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To identify credit availability we analyze the extensive and intensive margins of lending with loan applications and all loans granted in Spain. We find that during the period analyzed both worse economic and tighter monetary conditions reduce loan granting, especially to firms or from banks...
Persistent link: https://www.econbiz.de/10003972699
The macroeconomic determinants of banking sector distresses in the Nordic countries, Belgium, Germany, Greece, Spain … contributed to the distress in banking sector. Loan losses also display strong autoregressive behaviour which might indicate a … the banking sector. Key words: financial fragility, shock, loan loss, banking crisis JEL Classification numbers: G21, E44 …
Persistent link: https://www.econbiz.de/10012933190
To identify credit availability we analyze the extensive and intensive margins of lending with loan applications and all loans granted in Spain. We find that during the period analyzed both worse economic and tighter monetary conditions reduce loan granting, especially to firms or from banks...
Persistent link: https://www.econbiz.de/10011605225
Persistent link: https://www.econbiz.de/10011696838
To identify credit availability we analyze the extensive and intensive margins of lending with loan applications and all loans granted in Spain. We find that during the period analyzed both worse economic and tighter monetary conditions reduce loan granting, especially to firms or from banks...
Persistent link: https://www.econbiz.de/10013137617
banking relationships. Credit terms however become softer, but there are no real effects. Securitization implies a credit …
Persistent link: https://www.econbiz.de/10013119808
To identify credit availability we analyze the extensive and intensive margins of lending with loan applications and all loans granted in Spain. We find that during the period analyzed both worse economic and tighter monetary conditions reduce loan granting, especially to firms or from banks...
Persistent link: https://www.econbiz.de/10013144899
Persistent link: https://www.econbiz.de/10010877609
This study evaluates the effect of loan-to-value (LTV) limits on house prices. The identification strategy exploits variation in LTV limits induced by Hong Kong Monetary Authorities' decision to introduce differentiated LTV limits anchored on the value of the property, which allows us to observe...
Persistent link: https://www.econbiz.de/10012862617
We compute optimally diversified international asset portfolios for banks located in France, Germany, Italy, the U.K., and the U.S., using the mean-variance portfolio model with currency hedging. We compare these benchmark portfolios to the actual cross-border asset positions of banks from...
Persistent link: https://www.econbiz.de/10013150715