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, we show that the economic impact of changes in bank capital requirements depends on the state of the macro …, the impact on bank loan supply works through a ”pricing channel” which is small: around 0.1% less loans for a 1pp increase …
Persistent link: https://www.econbiz.de/10014320811
Recent studies of monetary policy in developing countries document a weak bank lending channel based on aggregate data …, volumes and rates, coupled with unanticipated variation in monetary policy. We show that a monetary contraction reduces bank …
Persistent link: https://www.econbiz.de/10012901740
a bank-level cap on mortgage credit growth to investors while the second policy placed a bank-level cap on the share of …
Persistent link: https://www.econbiz.de/10013216986
This paper uses matched bank-firm-level data and the 2014 depreciation of the euro to show that exchange rate … depreciations lead to increased bank loan supply of large banks with significant net foreign asset exposure. This increase in …
Persistent link: https://www.econbiz.de/10012792736
Switzerland. For identification, we compare changes in the behavior of banks that had different fractions of their central bank …
Persistent link: https://www.econbiz.de/10011795014
bank equity returns are found to be sensitive to both anticipated and unanticipated changes in interest rates in the first … period when banks were largely under government control. However, during our last period of liberalization, Korean bank … the ability to manage other interest rate risks successfully, in this last liberalization period, Korean bank equity …
Persistent link: https://www.econbiz.de/10012779491
This study reviews the existing literature on the determinants of bank-level deposit volatility and is the first to …, bank equity capitalization and funding risk that are identified as further determinants. Besides mapping avenues for future … research, the findings are relevant for bank management since they may help to improve efficiency of risk management routines …
Persistent link: https://www.econbiz.de/10012980154
This paper analyses macroeconomic and financial determinants of bad loans applying a SVAR approach to investigate whether excessive loans granted during expansionary phases can explain the more than proportional increase in non-performing loans during contractionary periods. The results indicate...
Persistent link: https://www.econbiz.de/10009763782
This paper estimates the exporter premium in bank lending. We examine credit relationships in Germany, covering all … bank characteristics, our results indicate that exporting firms take out loan s around 15 percent larger than those of non-exporters. …
Persistent link: https://www.econbiz.de/10010230158
right tail of the bank size distribution follows a power law. Also, the presence of big banks as measured by high market …
Persistent link: https://www.econbiz.de/10010336792