home Loan Bank System: The lender of next-to-last resort?
Ashcraft, Adam B.; Bech, Morten L.; Frame, W. Scott - 2008
The Federal Home Loan Bank (FHLB) System is a large, complex, and understudied government-sponsored liquidity facility … about the respective roles of the various liquidity facilities would be helpful. …
Persistent link: https://www.econbiz.de/10010283557
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The impact of quantitative easing on bank loan supply and monetary policy implementation in the euro area
Horst, Maximilian; Neyer, Ulrike - 2019
excess reserves, implying a structural liquidity surplus in the euro area banking sector. Against this background, the first … part of this paper analyses the Eurosystem's liquidity management during normal times, crisis times and times of too low in … banks operate under a structural liquidity surplus. The model shows that increasing excess reserves have no or even a …
Persistent link: https://www.econbiz.de/10012099037