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Do macroprudential policy instruments reduce the procyclical impact of capital ratio on bank lending? : cross-country evidence

Olszak, Małgorzata; Roszkowska, Sylwia; Kowalska, Iwona - In: Baltic journal of economics 19 (2019) 1, pp. 1-38

In this paper, we ask about the capacity of macroprudential policies to reduce the procyclical impact of capital ratio on bank lending. We focus on aggregated macroprudential policy measures and on individual instruments and test whether their effect on the association between lending and...

Persistent link: https://www.econbiz.de/10012010272

Arbitraging the Basel securitization framework : evidence from German ABS investment

Efing, Matthias - 2015

This paper provides evidence for regulatory arbitrage within the class of assetbacked securities (ABS) based on individual asset holding data of German banks. I find that those banks operating with tight regulatory constraints pick the securities with the highest yield and lowest collateral...

Persistent link: https://www.econbiz.de/10011391709

Arbitraging the Basel securitization framework : evidence from German ABS investment

Efing, Matthias - 2016

This paper provides evidence for regulatory arbitrage within the class of asset-backed securities (ABS) based on individual asset holding data of German banks. I find that banks operating with tight regulatory constraints exploit the low risk-sensitivity of rating-contingent capital requirements...

Persistent link: https://www.econbiz.de/10011975264

Determinants of lending in Nepalese commercial banks

Acharya, Rekha - In: Nepalese journal of finance : a publication of Uniglobe … 6 (2019) 3, pp. 38-51

Persistent link: https://www.econbiz.de/10014494055

Determinants of commercial bank interest rate margin and profitability : a case of Nepalese commercial banks

Prasai, Rabi Kiran; Magar, Rabina Thepa; Bhandari, Rabina; … - In: Nepalese journal of finance : a publication of Uniglobe … 7 (2020) 4, pp. 42-54

Persistent link: https://www.econbiz.de/10014494286

Are non-performing loans sensitive to macroeconomic determinants? : an empirical evidence from banking sector of SAARC countries

Saom, Shawleen Anita; Tasnova, Nishat; Nawar, Nousheen - In: Future Business Journal 8 (2022), pp. 1-16

The study empirically investigates selected macroeconomic determinants of non-performing loans (NPLs) for a panel of 8 South Asian Association for Regional Cooperation countries (Afghanistan, Bangladesh, Bhutan, India, Nepal, Maldives, Pakistan, and Sri Lanka), using annual data for the period...

Persistent link: https://www.econbiz.de/10013273082

Delinquency and default in usa student debt as a proportional response to unemployment and average debt per borrower

Fuinhas, José Alberto; Moutinho, Victor Ferreira; … - In: Economies : open access journal 7 (2019) 4/100, pp. 1-16

We research the response of the proportion of student borrowers with ninety or more days of delinquency or in default to variables such as unemployment and the average debt per borrower after the financial crisis of 2007-2008, in the United States, using panel data of 50 states from 2008 to...

Persistent link: https://www.econbiz.de/10012132485

Lending conditions in EU : the role of credit demand and supply

Kapounek, Svatopluk; Kučerová, Zuzana; Fidrmuc, Jarko - 2017

We analyse the bank lending activity after the financial crisis and focus on bank-specific supply factors. Using a rich microeconomic dataset from Bankscope and macroeconomic shocks data, we employ OLS and 2SLS fixed effects models with banking controls, macroeconomic shocks and institutional...

Persistent link: https://www.econbiz.de/10011598900

More data, more credit? : information sharing and bank credit to households

Briglevics, Tamás; Karapetyan, Artashes; Ongena, Steven; … - 2024

We exploit a nation-wide introduction of mandatory disclosure of borrowers' total credit exposures and show that … sharing such information increases credit access independent of borrowers' history. Differentiating between borrowers applying … history, we find an overall increase in credit access measured by both loan application acceptance and credit amount. While …

Persistent link: https://www.econbiz.de/10014500915

Forced Asset Sales and the Concentration of Outstanding Debt : Evidence from the Mortgage Market

Favara, Giovanni - 2017

We provide evidence that lenders differ in their ex post incentives to internalize price-default externalities associated with the liquidation of collateralized debt. Using the mortgage market as a laboratory, we conjecture that lenders with a large share of outstanding mortgages on their...

Persistent link: https://www.econbiz.de/10012973542

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