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Bank leverage, credit and GDP in Switzerland : a VAR analysis 1987-2015

Kugler, Peter; Junge, Georg - 2017

leverage on GDP, credit and the interest rate spread. Increasing capital requirements for banks should therefore have no strong …

Persistent link: https://www.econbiz.de/10011667888

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

Monetary policy, credit institutions and the bank lending channel in the euro area

Altavilla, Carlo; Andreeva, Desislava Č.; Boucinha, Miguel - 2019

As the euro area has a predominantly bank-based financial system, changes in the composition and strength of banks’ balance sheets can have very sizeable implications for the transmission of monetary policy. This paper provides an overview of developments in banks’ balance sheets,...

Persistent link: https://www.econbiz.de/10012009071

Loan supply shocks, prudential regulation, and the business cycle

Rudel, Paul - 2024

How do the business cycle effects of loan supply shocks depend on the state of prudential regulation in the euro area? To address this question, we first identify regulatory cycles from a cumulative prudential policy index that tracks the evolution of the regulatory stance in the euro area....

Persistent link: https://www.econbiz.de/10014636947

Long-Term Interest Rates and Bank Loan Supply : Evidence from Firm-Bank Loan-Level Data

Ono, Arito - 2018

Based on a mean-variance model of bank portfolio selection subject to the value-at-risk constraint, we make predictions on transmission channels through which lower long-term interest rates increase bank loan supply: the portfolio balance channel, the bank balance sheet channel, and the...

Persistent link: https://www.econbiz.de/10012924902

Bank Interest Rates in a Small European Economy : Some Exploratory Macro Level Analyses Using Finnish Data

Kauko, Karlo - 2018

decreasing the average rate on new loans.Credit and interest rate risk premiums are clearly observable in banks' lending rates …

Persistent link: https://www.econbiz.de/10012933197

The impact of monetary conditions on bank lending to households

Gyöngyösi, Győző; Ongena, Steven; Schindele, Ibolya - 2021 - This Draft: September 13, 2021

We study how monetary conditions change the supply by banks of mortgage credit to households. We exploit the widespread … presence of foreign currency mortgages in Hungary and study this country`s comprehensive credit registry. Changes in monetary … conditions not only affect the supply of credit in volume, but also in its currency and risk composition. Hence, we establish a …

Persistent link: https://www.econbiz.de/10012643018

Banks, debts and workers

Denk, Oliver; Fialho, Priscilla - 2020

measures that aim to avoid credit overexpansion are two policies that can improve the links of private debt with labour income …

Persistent link: https://www.econbiz.de/10012421215

The Duration of Bank Retail Interest Rates

Craig, Ben R. - 2011

We use bank retail interest rates as price examples in a study of the determinants of price durations. The extraordinary richness of the data allows us to address some major open issues from the price rigidity literature, such as the functional form of the hazard of changing a price, the effect...

Persistent link: https://www.econbiz.de/10013133627

Determinants of bank lending in Thailand : an empirical examination for the years 1992 to 1996

Suwanaporn, Chodechai - 2003

Persistent link: https://www.econbiz.de/10001724847

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