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Appraising home purchase appraisals
Calem, Paul Seth; Lambie-Hanson, Lauren; Nakamura, … - 2018
Home appraisals are produced for millions of residential mortgage transactions each year, but appraised values are rarely below the purchase contract price: Some 30% of appraisals in our sample are exactly at the home price (with less than 10% of them below it). We lay out a basic theoretical...
Persistent link: https://www.econbiz.de/10011971156
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Does CFPB oversight crimp credit?
Fuster, Andreas; Plosser, Matthew; Vickery, James - 2018
We study the effects of regulatory oversight by the Consumer Financial Protection Bureau (CFPB) on credit supply as well as bank risk-taking, growth, and operating costs. We use a difference-in-differences approach, making use of the fact that banks below a $10 billion size cutoff are exempt...
Persistent link: https://www.econbiz.de/10011868541
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Credit risk and the role of capital adequacy regulation
Pausch, Thilo; Welzel, Peter - 2002
is risk neutral and faces credit uncertainty in its loan business. The impact of capital adequacy regulation and the … effect of changes in risk on deposit and loan rates are analyzed. We then show that capital adequacy regulation induces the …
Persistent link: https://www.econbiz.de/10010291691
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Basel II and financial stability: An investigation of sensitivity and cyclicality of capital requirements based on QIS 2
Zsámboki, Balázs - 2007
mechanism of Basel II and to explore the possible impacts of prudential regulation on cyclical swings in capital requirements. …
Persistent link: https://www.econbiz.de/10010322384
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Regulation, credit risk transfer with CDS, and bank lending
Pausch, Thilo; Welzel, Peter - 2012
interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk …-sensitive way: Compared to a situation without regulation the optimal volume of loans decreases more as the riskiness of …
Persistent link: https://www.econbiz.de/10010308265
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Regulation, credit risk transfer with CDS, and bank lending
Pausch, Thilo; Welzel, Peter - Deutsche Bundesbank - 2012
interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk …-sensitive way: Compared to a situation without regulation the optimal volume of loans decreases more as the riskiness of …
Persistent link: https://www.econbiz.de/10010957144
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Basel II and financial stability: An investigation of sensitivity and cyclicality of capital requirements based on QIS 5
Zsámboki, Balázs - Magyar Nemzeti Bank (MNB) - 2007
mechanism of Basel II and to explore the possible impacts of prudential regulation on cyclical swings in capital requirements. …
Persistent link: https://www.econbiz.de/10005357928
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Impacts of financial regulation on the cyclicality of banks’ capital requirements and on financial stability
Zsámboki, Balázs - In: MNB Bulletin 2 (2007) 2, pp. 47-53
One of the main functions of the central bank is to strengthen the stability of the financial system, an important aspect of which is to take an active part in the legislation process to improve the regulatory environment and to assess the potential impacts of new regulatory measures. In the...
Persistent link: https://www.econbiz.de/10005357936
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Regulation, credit risk transfer with CDS, and bank lending
Pausch, Thilo; Welzel, Peter - Deutsche Bundesbank - 2012
interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk …-sensitive way: Compared to a situation without regulation the optimal volume of loans decreases more as the riskiness of …
Persistent link: https://www.econbiz.de/10010535443
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Regulation, Credit Risk Transfer, and Bank Lending
Pausch, Thilo; Welzel, Peter - Institut für Volkswirschaftlehre, Fakultät für … - 2011
) for hedging purposes. Regulation is found to induce the risk-neutral bank to behave in a more risk-sensitive way: Compared … to a situation without regulation the optimal volume of loans decreases more as the riskiness of loans increases. CDS … trading is found to interact with the former effect when regulation accepts CDS as an instrument to mitigate credit risk …
Persistent link: https://www.econbiz.de/10008861994