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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
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Corporate loans, banks' internal risk estimates and central bank collateral : evidence from the euro area
Calza, Alessandro; Hey, Julius-Benjamin; Parrini, Alessandro - 2021
We use a unique dataset of ratings for euro area corporate loans from commercial banks' internal rating-based (IRBs) systems and central banks' in-house credit assessment systems (ICASs) to investigate whether banks' IRB ratings underestimate the credit risk of their corporate loan portfolios...
Persistent link: https://www.econbiz.de/10012596313
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Does monetary policy influence banks' perception of risks?
Malovana, Simona; Kolcunova, Dominika; Broz, Vaclav - 2018
This paper studies the extent to which monetary policy may affect banks' perception of credit risk and the way banks measure risk under the internal ratings-based approach. Specifically, we analyze the effect of different monetary policy indicators on banks' risk weights for credit risk. We...
Persistent link: https://www.econbiz.de/10011786136
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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
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The Effects of Liquidity Regulation on Bank Demand in Monetary Policy Operations
Rezende, Marcelo - 2018
banks submit in Term Deposit Facility operations, a Federal Reserve tool created to manage the quantity of central bank … banks when term deposits qualify for the LCR. These results suggest that liquidity regulation affects bank demand in …
Persistent link: https://www.econbiz.de/10012936122
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The effects of liquidity regulation on bank demand in monetary policy operations
Rezende, Marcelo; Styczynski, Mary-Frances; Vojtech, … - 2016
banks submit in Term Deposit Facility operations, a Federal Reserve tool created to manage the quantity of bank reserves. We … term deposits qualify for the LCR. These results suggest that liquidity regulation affects bank demand in monetary policy …
Persistent link: https://www.econbiz.de/10011578907
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The impact of Basel I capital requirements on bank behaviour and the efficacy of monetary policy
Jabłecki, Juliusz - In: International journal of economic sciences and applied … 2 (2009) 1, pp. 16-35
The paper attempts to investigate the influence of the 1988 Basel Accord on bank behavior and monetary policy. It is … on the transmission mechanism of monetary policy and shows that the Basel Accord has affected the bank lending channel …. -- Basel accord ; capital ratios ; bank regulation ; monetary policy …
Persistent link: https://www.econbiz.de/10009008430
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The Transmission of Bank Capital Requirements and Monetary Policy to Bank Lending
Imbierowicz, Björn - 2020
We investigate the transmission of changes in bank capital requirements and supranational monetary policy, and their … interaction effect, on euro area bank lending and lending rates. Our results show that - for weakly capitalized banks - increases … in capital requirements are in the short-run associated with a decrease in the total of domestic and cross-border bank …
Persistent link: https://www.econbiz.de/10012840476
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Macroprudential policy : a blessing or a curse?
Popoyan, Lilit - 2016
After the destructive impact of the global financial crisis of 2008, many believe that pre-crisis financial market regulation did not take the "big picture" of the system suffciently into account and, subsequently, financial supervision mainly "missed the forest for the trees". As a result, the...
Persistent link: https://www.econbiz.de/10011477338
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Modelling bank asset quality and profitability : an empirical assessment
Swamy, Vighneswara - 2015
literature. This paper seeks to study the determinants of bank asset quality and profitability using panel data techniques and … contrary to the general perception. Similarly, with regard to rural bank branches, the results reveal that aversion to rural …
Persistent link: https://www.econbiz.de/10010507831