Narrow search
Showing 1 - 10 of 5,751
Cover Image
The Rise and Fall of Bank Credit Securitisation : Capital Relief, Augmented Lending and Spillover Effects
Neumann, Niklas - 2017
increases credit supply. In my empirical strategy I compare banks with and without access to securitisation and exploit the ABCP …: banks use unlocked capital from the securitisation of consumer credit to propel C&I lending …
Persistent link: https://www.econbiz.de/10012952237
Cover Image
Macroeconomic, institutional and bank-specific determinants of non-performing loans in emerging market economies : a dynamic panel regression analysis
Bayar, Yılmaz - In: Journal of central banking theory and practice 8 (2019) 3, pp. 95-110
nonperforming loans negatively, while unemployment, public debt, credit growth, lagged values of nonperforming loans, cost to income …
Persistent link: https://www.econbiz.de/10012101485
Cover Image
Shadow banking : financial intermediation beyond banks
Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018
Persistent link: https://www.econbiz.de/10011790739
Cover Image
The dynamics of non-performing loans during banking crises : a new database
Ari, Anil; Chen, Sophia; Ratnovski, Lev - 2020
This paper presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990. The data show similarities across crises during NPL build-ups but less so during NPL resolutions. We find a close relationship between NPL problems-elevated and unresolved...
Persistent link: https://www.econbiz.de/10012206258
Cover Image
CDOs and systematic risk : why bond ratings are inadequate
Krahnen, Jan Pieter; Wilde, Christian - 2009
differ greatly between instruments. Our findings have implications for understanding the credit crisis and for policy making … instruments. -- Credit Risk ; Risk Transfer ; Systematic Risk …
Persistent link: https://www.econbiz.de/10003864303
Cover Image
CDOs and Systematic Risk : Why Bond Ratings are Inadequate
Krahnen, Jan Pieter - 2009
differ greatly between instruments. Our findings have implications for understanding the credit crisis and for policy making …
Persistent link: https://www.econbiz.de/10013158385
Cover Image
Securitization, Shadow Banking, and Bank Regulation
Kolm, Julian - 2015
shadow banks that provide credit intermediation through securitization. If capital regulation only covers traditional banks … per unit of investment remains the same for all securitization strategies. Capital requirements cause underinvestment that … cannot be mitigated by securitization …
Persistent link: https://www.econbiz.de/10013031902
Cover Image
CDOs and systematic risk : why bond ratings are inadequate
Krahnen, Jan Pieter; Wilde, Christian - 2009
differ greatly between instruments. Our findings have implications for understanding the credit crisis and for policy making … instruments. -- credit risk ; risk transfer ; systematic risk …
Persistent link: https://www.econbiz.de/10003878794
Cover Image
The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Matyunina, Alexandra; Ongena, Steven - 2021
question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …
Persistent link: https://www.econbiz.de/10012643066
Cover Image
Are Banks' Internal Risk Parameters Consistent? Evidence from Syndicated Loans
Firestone, Simon - 2014
parameters affect bank credit supply …
Persistent link: https://www.econbiz.de/10013065553