Similar Search Results

Plosser, Matthew; Santos, João A. C. - 2020

Persistent link: https://www.econbiz.de/10012203658

Plosser, Matthew C.; Santos, João A. C. - 2018

The Basel I Accord introduced a discontinuity in required capital for undrawn credit commitments. While banks had to set aside capital when they extended commitments with maturities in excess of one year, short-term commitments were not subject to a capital requirement. The Basel II Accord...

Persistent link: https://www.econbiz.de/10011868462

Macroprudential regulation, credit spreads and the role of monetary policy

Taylor, William J.; Zilberman, Roy - 2016

Persistent link: https://www.econbiz.de/10011480680

When losses turn into loans : the cost of undercapitalized banks

Blattner, Laura; Farinha, Luísa A.; Rebelo, Francisco - 2019

We provide evidence that a weak banking sector has contributed to low productivity growth following the European sovereign debt crisis. An unexpected increase in capital requirements for a subset of Portuguese banks in 2011 provides a natural experiment to study the effects of reduced bank...

Persistent link: https://www.econbiz.de/10011975387

Does higher capital maintenance drive up banks' cost of equity? : evidence from Bangladesh

Naoaj, Md Shah; Hosen, Mir Md Moyazzem - 2021

Persistent link: https://www.econbiz.de/10013365995

Bank capital requirements, loan guarantees and firm performance

Mayordomo, Sergio; Moreno, Antonio; Ongena, Steven; … - 2019 - This draft: April 12, 2019

This paper studies the effects of the bank capital requirements imposed by the European authorities in October 2011 on loan collateral and personal guarantees usage to enhance capital ratios. We use detailed information on the loan contracts granted by a representative Spanish bank and several...

Persistent link: https://www.econbiz.de/10012051949

Support for the SME supporting factor : multi-country empirical evidence on systematic risk factor for SME loans

Dietsch, Michel; Düllmann, Klaus; Fraisse, Henri; … - 2016

Using a unique and comprehensive data set on the two largest economies of the Eurozone - France and Germany - this … consistency of own funds requirements with the riskiness of SME. In both the French and the German sample, results suggest that … the relative differences between the capital requirements for large corporates and those for SME (in other words the …

Persistent link: https://www.econbiz.de/10011564456

Lower bank capital requirements as a policy tool to support credit to SMEs : evidence from a policy experiment

Dietsch, Michel; Fraisse, Henri; Lecarpentier, Sandrine; … - 2019

Persistent link: https://www.econbiz.de/10012241990

To ask or not to ask : bank capital requirements and loan collateralization

Degryse, Hans; Karapetyan, Artashes; Karmakar, Sudipto - 2019

Persistent link: https://www.econbiz.de/10011967074

Evaluation of minimum capital requirements for bank loans to SMEs

Düllmann, Klaus; Koziol, Philipp - 2013

). Key contributions are the use of a unique data set of SME lending by over 400 German banks and relating systematic risk to … particularly rich and well developed credit market for SMEs in Germany. We estimate asset correlations as the key measure of … granted in Basel II for SMEs relative to large firms. For SME loans in the corporate portfolio of the Internal Ratings …

Persistent link: https://www.econbiz.de/10009751062

1
2
3
4
5
6
7
8
9
10
Next
Last