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Foreign currency borrowing of housholds in new EU member states

Csajbók, Attila; Hudecz, András; Tamási, Bálint - 2010

. For example, FX lending to households is virtually non-existent in the Czech is close to 100 per cent of total household … (2) to try to explain these differing patterns in an econometric model. In order to do so, a panel database of household … household FX borrowing depends on the interest rate differential, the institutional features of mortgage financing and the …

Persistent link: https://www.econbiz.de/10008656332

Decomposing the riskiness of corporate foreign currency lending : the case of Hungary

Vonnák, Dzsamila - 2015

I decompose the factors contributing to the riskiness of foreign currency borrowers. I compare counterfactual default probabilities of local and foreign currency borrowers estimated on disaggregated data. My results suggest that the currency mismatch with the depreciation of the local currency...

Persistent link: https://www.econbiz.de/10011284740

The attractiveness of FX housing loans for housholds in view of supervisory actions in selected EU countries

Świerczyńska, Marta; Węglińska, Mariola - In: E-Finanse : finansowy kwartalnik internetowy 13 (2017) 4, pp. 37-53

. Results of comparative analysis conducted for Poland, Austria, Romania and Hungary indicates that actions taken by the …

Persistent link: https://www.econbiz.de/10011899962

Foreign Currency Loans and Credit Risk : Evidence from U.S. Banks

Niepmann, Friederike - 2020

When firms borrow in foreign currency but collect revenues in local currency, exchange rate changes can affect their ability to repay their debt. Using loan-level data from U.S. banks' regulatory filings, this paper studies the effect of exchange rate changes on firms' loan payments. A 10...

Persistent link: https://www.econbiz.de/10012853395

Foreign currency loans and credit risk : evidence from U.S. banks

Niepmann, Friederike; Schmidt-Eisenlohr, Tim - 2017

Persistent link: https://www.econbiz.de/10011741340

How Does Currency Risk Impact Firms? New Evidence from Bank Loan Contracts

Bergbrant, Mikael C.; Francis, Bill B.; Hunter, Delroy M. - 2022

We use unique features of the private credit market to examine whether currency risk is a priced systematic risk at the firm level and, therefore, whether and how it affects firms’ financing. We find that currency exposure has a large impact on loan spreads. Decomposing loan spreads, we find...

Persistent link: https://www.econbiz.de/10013295621

Bank Funding, Securitization and Loan Terms : Evidence from Foreign Currency Lending

Brown, Martin - 2013

We examine how bank funding structure and securitization activities affect the currency denomination of business loans. We analyze a unique dataset that includes information on the requested and granted loan currency for 99,490 loans granted to 57,464 firms by a Bulgarian bank. Our findings...

Persistent link: https://www.econbiz.de/10013095589

Why Do Firms Default on Their Foreign Currency Loans? The Case of Hungary

Vonnák, Dzsamila - 2017

crisis time. I use a novel micro-level dataset from Hungary to decompose the factors contributing to the higher loan …

Persistent link: https://www.econbiz.de/10012945030

Carry-Trade auf Österreichisch : was für Haushalte entscheiden sich am ehesten für Fremdwährungskredite?

Beer, Christian; Ongena, Steven; Peter, Marcel - In: Finanzmarktstabilitätsbericht 16 (2008), pp. 117-132

Persistent link: https://www.econbiz.de/10003799023

Why do firms default on their foreign currency loans? : the case of Hungary

Vonnák, Dzsamila - In: Journal of international money and finance 86 (2018), pp. 207-222

Persistent link: https://www.econbiz.de/10012000504

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