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The costs and benefits of liquidity regulations : lessons from an idle monetary policy tool

Curfman, Christopher J.; Kandrac, John - 2019

We investigate how liquidity regulations affect banks by examining a dormant monetary policy tool that functions as a liquidity regulation. Our identification strategy uses a regression kink design that relies on the variation in a marginal high-quality liquid asset (HQLA) requirement around an...

Persistent link: https://www.econbiz.de/10012181216

Elections hinder firms' access to credit

Léon, Florian; Weill, Laurent - 2022

To analyze whether the occurrence of elections affects access to credit for firms, we perform an investigation using … firm-level data covering 44 developed and developing countries. The results show that elections impair access to credit …. Specifically, firms are more credit-constrained in election years and pre-election years as elections exacerbate political …

Persistent link: https://www.econbiz.de/10012819438

Do better political institutions help in reducing political pressure on state-owned banks? : evidence from developing countries

Ashraf, Badar Nadeem; Arshad, Sidra; Yan, Liang - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-10

This study examines whether state-owned banks face political pressure and whether the improvement in political institutions alleviates this pressure. The theory of political benefits argues that politicians use state-owned banks for political purposes such as obtaining and maintaining political...

Persistent link: https://www.econbiz.de/10011895721

Failed Bank Asset Recovery : The Influence of Deposits and Loan Exposure

Qu, Shisheng - 2017

Asset recovery rate is a key factor for credit investors. This study explores the determinants of bank asset recovery rates during the recent downturn in the real estate sector and subsequent financial crisis. We find that banks relying on brokered deposit realize lower asset recovery rates....

Persistent link: https://www.econbiz.de/10012954883

Loss Given Default for Commercial Loans at Failed Banks

Shibut, Lynn - 2016

This paper extends what we know about loss given default (LGD) on commercial loans by studying certain types of these loans that have been excluded from previous research but that may be more representative of loans held by small and mid-sized banks. We use a newly available dataset on...

Persistent link: https://www.econbiz.de/10013002186

Measuring the impact of a bank failure on the real economy : an EU-wide analytical framework

Vacca, Valerio Paolo; Bichlmeier, Fabian; Biraschi, Paolo; … - 2021

The crisis management framework for banks in the European Union (EU) requires the resolution authorities to identify the existence of a public interest to resolve an ailing bank, rather than to open normal insolvency proceedings (NIPs). The Public Interest Assessment (PIA) determines whether...

Persistent link: https://www.econbiz.de/10012550336

Screening and Loan Origination Time : Lending Standards, Loan Defaults and Bank Failures

Bedayo, Mikel; Jiménez, Gabriel; Peydró, José-Luis; … - 2021

We show that loan origination time is key for bank lending standards, cycles, defaults and failures. We exploit the credit register from Spain, with the time of a loan application and its granting. When VIX is lower (booms), banks shorten loan origination time, especially to riskier firms. Bank...

Persistent link: https://www.econbiz.de/10013247552

Credit risk transfer and bank insolvency risk

Oordt, Maarten R. C. van - 2017

The present paper shows that, everything else equal, some transactions to transfer portfolio credit risk to third-party investors increase the insolvency risk of banks. This is particularly likely if a bank sells the senior tranche and retains a sufficiently large firstloss position. The results...

Persistent link: https://www.econbiz.de/10011777803

International Shock Transmission after the Lehman Brothers Collapse : Evidence from Syndicated Lending

De Haas, Ralph - 2012

After Lehman Brothers filed for bankruptcy in September 2008, cross-border bank lending contracted sharply. To explain the severity and variation in this contraction, we analyze detailed data on cross-border syndicated lending by 75 banks to 59 countries. We find that banks that had to write...

Persistent link: https://www.econbiz.de/10013112262

Does Basel Save Our Banks? The Effect of Basel I Capital Requirements on Bank Failures

Gay, Sebastien; Bergkamp, Balthazar D. - 2015

We develop an empirical model to test the relation between compliance with Basel I capital requirements and the probability of bank failure during ‘normal’ economic conditions and times of financial crises. We also seek to determine whether increased capital requirements would further reduce...

Persistent link: https://www.econbiz.de/10014134525

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